# EDGAR Filing Document

**Accession Number:** 0001450011
**File Stem:** 0001099263-26-003091
**Filing Date:** 2026-3
**Character Count:** 763594
**Document Hash:** ea8bb137e75de960912e46d3400382bc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003091.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003091

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO ETF Trust
- **CENTRAL INDEX KEY:** 0001450011

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22250
- **FILM NUMBER:** 26705915

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949.720.6000

**MAIL ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### PIMCO Multisector Bond Active Exchange-Traded Fund (Series ID: S000080425)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000242819 | PIMCO Multisector Bond Active Exchange-Traded Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO ETF Trust

- **b. Investment Company Act file number:** 811-22250

- **c. CIK number of Registrant:** 0001450011

- **d. LEI of Registrant:** 5493004M9TBGFQUJ6D27

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

  - **Street Address 1:** 650 Newport Center Drive

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 400-4383

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

- **a. Name of Series:** PIMCO Multisector Bond Active Exchange-Traded Fund

- **b. EDGAR series identifier (if any):** S000080425

- **c. LEI of Series:** 5493000GFQP1EZBJDY50

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $24949768133.92

**Total Liabilities:** $14760955509.78

**Net Assets:** $10188812624.14

**Delayed Delivery Securities:** $9313199.96

**Cash Not Reported:** $25332029.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1793979.520000 | **1-Year:** 1234912.880500 | **5-Year:** 2141020.409400 | **10-Year:** 416670.885800 | **30-Year:** -63530.789700

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

- **3-Month:** 517980.345000 | **1-Year:** 232661.527600 | **5-Year:** 451908.867800 | **10-Year:** 98724.320200 | **30-Year:** 469.326000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000242819 | 0.75%                | 0.67%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6445604.33              | $6422862.18                                |
| Month 2  | $3225445.81              | $22300554.80                               |
| Month 3  | $3534472.89              | $922880.58                                 |

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS SR SECURED 144A 08/32 9.375          | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1290633.60    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2025 4A A3                 | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $10047282.00   | 0.10%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | FORD MOTOR COMPANY SR UNSECURED 02/32 3.25                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |       185000 | PA      | $163094.86     | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $5158.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINITAS CLO LTD 2020-14A                                                        | TRINITAS CLO LTD TRNTS 2020 14A A1R2 144A                     | CUSIP: 89641QAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3001739.40    | 0.03%             | 2034-01-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                                     | FANNIE MAE   CAS CAS 2022 R04 1B2 144A                        | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2000000 | PA      | $2180770.60    | 0.02%             | 2042-03-25      | Floating      | 13.37%                | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-B                                                   | FREMONT HOME LOAN TRUST FHLT 2006 B 1A                        | CUSIP: 35729QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7973991 | PA      | $3250382.29    | 0.03%             | 2036-08-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2023-AA                                                | NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A               | CUSIP: 64032PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       231933 | PA      | $237043.10     | 0.00%             | 2041-02-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-A                                           | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A B                  | CUSIP: 14319UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $10131674.00   | 0.10%             | 2030-09-16      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM2 TRUST                                                              | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM2 A1 144A                | CUSIP: 67118HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6036679 | PA      | $6081028.18    | 0.06%             | 2063-12-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260203                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $65395.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2024-8 LLC                                                                  | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 8 A1 144A            | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7996756 | PA      | $8009893.43    | 0.08%             | 2029-12-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-17.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260803                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-9014.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUXEMBOURG SA                                                   | INTRALOT CAPITAL LUX SR SECURED REGS 10/31 6.75               | CUSIP: ACI30N7H4<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |      5300000 | PA      | $6213377.83    | 0.06%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-198195.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SR UNSECURED 05/31 6.388                        | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1085670.14    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH 1ST FRANKLIN MTG LN 2007-2                                         | MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 2 A2B               | CUSIP: 59024QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3945713 | PA      | $2887638.80    | 0.03%             | 2037-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC COMPANY GUAR 144A 04/30 4.625               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     16657000 | PA      | $16233568.23   | 0.16%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260123                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $9799.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                          | VERSANT MEDIA GROUP INC SR SECURED 144A 01/31 7.25            | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |      9468000 | PA      | $9773383.90    | 0.10%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-C                                    | CPS AUTO TRUST CPS 2025 C B 144A                              | CUSIP: 12634SAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3400000 | PA      | $3422126.52    | 0.03%             | 2029-12-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL | BROOKFIELD PPTY REIT INC SR SECURED 144A 04/27 4.5            | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       160000 | PA      | $158665.15     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260209                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $9300.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARINGS EURO CLO 2025-1 DAC 25-1A                                                | BARINGS EURO CLO DAC BABSE 2025 1A A 144A                     | CUSIP: ACI379GS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      3500000 | PA      | $4113199.96    | 0.04%             | 2039-08-15      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REPO BANK AMERICA REPO                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     63000000 | PA      | $63000000.00   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 05/37 4.926                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      8978000 | PA      | $8865173.74    | 0.09%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR19                                                                 | BANK5 BANK5 2025 5YR19 A3                                     | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28000000 | PA      | $28964034.40   | 0.28%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN + BROWN INC SR UNSECURED 06/30 4.9                      | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      6893000 | PA      | $6993271.30    | 0.07%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSECURED 02/29 4.45              | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       200000 | PA      | $200751.41     | 0.00%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5607                                                          | FREDDIE MAC FHR 5607 FA                                       | CUSIP: 3137HNZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1901937 | PA      | $1905244.21    | 0.02%             | 2055-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-2PL                                                          | ACHV ABS TRUST ACHV 2024 2PL B 144A                           | CUSIP: 00092HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1559941 | PA      | $1575865.08    | 0.02%             | 2031-10-27      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260116                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-24975.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.53000 04/23/25-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $69742.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES2                                              | TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A             | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1716633 | PA      | $1732469.27    | 0.02%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $18454.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-10                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 C 144A            | CUSIP: 69544MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1047929 | PA      | $1055118.55    | 0.01%             | 2032-06-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AM SECURED 11/27 3.875                   | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      3306000 | PA      | $3285920.45    | 0.03%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP ONEMAIN FINANCE CORP                     | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3342648.77    | 0.03%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 3 B                 | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15100000 | PA      | $15226692.02   | 0.15%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                   | RAVEN ACQUISITION HOLDINGS LLC DELAYED DRAW TERM LOAN         | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       133333 | PA      | $133922.01     | 0.00%             | 2031-11-19      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P1                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A3 144A          | CUSIP: 14688NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       414509 | PA      | $416532.96     | 0.00%             | 2029-04-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260417                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $35498.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 03/26 0.00000                                   | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1867000 | PA      | $1854940.65    | 0.02%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2021-32A LTD                                                    | BLUEMOUNTAIN CLO LTD BLUEM 2021 32A AR 144A                   | CUSIP: 09631EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5150000 | PA      | $5151709.23    | 0.05%             | 2034-10-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                       | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7          | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     52100000 | PA      | $16430930.35   | 0.16%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/35 6                   | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      6090000 | PA      | $6405014.45    | 0.06%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H8 MORTGAGE TRUST 2025-H8                                             | CROSS MORTGAGE TRUST CROSS 2025 H8 A1 144A                    | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       965160 | PA      | $967750.92     | 0.01%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                           | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A3 144A            | CUSIP: 39571XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1700000 | PA      | $1733958.86    | 0.02%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF INDUSTRY LIMITED                                                         | BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1                | CUSIP: BA000BY62<br>LEI: 5493006N5JD4B34R6G14 | Long             | LON              | MUN               | NG        |      6000000 | PA      | $7031809.14    | 0.07%             | 2027-08-23      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SECURITIES INC 2005-R6                                           | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R6 M3                | CUSIP: 03072SG41<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       507554 | PA      | $505076.17     | 0.00%             | 2035-08-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                        | VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75             | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      8300000 | PA      | $8659805.00    | 0.08%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG45 5Y ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $36115296.69   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                                                           | GOLDEN STATE FOOD LLC TERM LOAN B                             | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2962575 | PA      | $2984793.94    | 0.03%             | 2031-12-04      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE                                                                 | CALIFORNIA ST CAS 03/38 FIXED OID 5.125                       | CUSIP: 13063D3S5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |       155000 | PA      | $157541.95     | 0.00%             | 2038-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260312                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $4492.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-3A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2024 3A B 144A                | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2800000 | PA      | $2817922.80    | 0.03%             | 2029-01-16      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-RPL4                            | CREDIT SUISSE MORTGAGE TRUST CSMC 2020 RPL4 A1 144A           | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8929522 | PA      | $8138435.72    | 0.08%             | 2060-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MTGE INV TRUST 2004-4                                              | AMERICAN HOME MORTGAGE INVESTM AHM 2004 4 6A2                 | CUSIP: 02660TCK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7500000 | PA      | $6692543.25    | 0.07%             | 2045-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020-4                                                 | TOWD POINT MORTGAGE TRUST TPMT 2020 4 A1 144A                 | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       910580 | PA      | $836054.83     | 0.01%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $-444812.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-2A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2025 2A B 144A                | CUSIP: 37989BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000000 | PA      | $20199290.00   | 0.20%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 03/26 0.00000                                   | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       127000 | PA      | $126091.10     | 0.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-C                                    | CPS AUTO TRUST CPS 2025 C C 144A                              | CUSIP: 12634SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10600000 | PA      | $10680783.66   | 0.10%             | 2031-10-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260303                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-239876.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 50B LTD                                               | GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A       | CUSIP: 38178DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $1999952.92    | 0.02%             | 2035-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-3 LLC                                                                  | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 3 A1 144A            | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5400089 | PA      | $5414349.72    | 0.05%             | 2030-05-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260116                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-42380.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2025-RPL2                                   | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL2 A1 144A         | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4452906 | PA      | $4358751.46    | 0.04%             | 2064-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL1 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RPL1 A1 144A         | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2348256 | PA      | $2325190.44    | 0.02%             | 2064-12-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL11 LLC                                                              | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL11 A1 144A        | CUSIP: 69383AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3253178 | PA      | $3261336.76    | 0.03%             | 2055-10-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                            | QNITY ELECTRONICS INC COMPANY GUAR 144A 08/33 6.25            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       400000 | PA      | $415120.62     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-D                                                | CPS AUTO TRUST CPS 2024 D B 144A                              | CUSIP: 22411JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5300000 | PA      | $5308155.64    | 0.05%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1B2            | CUSIP: 92922F4R6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1718133 | PA      | $1673075.48    | 0.02%             | 2045-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES ISSUER TRUST 2025-4A                                 | GLS AUTO SELECT RECEIVABLES TR GSAR 2025 4A B 144A            | CUSIP: 36273DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9500000 | PA      | $9540299.95    | 0.09%             | 2031-12-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52                                   | WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C52 A5               | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1400000 | PA      | $1328966.10    | 0.01%             | 2052-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                            | AIRCASTLE / IRELAND DAC COMPANY GUAR 144A 09/30 5             | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      5583000 | PA      | $5644592.94    | 0.06%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-28393.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC 2025-7                                                          | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 7 A1 144A            | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1342650 | PA      | $1346981.81    | 0.01%             | 2030-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 05/31 7.5                   | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      4450000 | PA      | $4685313.55    | 0.05%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.25000 03/18/26-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |            1 | NC      | $-1444236.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICA TREASURY BILL SA TREASURY BILL 0 08/26           | CUSIP: ACI34G249<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    139400000 | PA      | $8114456.91    | 0.08%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2024-2A                                                          | REACH FINANCIAL LLC REACH 2024 2A B 144A                      | CUSIP: 75525HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $5075032.00    | 0.05%             | 2031-07-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL4                               | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL4 A1A 144A       | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12719602 | PA      | $11405865.12   | 0.11%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                           | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 C 144A             | CUSIP: 39571XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       386577 | PA      | $390817.39     | 0.00%             | 2059-10-27      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY45 5Y ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $20186555.67   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-5                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 B 144A             | CUSIP: 69548WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19999227 | PA      | $20095459.52   | 0.20%             | 2033-03-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP COMPANY GUAR 144A 02/32 4.125                   | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      6290000 | PA      | $5979765.06    | 0.06%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2013000 | PA      | $2013000.00    | 0.02%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $6980.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABILENE DC 3 LLC/ABILENE DC 4 LLC                                                | PROJECT FLASH DELAYED DRAW TERM LOAN 2                        | CUSIP: BA000KJT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3000000 | PA      | $3000000.00    | 0.03%             | 2030-04-30      | Floating      | 4.33%                 | No            |                  3 | On Loan: No      |
| ROLLINS INC                                                                      | ROLLINS INC COMPANY GUAR 02/35 5.25                           | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     19722000 | PA      | $20131686.29   | 0.20%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM5                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM5 A1 144A         | CUSIP: 36273GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       940898 | PA      | $942515.20     | 0.01%             | 2065-07-25      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A           | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11896108 | PA      | $12026841.38   | 0.12%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NAVESINK CLO 2 LTD 2024-2A                                                       | NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A                   | CUSIP: 63942YAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2100000 | PA      | $2100000.00    | 0.02%             | 2036-01-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 04/34 5.75                    | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      6085000 | PA      | $6282893.39    | 0.06%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | FINASTRA USA INC 2025 2ND LIEN TERM LOAN                      | CUSIP: 31772YAB2<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      1300000 | PA      | $1276704.00    | 0.01%             | 2033-09-15      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                      | LETRA TESOURO NACIONAL BILLS 04/26 0.00000                    | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    502800000 | PA      | $88759506.28   | 0.87%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLT 2024-3 MORTGAGE LOAN TRUST                                                  | COLT FUNDING LLC COLT 2024 3 A1 144A                          | CUSIP: 19688VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3147490 | PA      | $3191387.56    | 0.03%             | 2069-06-25      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2025-1A                             | ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2025 1A A2 144A          | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $499823.25     | 0.00%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| OZLM XVIII LTD 2018-18A                                                          | OZLM LTD OZLM 2018 18A A 144A                                 | CUSIP: 67112GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        30260 | PA      | $30262.77      | 0.00%             | 2031-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                      | FTAI AVIATION INVESTORS COMPANY GUAR 144A 05/28 5.5           | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      1430000 | PA      | $1434354.35    | 0.01%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEX BONOS DESARR FIX RT BONDS 09/26 7                         | CUSIP: ACI2H0SG7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1156000000 | PA      | $64104316.53   | 0.63%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 02/30 4.95                    | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      2110000 | PA      | $2135885.29    | 0.02%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $2592.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES LXV CLO LTD                                                                 | ARES CLO LTD ARES 2022 65A A1R 144A                           | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     23200000 | PA      | $23196640.87   | 0.23%             | 2034-07-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2021-2 LTD                                                    | ROCKFORD TOWER CLO LTD ROCKT 2021 2A A1R 144A                 | CUSIP: 77341LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $600105.73     | 0.01%             | 2034-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM10                        | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM10 A1FC 144A      | CUSIP: 617955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1003346.50    | 0.01%             | 2070-11-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2007-1                                               | NOMURA HOME EQUITY LOAN INC NHELI 2007 1 1A4                  | CUSIP: 65537KAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1167546 | PA      | $314046.83     | 0.00%             | 2037-02-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QS10                                             | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS10 A1              | CUSIP: 74924DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4993428 | PA      | $4184500.82    | 0.04%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-2CON                                               | BANKERS HEALTHCARE GROUP SECUR BHG 2025 2CON A 144A           | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       895177 | PA      | $904904.10     | 0.01%             | 2036-09-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                                | U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN               | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |      2962025 | PA      | $2797262.69    | 0.03%             | 2028-06-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                   | DATABRICKS INC LAST OUT TERM LOAN                             | CUSIP: 23803RAB7<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |      4912664 | PA      | $4998635.37    | 0.05%             | 2031-01-03      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                        | QXO BUILDING PRODUCTS SR SECURED 144A 04/32 6.75              | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     11587000 | PA      | $12110948.85   | 0.12%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCM 36 LTD                                                                       | LCM LTD PARTNERSHIP LCM 36A A1R 144A                          | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1997506.98    | 0.02%             | 2034-01-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL OMO120626                                    | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   6884915000 | PA      | $4359551.88    | 0.04%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LIMITED                                                 | TRANSOCEAN INTERNTNL LTD SR SECURED 144A 10/32 7.875          | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       400000 | PA      | $419654.40     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260306                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $798.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CONAGRA BRANDS INC SR UNSECURED 08/30 5                       | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      1075000 | PA      | $1088387.60    | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-2 LTD                                               | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A2R 144A           | CUSIP: 05684RAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1507115.60    | 0.01%             | 2034-07-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ATCLO-2021-17A                                                                   | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A             | CUSIP: 04942FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2100000 | PA      | $2095275.00    | 0.02%             | 2034-10-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260105                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $554.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | HOWMET AEROSPACE INC SR UNSECURED 01/28 6.75                  | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |        60000 | PA      | $63178.71      | 0.00%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C2                                   | WELLS FARGO COMMERCIAL MORTGAG WFCM 2024 5C2 A3               | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $10533911.00   | 0.10%             | 2057-11-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| CMA CGM                                                                          | CMA CGM SA SR UNSECURED REGS 01/31 5                          | CUSIP: ACI2Y8R07<br>LEI: 969500BZJ49IICIBZZ08 | Long             | DBT              | CORP              | FR        |      1500000 | PA      | $1766024.20    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                                  | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 2 A1 144A            | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8118290 | PA      | $8139526.93    | 0.08%             | 2030-05-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-2A                                                          | REACH FINANCIAL LLC REACH 2025 2A A 144A                      | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1037265 | PA      | $1041668.43    | 0.01%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                       | EQUINIX EU 2 FINANCING C COMPANY GUAR 11/30 4.6               | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      6580000 | PA      | $6601361.38    | 0.06%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-2                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 C 144A             | CUSIP: 69545GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16098309 | PA      | $16172807.11   | 0.16%             | 2032-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-R1                                               | VERUS SECURITIZATION TRUST VERUS 2024 R1 A1 144A              | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6349797 | PA      | $6361704.15    | 0.06%             | 2069-09-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260116                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $4.06          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF6 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RCF6 A1 144A         | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1531475 | PA      | $1511408.43    | 0.01%             | 2064-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL9 LLC                                                               | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL9 A1 144A         | CUSIP: 740937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       948064 | PA      | $951205.94     | 0.01%             | 2055-08-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-6                                                | VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A               | CUSIP: 92539XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       655931 | PA      | $661786.08     | 0.01%             | 2068-09-25      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-2060.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $78.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS ROYCE PLC COMPANY GUAR 144A 10/27 5.75                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      3425000 | PA      | $3513566.05    | 0.03%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      7366000 | PA      | $7671946.81    | 0.08%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA NOTES 12/26 10.5                     | CUSIP: ACI34X960<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    139500000 | PA      | $8686486.41    | 0.09%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| OBX 2022-NQM6 TRUST 2022-NQM6                                                    | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM6 A1 144A                | CUSIP: 67116VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4577819 | PA      | $4552370.42    | 0.04%             | 2062-07-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 2024 TERM LOAN                                  | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      4388889 | PA      | $4411425.83    | 0.04%             | 2032-01-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-3                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A             | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       931355 | PA      | $934457.64     | 0.01%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 04/31 2.8                 | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $90022.53      | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260202                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-641.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9                   | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      6181000 | PA      | $6038766.54    | 0.06%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 04/30 5.2                     | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5153716.35    | 0.05%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                     | AMS OSRAM AG SR UNSECURED 144A 03/29 12.25                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      2450000 | PA      | $2614573.85    | 0.03%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| CSMC 2018-RPL9 TRUST                                                             | CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL9 A2 144A           | CUSIP: 12654PAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $952504.10     | 0.01%             | 2057-09-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260203                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $4598.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20261221                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-236076.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARROWMARK COLORADO HOLDINGS 2018-3A                                              | ELEVATION CLO LTD AWPT 2018 3A A2R2 144A                      | CUSIP: 28623VAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2300000 | PA      | $2310454.72    | 0.02%             | 2035-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| LCM 34 LTD                                                                       | LCM LTD PARTNERSHIP LCM 34A A1R 144A                          | CUSIP: 50203CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250304.37     | 0.00%             | 2034-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD 2016-1KRA                                                     | WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A                  | CUSIP: 97314DAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     21484066 | PA      | $21433775.61   | 0.21%             | 2034-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2025-3A                                 | CASTLELAKE AIRCRAFT SECURITIZA CLAST 2025 3A A 144A           | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19967292 | PA      | $20059584.58   | 0.20%             | 2050-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVEST LN TR 2003-BC11                                          | STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC11 A3              | CUSIP: 86358EEK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1419309 | PA      | $1454274.96    | 0.01%             | 2033-10-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| TRINITY SQUARE 2021-1 PLC A                                                      | TRINITY SQUARE TRINI 2021 1A BR                               | CUSIP: ACI2NNG16<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      1000000 | PA      | $1349286.19    | 0.01%             | 2059-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| KKR CLO 27 LTD                                                                   | KKR FINANCIAL CLO LTD KKR 27A A1R2 144A                       | CUSIP: 48253YBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1200000 | PA      | $1200005.52    | 0.01%             | 2035-01-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| OZLM XV LTD 2016-15A                                                             | OZLM LTD OZLM 2016 15A A1R3 144A                              | CUSIP: 67111DBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     39075775 | PA      | $39114192.29   | 0.38%             | 2033-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KZT BOUGHT USD 20260303                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-3054.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-4 LLC                                                                  | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 4 A1 144A            | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       925019 | PA      | $927467.22     | 0.01%             | 2030-06-25      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CREDIT OPPORTUNITIES PARTNERS JV LLC                                             | CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE A    | CUSIP: 955SEWII1<br>LEI: 5493003CSKFS2RY0JR63 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8096660.48    | 0.08%             | 2028-03-20      | Fixed         | 6.52%                 | Yes           |                  3 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2021-16A                                              | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 16A AR 144A             | CUSIP: 04940AAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2100000 | PA      | $2100037.55    | 0.02%             | 2034-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-36911.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260219                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-43744.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST                               | BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3           | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       589953 | PA      | $558243.08     | 0.01%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3                 | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      6400000 | PA      | $6305585.22    | 0.06%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA SR UNSECURED 03/29 VAR                 | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      7395000 | PA      | $7558589.97    | 0.07%             | 2029-03-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-1                                           | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF6                | CUSIP: 75970JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13613562 | PA      | $3467936.59    | 0.03%             | 2037-04-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED 144A 11/29 9.5                    | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     13957500 | PA      | $14419494.65   | 0.14%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                                 | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A A2 144A           | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12454820 | PA      | $12521670.33   | 0.12%             | 2033-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.52000 04/09/25-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $29206.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TCW CLO 2024-1 LTD                                                               | TCW GEM LTD TCW 2024 1A A1 144A                               | CUSIP: 87252MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2009845.74    | 0.02%             | 2037-01-16      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-2 LTD                                               | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A           | CUSIP: 05684RAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     11100000 | PA      | $11111932.50   | 0.11%             | 2034-07-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FU SR UNSECURED 144A 01/31 5.15         | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4908893.00    | 0.05%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-8531.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 06/18/25-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $4180737.96    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO LTD 16                                                                   | KKR FINANCIAL CLO LTD KKR 16 A1R3 144A                        | CUSIP: 48251BBE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4800000 | PA      | $4801610.64    | 0.05%             | 2034-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER IV (IRELAND) DESIGNATED ACTIVITY COMPANY                           | AVENIR ISSUER IV IRLND SR SECURED REGS 10/27 6                | CUSIP: ACI2S8C83<br>LEI: 894500E9CKDEAOMG0B46 | Long             | DBT              | NUSS              | IE        |      2291363 | PA      | $2208922.53    | 0.02%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO V LTD                                                                 | ROMARK CLO LTD RMRK 2021 5A AR 144A                           | CUSIP: 77588PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1900000 | PA      | $1901397.30    | 0.02%             | 2035-01-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORPORATION                                                      | KIOXIA HOLDINGS CORP COMPANY GUAR 144A 07/30 6.25             | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      3412000 | PA      | $3513458.11    | 0.03%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $1827556.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                       | REPUBLIC OF KENYA 2024 TERM LOAN A                            | CUSIP: BA000C8P7<br>LEI: 549300VVURQQYU45PR87 | Long             | LON              | NUSS              | KE        |      4166667 | PA      | $4125984.04    | 0.04%             | 2028-04-05      | Floating      | 9.19%                 | No            |                  3 | On Loan: No      |
| CIMA FINANCE DESIGNATED ACTIVITY COMPANY                                         | CIMA FINANCE LTD SECURED REGS 09/29 2.95                      | CUSIP: ACI1SB354<br>LEI: 213800AALTMFR1SJLJ51 | Long             | DBT              | CORP              | IE        |      3165974 | PA      | $2988131.83    | 0.03%             | 2029-09-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT 2025-HB1                                          | FINANCE OF AMERICA HECM BUYOUT FAHB 2025 HB1 A 144A           | CUSIP: 31735EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2713607 | PA      | $2705705.16    | 0.03%             | 2028-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2025-1                                              | VEROS AUTO RECEIVABLES TRUST VEROS 2025 1 A 144A              | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14144569 | PA      | $14195801.06   | 0.14%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2024-1                            | FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A            | CUSIP: 35105AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       431786 | PA      | $433232.46     | 0.00%             | 2029-01-16      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                                 | MERCADOLIBRE INC COMPANY GUAR 01/33 4.9                       | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2082336.31    | 0.02%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAYFRT-7A                                                                        | BAYFRONT IABS VII PTE. LTD. BAYFRT 7A A 144A                  | CUSIP: ACI355GJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | SG        |      3200000 | PA      | $3200000.00    | 0.03%             | 2048-04-11      | Floating      | 5.12%                 | No            |                  3 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2024 5A C                  | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8000000 | PA      | $8037608.00    | 0.08%             | 2030-01-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA EUR TERM LOAN 2                            | CUSIP: BA000HCH9<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | NUSS              | IE        |      7600000 | PA      | $9020508.77    | 0.09%             | 2027-04-01      | Floating      | 4.55%                 | No            |                  3 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 04/27 3.75                      | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       555000 | PA      | $553428.50     | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $38354.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AG TRUST 2024-NLP                                                                | AG TRUST AG 2024 NLP A 144A                                   | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7365068 | PA      | $7414492.12    | 0.07%             | 2041-08-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI INC SR UNSECURED 09/26 1.45                               | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $393106.42     | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 01/36 VAR                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     23036000 | PA      | $24089774.22   | 0.24%             | 2036-01-24      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2025 2A B                  | CUSIP: 30168JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000000 | PA      | $20181516.00   | 0.20%             | 2029-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-AURA                                  | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AURA A 144A          | CUSIP: 95004VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1504357.20    | 0.01%             | 2042-10-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| UPGRADE AUTO RECEIVABLES TRUST 25-1A                                             | UPGRADE AUTO RECEIVABLES TRUST UPGA 2025 1A A2 144A           | CUSIP: 91531AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5050000 | PA      | $5056597.32    | 0.05%             | 2029-05-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CSAB MORTGAGE BACKED TR 2006-2                                                   | CSAB MORTGAGE BACKED TRUST CSAB 2006 2 A6A                    | CUSIP: 12627HAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5768303 | PA      | $1574772.60    | 0.02%             | 2036-09-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                                       | HARDWOOD FUNDING LLC CORP0HRD7                                | CUSIP: 955NUHII7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6065514.00    | 0.06%             | 2028-06-07      | Fixed         | 4.84%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260123                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $7837.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                       | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1       | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      8500000 | PA      | $2750215.70    | 0.03%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL1 TRUST                                                             | ATLX TRUST ATLX 2024 RPL1 A1 144A                             | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5663253 | PA      | $5543013.93    | 0.05%             | 2064-04-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2025-1PL                                                          | ACHV ABS TRUST ACHV 2025 1PL A 144A                           | CUSIP: 00112MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1905014 | PA      | $1912463.45    | 0.02%             | 2032-04-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                   | DATABRICKS INC DELAYED DRAW TERM LOAN                         | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |      1087336 | PA      | $1106364.63    | 0.01%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SECURI CORP TRUS 2007-NC1                                              | HSI ASSET SECURITIZATION CORPO HASC 2007 NC1 A2               | CUSIP: 40430TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17459622 | PA      | $11406662.89   | 0.11%             | 2037-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA SR UNSECURED 01/30 VAR                 | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       636000 | PA      | $663022.98     | 0.01%             | 2030-01-09      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N3                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 C 144A           | CUSIP: 14687WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6000000 | PA      | $6050005.20    | 0.06%             | 2030-12-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2024-1A                                                   | LENDMARK FUNDING TRUST LFT 2024 1A A 144A                     | CUSIP: 52603DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3100000 | PA      | $3143208.42    | 0.03%             | 2032-06-21      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260116                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $616.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/35 5.7                 | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     14680000 | PA      | $15101816.88   | 0.15%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE3                              | BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE3 M4              | CUSIP: 073879RZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       511176 | PA      | $512427.22     | 0.01%             | 2035-03-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A            | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1255645 | PA      | $1269186.98    | 0.01%             | 2056-03-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST                                    | AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3           | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1197226 | PA      | $1146164.51    | 0.01%             | 2031-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | COTERRA ENERGY INC SR UNSECURED 02/35 5.4                     | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2030697.76    | 0.02%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-649.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EGP SOLD USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $8057.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-EC1                              | BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC1 M4              | CUSIP: 07387UAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11588201 | PA      | $11359986.00   | 0.11%             | 2035-12-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-INV1                                             | VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A            | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       666419 | PA      | $665366.58     | 0.01%             | 2068-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-1                                             | MILL CITY MORTGAGE TRUST MCMLT 2019 1 A1 144A                 | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3381280 | PA      | $3317052.37    | 0.03%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260406                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $35009.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/32 3.625                              | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     18466000 | PA      | $17463722.58   | 0.17%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 7 LP 2025-2                                                | PK ALIFT LOAN FUNDING PKAIR 2025 2 A 144A                     | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4200178 | PA      | $4214819.20    | 0.04%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRKCM 2024-HOME1 TRUST                                                           | PRKCM TRUST PRKCM 2024 HOME1 A1 144A                          | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1592041 | PA      | $1613177.09    | 0.02%             | 2059-05-25      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXXII LTD                                                              | MAGNETITE CLO LTD MAGNE 2022 32A AR 144A                      | CUSIP: 55953WAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     20000000 | PA      | $20034000.00   | 0.20%             | 2037-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-11                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A            | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3970750 | PA      | $3989664.77    | 0.04%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H4 MORTGAGE TRUST                                                     | CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A                    | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2820751 | PA      | $2855458.58    | 0.03%             | 2069-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| KKR CLO 36A LTD                                                                  | KKR FINANCIAL CLO LTD KKR 36A AR 144A                         | CUSIP: 48255AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2600000 | PA      | $2600874.87    | 0.03%             | 2034-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2017-RPL3                                                             | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 RPL3 B1 144A           | CUSIP: 12651YAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       888965 | PA      | $874156.10     | 0.01%             | 2057-08-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMWARE LLC SR UNSECURED 08/31 2.2                             | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     13532000 | PA      | $12029712.68   | 0.12%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                   | RAVEN ACQUISITION HOLDINGS LLC TERM LOAN B                    | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1857333 | PA      | $1865533.45    | 0.02%             | 2031-11-19      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-2                                                | VERUS SECURITIZATION TRUST VERUS 2023 2 A1 144A               | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       245168 | PA      | $245207.90     | 0.00%             | 2068-03-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN AS 2004-1                                            | CHASE FUNDING MORTGAGE LOAN AS CFAB 2004 1 2A2                | CUSIP: 161546HZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       805710 | PA      | $791050.06     | 0.01%             | 2033-12-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-468904.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 4 LTD 2016-4A                                           | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2016 4A AR 144A           | CUSIP: 03329TAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1910882.94    | 0.02%             | 2039-04-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-4574.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM4                                        | JP MORGAN MORTGAGE TRUST JPMMT 2025 NQM4 A1 144A              | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       976767 | PA      | $978214.63     | 0.01%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO VII-R LTD                                                        | SOUND POINT CLO LTD SNDPT 2014 3RA A1R 144A                   | CUSIP: 83610HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       598513 | PA      | $598846.05     | 0.01%             | 2031-10-23      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CROSS 2023-H1 MORTGAGE TRUST                                                     | CROSS MORTGAGE TRUST CROSS 2023 H1 A1 144A                    | CUSIP: 22758CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       246716 | PA      | $247976.42     | 0.00%             | 2068-03-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1354000 | PA      | $1339574.34    | 0.01%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8 MORTGAGE TRUST                                                      | BMO MORTGAGE TRUST BMO 2024 5C8 A2                            | CUSIP: 09661XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5128151.00    | 0.05%             | 2057-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS SR SECURED 144A 07/31 8.5            | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     11208000 | PA      | $11717448.43   | 0.12%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20260326                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $39105.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-2                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 A2 144A            | CUSIP: 69545GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3121503 | PA      | $3139107.47    | 0.03%             | 2032-10-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD UZS BOUGHT USD 20261214                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-4827.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FORD MOTOR CREDIT COMPANY LLC SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $19186.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750RYL5 PIMCO FXVAN CALL USD TRY 47.70000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     -5300000 | NC      | $-32907.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                                    | FLEX LTD SR UNSECURED 11/35 5.375                             | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      6603000 | PA      | $6589970.56    | 0.06%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO 2020-6 LTD                                                       | 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A                   | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7800000 | PA      | $7807137.00    | 0.08%             | 2034-10-23      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2005-W5                                                    | ARGENT SECURITIES INC. ARSI 2005 W5 A2C                       | CUSIP: 040104QN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       341891 | PA      | $331700.51     | 0.00%             | 2036-01-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                 | ESSENT GROUP LTD SR UNSECURED 07/29 6.25                      | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |     15436000 | PA      | $16122234.39   | 0.16%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST  2020-B16                                               | BENCHMARK MORTGAGE TRUST BMARK 2020 B16 A5                    | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1400000 | PA      | $1309842.66    | 0.01%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 12/53 5.875                  | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      1899000 | PA      | $1821037.58    | 0.02%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION GLOBAL FUNDING                                                     | CONSTELLATION GLO FNDG SR SECURED 144A 10/30 4.85             | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |     11095000 | PA      | $11017995.26   | 0.11%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.45000 05/05/25-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $41724.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                       | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    799000000 | PA      | $820074344.10  | 8.05%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-37790.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                               | BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 07/31 9.25         | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      6506000 | PA      | $6706755.64    | 0.07%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-1                                                    | OPORTUN FUNDING LLC OPTN 2025 1 C 144A                        | CUSIP: 68377PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000000 | PA      | $2011653.00    | 0.02%             | 2032-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                  | EQT CORP SR UNSECURED 01/31 4.75                              | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      7624000 | PA      | $7676507.56    | 0.08%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $13831.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                       | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    190324195 | PA      | $189833516.39  | 1.86%             | 2055-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/31 VAR                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5085000 | PA      | $4739983.46    | 0.05%             | 2031-04-29      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC SR SECURED 144A 10/30 4.734                    | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     22390000 | PA      | $22432921.63   | 0.22%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2A                                    | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2025 2A B 144A           | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3100000 | PA      | $3119037.72    | 0.03%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS CZK 4.27000 08/01/23-5Y CME                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $45434.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3A                                   | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 3A A1 144A           | CUSIP: 39571WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       700000 | PA      | $701150.24     | 0.01%             | 2060-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                                       | SPACE COAST CREDIT UNION SCCU 2025 1A A2 144A                 | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       485165 | PA      | $486565.44     | 0.00%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NGN SOLD USD 20260224                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $8434.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    794800000 | PA      | $775278956.94  | 7.61%             | 2056-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-78854.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                       | GOEASY LTD COMPANY GUAR 144A 12/28 9.25                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      3463000 | PA      | $3563468.56    | 0.03%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ARES LXII CLO LTD 2021-62A                                                       | ARES CLO LTD ARES 2021 62A A1R 144A                           | CUSIP: 00192WAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3000048.09    | 0.03%             | 2034-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/18/24-2Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-333310.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A                                   | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A2 144A           | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       375431 | PA      | $376909.12     | 0.00%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7                | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     21539000 | PA      | $20745166.37   | 0.20%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                               | CERDIA FINANZ GMBH SR SECURED 144A 10/31 9.375                | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |      8847000 | PA      | $9189821.25    | 0.09%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CLOSED JOINT-STOCK COMPANY                                 | SOUTHERN GAS CORRIDOR GOVT GUARANT REGS 03/26 6.875           | CUSIP: Y8T6JPAA4<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |      8000000 | PA      | $8069268.48    | 0.08%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SEC INC 2004-R8                                                  | AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R8 M4                | CUSIP: 03072SUC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3413569 | PA      | $2895588.13    | 0.03%             | 2034-09-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                     | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR               | CUSIP: ACI1Q6J43<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      9800000 | PA      | $9721600.00    | 0.10%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 05/30 6.125                 | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5870000 | PA      | $5998740.84    | 0.06%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.74863 03/31/26-9Y* LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $241539.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXII LTD 2020-22A                                    | BENEFIT STREET PARTNERS CLO LT BSP 2020 22A ARR 144A          | CUSIP: 08186UAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1400000 | PA      | $1400256.12    | 0.01%             | 2035-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-B                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A            | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3346232 | PA      | $3418000.90    | 0.03%             | 2056-10-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                       | SPRINT CAPITAL CORP COMPANY GUAR 11/28 6.875                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       600000 | PA      | $644085.76     | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 50B LTD                                               | GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A AJR2 144A       | CUSIP: 38178DAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       900000 | PA      | $903224.17     | 0.01%             | 2035-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                             | BEACON MOBILITY CORP SR SECURED 144A 08/30 7.25               | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     15701000 | PA      | $16430798.97   | 0.16%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $3151.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AT&T INC SNR S* ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $7113.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS A2 144A                                | CUSIP: 990ABJRS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      5100000 | PA      | $3403485.17    | 0.03%             | 2057-12-30      | Floating      | 5.71%                 | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DC5688 FN 11/54 FIXED 6.5                           | CUSIP: 3140ATKA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6982047 | PA      | $7265563.89    | 0.07%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO XII LTD 2021-12A                                                     | VIBRANT CLO LTD VIBR 2021 12A A1A2 144A                       | CUSIP: 92558WBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1900000 | PA      | $1900391.91    | 0.02%             | 2034-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                           | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A            | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       455836 | PA      | $457080.61     | 0.00%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875               | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       245000 | PA      | $244785.52     | 0.00%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM6                                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM6 A1 144A          | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       981201 | PA      | $985001.46     | 0.01%             | 2065-10-25      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM2                                                             | GSAMP TRUST GSAMP 2007 FM2 A1                                 | CUSIP: 3622MHAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9357995 | PA      | $5858978.87    | 0.06%             | 2037-01-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                          | FREDDIE MAC FHR 5500 FA                                       | CUSIP: 3137HJAP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8111281 | PA      | $8143270.27    | 0.08%             | 2055-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2017-1AA                                      | SPIRIT AIR 2017 1 PTT AA PASS THRU CE 08/31 3.375             | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       660336 | PA      | $622333.50     | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-2A                                                 | FOUNDATION FINANCE TRUST FFIN 2025 2A A 144A                  | CUSIP: 35042NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       417400 | PA      | $419955.59     | 0.00%             | 2052-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D                                 | NAVIENT STUDENT LOAN TRUST NAVSL 2019 D A2B 144A              | CUSIP: 63941CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       916678 | PA      | $915907.31     | 0.01%             | 2059-12-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                          | TRUIST INSURANCE HOLDINGS LLC 2024 TERM LOAN B                | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       459677 | PA      | $461019.68     | 0.00%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ROCKPOINT GAS STORAGE INC                                                        | ROCKPOINT GAS STRG PRTNRS LP 2025 REPRICED TERM LOAN B        | CUSIP: BA000R585<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4848519 | PA      | $4879743.27    | 0.05%             | 2031-09-18      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2024-2                                              | DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 C                   | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6000000 | PA      | $6041247.60    | 0.06%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 01/33 4.75                | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $999513.00     | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL LP / PEB FINANCE CORP                                          | PEBBLEBROOK HOTEL/FINANC COMPANY GUAR 144A 10/29 6.375        | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5150000 | PA      | $5290270.55    | 0.05%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-83319.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260116                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-32167.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR           | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       550000 | PA      | $546767.34     | 0.01%             | 2027-09-13      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                             | ROCKET COS INC COMPANY GUAR 144A 08/30 6.125                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3865000 | PA      | $3997392.25    | 0.04%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C31                                                   | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2024 5C31 A2             | CUSIP: 07336YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5131558.00    | 0.05%             | 2057-12-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-NC1                                            | MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M5                   | CUSIP: 61744CMP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       463203 | PA      | $461626.61     | 0.00%             | 2035-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20260311                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $96160.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-16367.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ZAR SOLD USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $10484.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5                      | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1562175000 | PA      | $93780497.15   | 0.92%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                          | FANNIE MAE   CAS CAS 2022 R03 1B2 144A                        | CUSIP: 20753XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5000000 | PA      | $5470446.00    | 0.05%             | 2042-03-25      | Floating      | 13.72%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260316                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $667.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE UNIVERSITY                                                      | CALIFORNIA ST UNIV REVENUE CASHGR 11/51 FIXED 2.975           | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       215000 | PA      | $143796.92     | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 01/36 5                   | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1289467.27    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                                                     | DELOITTE LLP SR UNSEC B                                       | CUSIP: 955GGZII8<br>LEI: 549300FJV7IV1ZHGAV28 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2045098.34    | 0.02%             | 2032-01-30      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.9255 05/08/25-01/04/27 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-21029.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2025-R1 TRUST                                                                | ONSLOW BAY FINANCIAL LLC OBX 2025 R1 A1 144A                  | CUSIP: 67123GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1670269 | PA      | $1669012.97    | 0.02%             | 2062-09-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A            | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1514621 | PA      | $1542769.63    | 0.02%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | TURKIYE GOVERNMENT BOND BONDS 08/26 36                        | CUSIP: ACI2QWYR6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    324500000 | PA      | $7604755.25    | 0.07%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $9207.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-1947.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RFNA LP                                                                          | RFNA LP SR UNSECURED 144A 02/30 7.875                         | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |      4850000 | PA      | $4954534.04    | 0.05%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260205                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $1382.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                       | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    100000000 | PA      | $2326918.60    | 0.02%             | 2028-09-06      | Fixed         | 41.72%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM42 ICE                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $75.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC 2022-NQM7                                               | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM7 A1 144A                | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7351606 | PA      | $7351374.82    | 0.07%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2007-CH3                                              | JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH3 M2              | CUSIP: 46630XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1387104.00    | 0.01%             | 2037-03-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM40 ICE                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $1207.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 11/37 5.75               | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2196138.56    | 0.02%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF6 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF6 A1 144A         | CUSIP: 69393BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $999837.70     | 0.01%             | 2055-12-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) MAR26 XCBT 20260331                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         2740 | NC      | $-1004770.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2024-2                                                    | OPORTUN FUNDING LLC OPTN 2024 2 A 144A                        | CUSIP: 68377KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       117753 | PA      | $117766.93     | 0.00%             | 2032-02-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC COMPANY GUAR 144A 06/32 6.25                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      4519000 | PA      | $4727633.82    | 0.05%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC            | ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 03/31 5.5            | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $505896.71     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS AUTO TRUST CPS 2024 A C 144A                              | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1500000 | PA      | $1510921.50    | 0.01%             | 2030-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL BILLS 06/26 0.00000                          | CUSIP: ACI34K372<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   4300000000 | PA      | $2696449.02    | 0.03%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-2N                                                          | LEHMAN XS TRUST LXS 2006 2N 1A1                               | CUSIP: 525221HA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8684648 | PA      | $7921816.74    | 0.08%             | 2046-02-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/52 4.625                              | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5679000 | PA      | $4641027.87    | 0.05%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 02/30 4.75                   | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3061160.25    | 0.03%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-1                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 1 MF1                 | CUSIP: 126673WE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        16011 | PA      | $15961.59      | 0.00%             | 2035-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 04/35 VAR                    | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2820000 | PA      | $3006660.48    | 0.03%             | 2035-04-22      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                               | ALTICE FRANCE SA 2025 EXT TERM LOAN B14                       | CUSIP: BA000QF60<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |      2530462 | PA      | $2533093.36    | 0.02%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                        | HA SUSTAINABLE INF CAP COMPANY GUAR 01/31 6.15                | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2777005.43    | 0.03%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                          | ESSENTIAL PROPERTIES LP COMPANY GUAR 12/35 5.4                | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     12439000 | PA      | $12468046.68   | 0.12%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/26 2.196                            | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2295715.28    | 0.02%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FOOTBALL CLUB TERM NOTES 2024-XVII TRUST                                         | NATIONAL FOOTBAL LEAGUE 4.5YR                                 | CUSIP: 902EZU906<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $819808.87     | 0.01%             | 2028-10-05      | Fixed         | 5.48%                 | Yes           |                  3 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                                     | YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947          | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      2501780 | PA      | $2731184.45    | 0.03%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $14423.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 10/32 5.05                | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5190000 | PA      | $5221159.57    | 0.05%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZF EUROPE FINANCE BV SNR SE ICE                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |            1 | NC      | $126189.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-10                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A            | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2594807 | PA      | $2608108.69    | 0.03%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST II SERIES 2024-AA ASSET-BACKED NOTES              | FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A3 144A          | CUSIP: 345214BL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      3000000 | PA      | $2260152.26    | 0.02%             | 2030-03-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL5 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RPL5 A1 144A         | CUSIP: 69383PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4200000 | PA      | $4138925.70    | 0.04%             | 2065-06-25      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-2A LLC                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 2A A 144A           | CUSIP: 05377RGJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $503385.20     | 0.00%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM4 TRUST                                                             | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 NQM4 A1 144A         | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5270656 | PA      | $5312215.68    | 0.05%             | 2069-12-26      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES3                                              | TOWD POINT MORTGAGE TRUST TPMT 2025 CES3 A1A 144A             | CUSIP: 891949BU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1129526 | PA      | $1135072.74    | 0.01%             | 2065-08-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST 2024-1                                               | FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A              | CUSIP: 30336CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1023255.60    | 0.01%             | 2030-04-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| VENTURE 44 CLO LTD                                                               | VENTURE CDO LTD VENTR 2021 44A A1NR 144A                      | CUSIP: 92332KAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000301.09    | 0.01%             | 2034-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-E                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A            | CUSIP: 78450XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2379991 | PA      | $2386095.84    | 0.02%             | 2056-10-16      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                           | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A4 144A            | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1132557 | PA      | $1151760.07    | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 E 144A           | CUSIP: 69546YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1019320 | PA      | $1000544.04    | 0.01%             | 2032-04-15      | Fixed         | 10.27%                | No            |                  3 | On Loan: No      |
| US RENAL CARE INC                                                                | U S RENAL CARE INC 2025 DELAYED DRAW TERM LOAN                | CUSIP: BA000SL28<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |       362500 | PA      | $358875.00     | 0.00%             | 2030-09-25      | Floating      | 1.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD KWD BOUGHT USD 20300515                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $20067.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 04/31 VAR               | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      4300000 | PA      | $4485519.54    | 0.04%             | 2031-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC (AKA: PPL ENERGY SUPPLY LLC)                             | TALEN ENERGY SUPPLY LLC COMPANY GUAR 144A 02/36 6.5           | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4138858.60    | 0.04%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                     | FLUTTER TREASURY DAC SR SECURED 144A 06/31 5.875              | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     33821000 | PA      | $34309544.35   | 0.34%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 07/32 5.85                 | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1700000 | PA      | $1748722.00    | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-24.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVAL CLO III LTD                                                               | CARVAL CLO LTD CARVL 2019 2A AR2 144A                         | CUSIP: 14686WAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     18572582 | PA      | $18585307.83   | 0.18%             | 2032-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STOR COMPANY GUAR 144A 12/32 9.625               | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      3800000 | PA      | $4316158.83    | 0.04%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-3 LTD                                               | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A           | CUSIP: 05684NAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1300000 | PA      | $1300505.26    | 0.01%             | 2035-07-17      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                                     | VISTA MANAGEMENT HOLDING INC 2025 TERM LOAN B                 | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |      4950000 | PA      | $5004648.00    | 0.05%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1403167248 | PA      | $1458612012.67 | 14.32%            | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD 18                                                                   | KKR FINANCIAL CLO LTD KKR 18 A1R2 144A                        | CUSIP: 48251JAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5004762.65    | 0.05%             | 2035-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL3 TRUST                                                             | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL3 A1 144A         | CUSIP: 69382RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3219855 | PA      | $3155775.18    | 0.03%             | 2065-04-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260105                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-102382.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM CORP (SALLIE MAE)                                                            | SLM CORP SR UNSECURED 01/30 6.5                               | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10715000 | PA      | $11106718.97   | 0.11%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-5                                                | VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A               | CUSIP: 92540HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3899904 | PA      | $3949714.84    | 0.04%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                    | SIXTH STREET LENDING PAR SR UNSECURED 07/30 6.125             | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |      8498000 | PA      | $8725872.77    | 0.09%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-NC5                                            | MORGAN STANLEY CAPITAL INC MSAC 2004 NC5 M1                   | CUSIP: 61746RFV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5767573 | PA      | $5632966.12    | 0.06%             | 2034-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| NAVESINK CLO 2 LTD 2024-2A                                                       | NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A                    | CUSIP: 63942YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4600000 | PA      | $4600000.00    | 0.05%             | 2036-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2025-RPL1                               | CHASE MORTGAGE FINANCE CORPORA CHASE 2025 RPL1 A1A 144A       | CUSIP: 16160VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       961243 | PA      | $870682.09     | 0.01%             | 2065-04-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-2 LTD                                                         | WELLFLEET CLO LTD WELF 2021 2A A1R 144A                       | CUSIP: 95023AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1200000 | PA      | $1200525.10    | 0.01%             | 2034-07-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REPO BANK AMERICA REPO                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   1650800000 | PA      | $1650800000.00 | 16.20%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 2.45          | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      1140000 | PA      | $1060076.30    | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST 2024-CP1                                                 | NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A                 | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       819523 | PA      | $766378.36     | 0.01%             | 2068-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260123                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $1441.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-2CON                                               | BANKERS HEALTHCARE GROUP SECUR BHG 2025 2CON B 144A           | CUSIP: 05494LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12300000 | PA      | $12440239.68   | 0.12%             | 2036-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-5334.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROSS 2025-H6 MORTGAGE TRUST 2025-H6                                             | CROSS MORTGAGE TRUST CROSS 2025 H6 A1 144A                    | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5026066 | PA      | $5050751.66    | 0.05%             | 2070-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 14 LTD                                                  | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2021 14A A 144A           | CUSIP: 033295AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1922257.76    | 0.02%             | 2040-01-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-NQM2 TRUST                                                             | PRESTON RIDGE PARTNERS MORTGAG PRPM 2023 NQM2 A1 144A         | CUSIP: 74390KAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       634117 | PA      | $637604.53     | 0.01%             | 2068-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2015-4                                                 | TOWD POINT MORTGAGE TRUST TPMT 2015 4 B2 144A                 | CUSIP: 89171UAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7500000 | PA      | $7366318.50    | 0.07%             | 2055-04-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-12                                               | VERUS SECURITIZATION TRUST VERUS 2025 12 A1FC 144A            | CUSIP: 92490FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1900000 | PA      | $1903895.95    | 0.02%             | 2070-12-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ROMARK CREDIT FUNDING III LTD 2025-4A                                            | ROMARK CREDIT FUNDING I, LTD. RCF 2025 4A A 144A              | CUSIP: 77588RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1800000 | PA      | $1811280.60    | 0.02%             | 2043-07-29      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 12.8669 12/05/25-01/02/31 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-685700.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2025-1A                                 | CASTLELAKE AIRCRAFT SECURITIZA CLAST 2025 1A A 144A           | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13084949 | PA      | $13312678.99   | 0.13%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 25-3A                                          | GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A           | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       488162 | PA      | $491421.58     | 0.00%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-4                                                 | TOWD POINT MORTGAGE TRUST TPMT 2024 4 A1A 144A                | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18374208 | PA      | $18444723.02   | 0.18%             | 2064-10-27      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| UPGRADE AUTO RECEIVABLES TRUST 25-1A                                             | UPGRADE AUTO RECEIVABLES TRUST UPGA 2025 1A A4 144A           | CUSIP: 91531AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3100000 | PA      | $3081079.15    | 0.03%             | 2031-10-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF3 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF3 A1 144A         | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       851857 | PA      | $859852.79     | 0.01%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC SR SECURED 02/29 6.25                               | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      6239000 | PA      | $6580387.47    | 0.06%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES5                                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A           | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4636076 | PA      | $4685014.84    | 0.05%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KZT BOUGHT USD 20260604                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-8031.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $0.91          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD UZS BOUGHT USD 20260910                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-11183.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3 2025-NQM3               | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM3 A1 144A         | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       861392 | PA      | $868087.27     | 0.01%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/17/25-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-8140401.56   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3                                      | CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A        | CUSIP: 161927AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18592576 | PA      | $16803386.52   | 0.16%             | 2063-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANKERS HEALTHCARE GROUP SECURITIZATION TRUST 2023-A                             | BANKERS HEALTHCARE GROUP SECUR BHG 2023 A A 144A              | CUSIP: 08860FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        41345 | PA      | $41382.28      | 0.00%             | 2036-04-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC COMPANY GUAR 144A 02/29 4.75                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       307000 | PA      | $305734.91     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                        | JETBLUE AIRWAYS/LOYALTY SR SECURED 144A 09/31 9.875           | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11467000 | PA      | $11562591.32   | 0.11%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP COMPANY GUAR 144A 03/31 5.625                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1612555.20    | 0.02%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXII LTD                                                        | MARBLE POINT CLO MP22 2021 2A AR 144A                         | CUSIP: 56606GAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1800000 | PA      | $1801920.11    | 0.02%             | 2034-07-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A                                       | SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1                | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3606833 | PA      | $3463784.58    | 0.03%             | 2029-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2020-2 LTD                                                        | CARLYLE GLOBAL MARKET STRATEGI CGMS 2020 2A A1R2 144A         | CUSIP: 14315GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $499989.94     | 0.00%             | 2035-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                             | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 NQM1 A1 144A         | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13801596 | PA      | $13927030.26   | 0.14%             | 2069-11-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 03/26 1.75                               | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       460000 | PA      | $458217.62     | 0.00%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-1                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 A2 144A            | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3700636 | PA      | $3733517.29    | 0.04%             | 2032-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR               | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       700000 | PA      | $731569.78     | 0.01%             | 2029-01-10      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                         | TK ELEVATOR MIDCO GMBH 2025 USD TERM LOAN B                   | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |      4962594 | PA      | $4999093.49    | 0.05%             | 2030-04-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                    | FREEDOM MORTGAGE HOLD SR UNSECURED 144A 05/31 6.875           | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6006846.12    | 0.06%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $78.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                      | FTAI AVIATION INVESTORS COMPANY GUAR 144A 05/31 7             | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      3701000 | PA      | $3900180.42    | 0.04%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO XXI LTD 2016-21A                                            | NEUBERGER BERMAN CLO LTD NEUB 2016 21A A1R3 144A              | CUSIP: 64130DBS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $10027506.80   | 0.10%             | 2039-01-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8464 FR 09/54 FIXED 6.5                   | CUSIP: 3132DWMM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       833004 | PA      | $865895.33     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2024-2A                                                          | REACH FINANCIAL LLC REACH 2024 2A A 144A                      | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       581502 | PA      | $583938.06     | 0.01%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-146904.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-4                                                  | ANGEL OAK MORTGAGE TRUST AOMT 2024 4 A1 144A                  | CUSIP: 034943AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2675196 | PA      | $2708755.89    | 0.03%             | 2069-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-FX1                                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 FX1 A4               | CUSIP: 17309YAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1621079 | PA      | $936967.06     | 0.01%             | 2036-10-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     12565800 | PA      | $12876803.93   | 0.13%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1 TRUST                                                             | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 NQM1 A1 144A         | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2563968 | PA      | $2594841.72    | 0.03%             | 2068-12-25      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69                   | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     16800000 | PA      | $15067519.15   | 0.15%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2024-1A LLC                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 1A A 144A           | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000000 | PA      | $2065346.60    | 0.02%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ARES LXV CLO LTD                                                                 | ARES CLO LTD ARES 2022 65A A2R 144A                           | CUSIP: 04019FAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501875.75     | 0.00%             | 2034-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| MANUCHAR GROUP BV                                                                | MANUCHAR GROUP SARL SR SECURED REGS 07/32 VAR                 | CUSIP: ACI2YDM68<br>LEI: 2549001MEFA4EOZSYR71 | Long             | DBT              | CORP              | BE        |      5000000 | PA      | $5640806.88    | 0.06%             | 2032-07-07      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| WORLDPAY (BOOST NEWCO BORROWER LLC)                                              | BOOST NEWCO BORROWER LLC SR SECURED 144A 01/31 7.5            | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1382387.50    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QX8372 FR 03/55 FIXED 6.5                   | CUSIP: 31426FJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6889218 | PA      | $7161237.30    | 0.07%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIT MTGE LOAN TRUST 2007-1                                                       | CIT MORTGAGE LOAN TRUST CITM 2007 1 1M2 144A                  | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30848750 | PA      | $30962143.84   | 0.30%             | 2037-10-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CASCADE MH ASSET TRUST 2024-MH1                                                  | CASCADE MH ASSET TRUST CMHAT 2024 MH1 A1 144A                 | CUSIP: 14731VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2250867 | PA      | $2319994.26    | 0.02%             | 2056-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                | WBI OPERATING LLC COMPANY GUAR 144A 10/30 6.25                | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1208052.00    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FU SR UNSECURED 03/32 6.2               | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      5864000 | PA      | $6017526.50    | 0.06%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-229036.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POST CLO 2021-1 LTD                                                              | POST CLO LTD POST 2021 1A AR 144A                             | CUSIP: 73742FAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500043.62     | 0.00%             | 2034-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1800000 | PA      | $1797702.73    | 0.02%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260202                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-7.72         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURC OPTG LLC COMPANY GUAR 144A 02/33 6.25         | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      3686000 | PA      | $3782798.05    | 0.04%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260316                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-412661.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 01/29 2.25                | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $936314.76     | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 CERT 144A        | CUSIP: 69546YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1230000 | PA      | $574507.26     | 0.01%             | 2032-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                                | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A                 | CUSIP: 647622AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9793000 | PA      | $9735031.32    | 0.10%             | 2032-04-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL2                               | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL2 A1A 144A       | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4459283 | PA      | $3985169.90    | 0.04%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-R1                                                 | ANGEL OAK MORTGAGE TRUST AOMT 2025 R1 A1 144A                 | CUSIP: 034951AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8099026 | PA      | $8094160.62    | 0.08%             | 2062-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260406                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $8357.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-4A LLC                                                                 | RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 4A A2 144A            | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $502097.60     | 0.00%             | 2034-04-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTERNET BRANDS INC (MH SUB I LLC)                                               | MH SUB I LLC 2024 TERM LOAN B4                                | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      2970000 | PA      | $2555595.90    | 0.03%             | 2031-12-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-4                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A            | CUSIP: 69547DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2699904 | PA      | $2723948.04    | 0.03%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC4 TRUST                                                            | PRKCM TRUST PRKCM 2023 AFC4 A1 144A                           | CUSIP: 69380GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       583975 | PA      | $591310.30     | 0.01%             | 2058-11-25      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2025-3                                              | UPSTART SECURITIZATION TRUST UPST 2025 3 A2 144A              | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       600000 | PA      | $601537.32     | 0.01%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD                                      | BROADCOM CRP /  CAYMN FI COMPANY GUAR 01/28 3.5               | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $99183.82      | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES6                                              | TOWD POINT MORTGAGE TRUST TPMT 2024 CES6 A1 144A              | CUSIP: 891947AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8169063 | PA      | $8251035.79    | 0.08%             | 2064-11-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A                                   | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A3 144A           | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $507880.50     | 0.00%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $5843.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTEUM MORTGAGE ACCEPTANCE CORP 2005-4                                           | OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 4 M3                | CUSIP: 68383NCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3184289 | PA      | $3079593.42    | 0.03%             | 2035-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2017-4A                                                         | CIFC FUNDING LTD CIFC 2017 4A A1R 144A                        | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       241228 | PA      | $241524.58     | 0.00%             | 2030-10-24      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                                        | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5          | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     12250000 | PA      | $12493040.00   | 0.12%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEXICAN UDIBONOS BONDS 11/28 4                                | CUSIP: ACI0TJTX9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      5546424 | PA      | $306706.56     | 0.00%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                               | ALTICE FRANCE SA 2025 TERM LOAN B12                           | CUSIP: BA000QFP8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |      1031600 | PA      | $1021608.95    | 0.01%             | 2028-10-30      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| TRANSNET                                                                         | TRANSNET SOC LTD 2015 ZAR TERM LOAN                           | CUSIP: BA000FR04<br>LEI: 378900B07CD6F01EA796 | Long             | LON              | CORP              | ZA        |    131428571 | PA      | $7959032.38    | 0.08%             | 2028-03-02      | Floating      | 11.12%                | No            |                  3 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                           | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 C 144A             | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1654067 | PA      | $1695122.79    | 0.02%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260219                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-12554.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY44 5Y ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $56950977.40   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                      | WESTERN DIGITAL CORP SR SECURED 02/29 2.85                    | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      2535000 | PA      | $2435501.76    | 0.02%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ZIGGO (VZ SECURED FINANCING BV)                                                  | VZ SECURED FINANCING BV SR SECURED 144A 01/33 7.5             | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     27024000 | PA      | $27403897.99   | 0.27%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO 2019-2 LTD                                                    | CANYON CAPITAL CLO LTD CANYC 2019 2A AR2 144A                 | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     20000000 | PA      | $19988221.00   | 0.20%             | 2034-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL7                                   | PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A         | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15583372 | PA      | $15604636.72   | 0.15%             | 2054-10-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                                     | BECTON DICKINSON + CO SR UNSECURED 02/31 1.957                | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      1453000 | PA      | $1292245.59    | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-B                                    | CPS AUTO TRUST CPS 2025 B B 144A                              | CUSIP: 12630SAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3500000 | PA      | $3518064.20    | 0.03%             | 2029-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                                     | ASPIRE BAKERIES HOLDINGS LLC 2025 TERM LOAN B                 | CUSIP: BA000LL56<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |      2977462 | PA      | $2998319.43    | 0.03%             | 2030-12-23      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-7                                                  | ANGEL OAK MORTGAGE TRUST AOMT 2023 7 A1 144A                  | CUSIP: 03466DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2002201 | PA      | $1998252.31    | 0.02%             | 2067-11-25      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD COMPANY GUAR 144A 07/31 9.125              | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      3675000 | PA      | $3937376.63    | 0.04%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM8                         | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM8 A1 144A         | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       774778 | PA      | $775780.19     | 0.01%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                   | DATABRICKS INC USD DELAYED DRAW TERM LOAN                     | CUSIP: BA000TDP4<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     20987336 | PA      | $21039804.59   | 0.21%             | 2031-12-08      | Floating      | 4.50%                 | No            |                  3 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                    | FREEDOM MORTGAGE HOLD SR UNSECURED 144A 02/29 9.25            | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       300000 | PA      | $314813.40     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260305                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $562.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 43 LTD 24-43A                                                       | SYMPHONY CLO LTD SYMP 2024 43A A1 144A                        | CUSIP: 87170BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005217.92    | 0.02%             | 2037-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-GS1                                           | MILL CITY MORTGAGE TRUST MCMLT 2019 GS1 M3 144A               | CUSIP: 59981BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13945000 | PA      | $12350530.09   | 0.12%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICAN T BILLS BILLS 05/26 0.00000                     | CUSIP: ACI2XB1Q2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     36800000 | PA      | $2170840.53    | 0.02%             | 2026-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 09/33 VAR                 | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      2400000 | PA      | $2514936.84    | 0.02%             | 2033-09-13      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL10 LLC                                                              | PRET 2025 NPL10 LLC 10/55 5.2498                              | CUSIP: 69392WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4255821 | PA      | $4257950.65    | 0.04%             | 2055-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                             | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8                | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5734000 | PA      | $5960858.20    | 0.06%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP                  | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A          | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2723897 | PA      | $2692228.51    | 0.03%             | 2037-04-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST 2018-B5                                                 | BENCHMARK MORTGAGE TRUST BMARK 2018 B5 A3                     | CUSIP: 08160BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1292998.72    | 0.01%             | 2051-07-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1A                                   | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A4 144A           | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6140347 | PA      | $6236723.16    | 0.06%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                                  | COMISION EJ HI RIO LEMPA GOVT GUARANT 144A 01/33 8.65         | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      1800000 | PA      | $1933200.00    | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| UPG HI ISSUER TRUST 2025-2                                                       | UPG HI ISSUER TRUST UPGHI 2025 2 A 144A                       | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18600000 | PA      | $18605392.14   | 0.18%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US INC USD TERM LOAN                     | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |      7100000 | PA      | $6684153.00    | 0.07%             | 2032-10-07      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL6                                   | PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL6 A1 144A         | CUSIP: 69381QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6868274 | PA      | $6877312.88    | 0.07%             | 2054-10-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | COMMONSPIRIT HEALTH SR UNSECURED 09/35 4.975                  | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2273879.71    | 0.02%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LIFEPOINT HEALTH INC 2024 1ST LIEN TERM LOAN B                | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      4950000 | PA      | $4971780.00    | 0.05%             | 2031-05-19      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST SR UNSECURED 144A 01/31 5.75          | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     11900000 | PA      | $12042786.08   | 0.12%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INVESTINDUSTRIAL VIII SCSP                                                       | PROJ ALFA 3 TERM LOAN                                         | CUSIP: BA000RG42<br>LEI: 213800KUK2RJHCSU9551 | Long             | LON              | CORP              | US        |       431422 | PA      | $431421.61     | 0.00%             | 2026-10-21      | Floating      | 5.86%                 | Yes           |                  3 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ASSET 2004-FF6                                           | FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF6 M2                | CUSIP: 32027NKK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       236835 | PA      | $239131.24     | 0.00%             | 2034-07-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 08/29 11                           | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  70559000000 | PA      | $17659081.90   | 0.17%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP / AETHON UNITED FINANCE CORP                                 | AETHON UN/AETHIN UN FIN SR UNSECURED 144A 10/29 7.5           | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2620465.00    | 0.03%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $179596.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-5                                                    | GSAA HOME EQUITY TRUST GSAA 2007 5 1AV1                       | CUSIP: 3622ECAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7866665 | PA      | $2819773.93    | 0.03%             | 2037-05-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260311                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $85881.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-HE6                                            | MORGAN STANLEY CAPITAL INC MSAC 2004 HE6 B1                   | CUSIP: 61744CFG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       549980 | PA      | $482562.67     | 0.00%             | 2034-08-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 03/30 VAR                           | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1125000 | PA      | $1170918.34    | 0.01%             | 2030-03-12      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-RPL2                                   | PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL2 A1 144A         | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3311563 | PA      | $3194809.56    | 0.03%             | 2064-06-25      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ZAR SOLD USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $15709.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20260326                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $22050.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260323                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $1608.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2023-NQM4 TRUST                                                              | MFRA TRUST MFRA 2023 NQM4 A1 144A                             | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1626534 | PA      | $1640771.88    | 0.02%             | 2068-12-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMWARE LLC SR UNSECURED 08/26 1.4                             | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |        60000 | PA      | $59128.97      | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR ULTRA FUT MAR26 XCBT 20260320                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         7304 | NC      | $-5991863.71   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-3A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2025 3A C                  | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21500000 | PA      | $21849865.20   | 0.21%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 02/28 1.65                              | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1380000 | PA      | $1315809.80    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                        | MATADOR RESOURCES CO COMPANY GUAR 144A 04/33 6.25             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1005150.00    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2022-4                                                 | TOWD POINT MORTGAGE TRUST TPMT 2022 4 A1 144A                 | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7027879 | PA      | $6781368.17    | 0.07%             | 2062-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-C                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A            | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5876883 | PA      | $6037452.52    | 0.06%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2025 4A A2                 | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       964461 | PA      | $965937.24     | 0.01%             | 2028-03-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4                  | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2425000 | PA      | $2330962.38    | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-6 LLC                                                                  | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 6 A1 144A            | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       924197 | PA      | $926378.32     | 0.01%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2019-A                                             | COLLEGE AVE STUDENT LOANS CASL 2019 A A1 144A                 | CUSIP: 19421UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1153079 | PA      | $1157748.41    | 0.01%             | 2048-12-28      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC FORD MOTOR CREDIT CO LLC             | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       800000 | PA      | $839555.15     | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSECURED 04/32 5                             | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      9374000 | PA      | $9586241.61    | 0.09%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-920760.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED REGS 06/33 5.375                         | CUSIP: ACI30VFM6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      5000000 | PA      | $5939695.79    | 0.06%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2004-1                                           | NEW CENTURY HOME EQUITY LOAN T NCHET 2004 1 M1                | CUSIP: 64352VFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500232 | PA      | $1569136.61    | 0.02%             | 2034-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC                           | TESLA LEASE ELECTRIC VEHICLE S TLEVS 2025 A A3 144A           | CUSIP: 88162VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000000 | PA      | $25144835.00   | 0.25%             | 2028-11-20      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-BR2                                | SECURITIZED ASSET BACKED RECEI SABR 2007 BR2 A1 144A          | CUSIP: 81378PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14743089 | PA      | $12996604.87   | 0.13%             | 2037-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| PATTERSON CO (PARADIGM PARENT LLC)                                               | PARADIGM PARENT LLC 1ST LIEN TERM LOAN                        | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |      3291750 | PA      | $2907553.40    | 0.03%             | 2032-04-16      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CZK BOUGHT USD 20260311                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-9641.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2024-HYB1 TRUST                                                              | ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A                | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1070168 | PA      | $1068034.07    | 0.01%             | 2053-03-25      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                                                 | ZIPRECRUITER INC SR UNSECURED 144A 01/30 5                    | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $825375.60     | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEDIAPRO (SUBCALIDORA 2 SARL)                                                    | SUBCALIDORA 2 2024 EUR TERM LOAN                              | CUSIP: BA0007DG2<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |      2000000 | PA      | $2362151.98    | 0.02%             | 2029-08-14      | Floating      | 7.77%                 | No            |                  3 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2006-AP1                                            | NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AP1 A3                | CUSIP: 65535VSK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4675183 | PA      | $1314863.78    | 0.01%             | 2036-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                                   | ALBION FINANCING 1SARL / SR SECURED 144A 05/30 7              | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     20987000 | PA      | $21989248.67   | 0.22%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-NQM3 TRUST                                                             | PRESTON RIDGE PARTNERS MORTGAG PRPM 2023 NQM3 A1 144A         | CUSIP: 69380TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1353703 | PA      | $1367877.84    | 0.01%             | 2068-11-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2019-3A                                                  | BAIN CAPITAL CREDIT CLO LIMITE BCC 2019 3A ARR 144A           | CUSIP: 05683TBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     18200000 | PA      | $18189879.16   | 0.18%             | 2034-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2025-1PL                                                          | ACHV ABS TRUST ACHV 2025 1PL B 144A                           | CUSIP: 00112MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2363860 | PA      | $2375195.86    | 0.02%             | 2032-04-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                        | MEDLINE BORROWER/MEDL CO SR SECURED 144A 04/29 6.25           | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2862000 | PA      | $2962202.31    | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST 2007-3                          | MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 3 A2D               | CUSIP: 59024VAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       249552 | PA      | $251711.97     | 0.00%             | 2037-06-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM4                                | SECURITIZED ASSET BACKED RECEI SABR 2006 WM4 A2B              | CUSIP: 81377XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27011132 | PA      | $7420349.57    | 0.07%             | 2036-11-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 01/27 3.5                   | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      3074000 | PA      | $3046088.20    | 0.03%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTERMEDIATE HOLDCO LLC                                             | CROSSCOUNTRY INTER SR UNSECURED 144A 10/30 6.5                | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $816996.80     | 0.01%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 09/29 VAR               | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1600000 | PA      | $1601730.46    | 0.02%             | 2029-09-22      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR               | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $794981.86     | 0.01%             | 2028-11-03      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 C                 | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $518652.00     | 0.01%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS COMPANY GUAR 144A 08/30 7                  | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     13089000 | PA      | $13209026.13   | 0.13%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY LTD 2025-FL3                                             | ACRES PLC ACRES 2025 FL3 A 144A                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      2200000 | PA      | $2204523.31    | 0.02%             | 2040-08-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND 2016-43A                                                 | DRYDEN SENIOR LOAN FUND DRSLF 2016 43A AR3 144A               | CUSIP: 26245CBQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1920000 | PA      | $1919927.58    | 0.02%             | 2034-04-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 03/31 7                            | CUSIP: ACI1YTYS4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  14020000000 | PA      | $2892908.66    | 0.03%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP BPS                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $15815.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                                                     | DELOITTE LLP SR UNSEC                                         | CUSIP: 938WPEII2<br>LEI: 549300FJV7IV1ZHGAV28 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2036773.18    | 0.02%             | 2035-01-30      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-BA                                                | NELNET STUDENT LOAN TRUST NSLT 2025 BA A1A 144A               | CUSIP: 64032BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3929985 | PA      | $3946808.03    | 0.04%             | 2055-05-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 0  19/08     | CUSIP: ACI2ZQHY3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     42200000 | PA      | $2450945.68    | 0.02%             | 2026-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                                            | ASTON MARTIN CAPITAL HOL SR SECURED 144A 03/29 10             | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |       250000 | PA      | $232874.05     | 0.00%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES INC 2007-RMP1                                          | DEUTSCHE ALT A SECURITIES INC DBALT 2007 RMP1 A3              | CUSIP: 25150MAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24563000 | PA      | $5136968.27    | 0.05%             | 2036-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                       | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    665950805 | PA      | $663531525.60  | 6.51%             | 2056-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2023-8                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2023 8 A 144A             | CUSIP: 694960AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       291132 | PA      | $294630.63     | 0.00%             | 2031-06-16      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NATURE COAST RE LTD                                                              | NATURE COAST RE LTD UNSECURED 144A 04/33 VAR                  | CUSIP: 63901CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2200000 | PA      | $2285800.00    | 0.02%             | 2033-04-10      | Floating      | 13.33%                | No            |                  2 | On Loan: No      |
| GREYWOLF CLO III LTD 2020-3RA                                                    | GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A                     | CUSIP: 39809CAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     18123472 | PA      | $18135654.49   | 0.18%             | 2033-04-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORPORATION                                                          | QUIDELORTHO CORP TERM LOAN                                    | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |      9975000 | PA      | $9982780.50    | 0.10%             | 2032-08-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625               | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      3195000 | PA      | $3183394.48    | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EGP SOLD USD 20260105                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $4967.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                                           | CITADEL SECURITIES GLOBA SR SECURED 144A 06/30 5.5            | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |      5281000 | PA      | $5423550.51    | 0.05%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                                     | STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN                   | CUSIP: BA000BVC2<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |      3980000 | PA      | $3734553.40    | 0.04%             | 2031-12-19      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $72047.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO 4 LTD 2023-2A                                                     | 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A                      | CUSIP: 883932AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5200000 | PA      | $5199788.26    | 0.05%             | 2035-04-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-2                                              | SAXON ASSET SECURITIES TRUST SAST 2007 2 A2A                  | CUSIP: 80556YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       280798 | PA      | $209273.13     | 0.00%             | 2047-05-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES2                                                                   | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES2 A1A 144A        | CUSIP: 28225GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12106136 | PA      | $12255860.11   | 0.12%             | 2060-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSECURED 12/30 4.9               | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       600000 | PA      | $604922.62     | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-1                                                    | OPORTUN FUNDING LLC OPTN 2025 1 B 144A                        | CUSIP: 68377PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7900000 | PA      | $7930527.97    | 0.08%             | 2032-08-16      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 01/36 VAR                 | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      5961000 | PA      | $6249663.63    | 0.06%             | 2036-01-16      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 05/30 5.25           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     13740000 | PA      | $12929239.70   | 0.13%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVOLEX (CLYDESDALE ACQUISITION HOLDINGS INC)                                    | CLYDESDALE ACQUISTN HLDGS INC 2025 TERM LOAN B                | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      1961750 | PA      | $1962446.41    | 0.02%             | 2032-04-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-8                                                | VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A               | CUSIP: 92540DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4898540 | PA      | $4948331.06    | 0.05%             | 2068-12-25      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST 2025-1                                               | CAPITAL STREET MASTER TRUST CAPST 2025 1 A 144A               | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $998855.50     | 0.01%             | 2029-08-16      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                                   | WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35                   | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |     24363000 | PA      | $25043463.95   | 0.25%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5            | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      3317000 | PA      | $3309787.85    | 0.03%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE (MEDLINE BORROWER LP)                                                    | MEDLINE BORROWER LP 2025 INCREMENTAL TERM LOAN B              | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |       987538 | PA      | $992322.12     | 0.01%             | 2030-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM2 TRUST                                                             | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 NQM2 A1 144A         | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2367042 | PA      | $2398624.81    | 0.02%             | 2069-06-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-5                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 C 144A             | CUSIP: 69548WAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2399907 | PA      | $2410106.88    | 0.02%             | 2033-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-B                                           | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 B A2                 | CUSIP: 14320BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1600000 | PA      | $1602258.56    | 0.02%             | 2029-03-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                       | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    896003062 | PA      | $919565953.40  | 9.03%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST                               | DELTA AIR LINES 2020 AA PASS THRU CE 12/29 2                  | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3355667 | PA      | $3207857.56    | 0.03%             | 2029-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H3 MORTGAGE TRUST                                                     | CROSS MORTGAGE TRUST CROSS 2024 H3 A1 144A                    | CUSIP: 22758DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3729667 | PA      | $3774937.61    | 0.04%             | 2069-06-25      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.50000 09/17/25-30Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $8228666.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNC MORTGAGE LOAN TRUST 2007-4                                                   | BNC MORTGAGE LOAN TRUST BNCMT 2007 4 A2                       | CUSIP: 05570GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12672500 | PA      | $9143760.00    | 0.09%             | 2037-11-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC SR SUBORDINA 144A 01/34 6.75                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      4300000 | PA      | $4481972.60    | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES1                                                                   | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A        | CUSIP: 26846VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6010555 | PA      | $6082027.60    | 0.06%             | 2060-01-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                                    | FLEX LTD SR UNSECURED 01/32 5.25                              | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      1895000 | PA      | $1932406.20    | 0.02%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SECURI CORP TRUS 2007-NC1                                              | HSI ASSET SECURITIZATION CORPO HASC 2007 NC1 A4               | CUSIP: 40430TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4103396 | PA      | $2703771.39    | 0.03%             | 2037-04-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A           | CUSIP: 05377RHL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1200000 | PA      | $1229645.28    | 0.01%             | 2028-08-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RCO X MORTGAGE LLC 2025-5                                                        | RCO MORTGAGE LLC RCO 2025 5 A1 144A                           | CUSIP: 75523YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2345355 | PA      | $2323341.65    | 0.02%             | 2030-10-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLN 15 2 AA PTT PASS THRU CE 03/29 3.6                 | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       428933 | PA      | $425084.47     | 0.00%             | 2029-03-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2023-DSC1                                             | JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC1 A1 144A              | CUSIP: 46656NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1506214 | PA      | $1490117.52    | 0.01%             | 2063-07-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC / VALOR CO-ISSUER INC                                             | VFH PARENT / VALOR CO SR SECURED 144A 06/31 7.5               | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3169000 | PA      | $3327044.37    | 0.03%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260102                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $31375.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY 03/35 1                                        | CUSIP: ACI2NCY69<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1193040.78    | 0.01%             | 2035-03-21      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD UZS BOUGHT USD 20270618                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-2607.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMOR RE II LTD                                                                  | ARMOR RE II LTD UNSECURED 144A 01/32 VAR                      | CUSIP: 04227FAF2<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |       700000 | PA      | $740250.00     | 0.01%             | 2032-01-07      | Floating      | 12.09%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.75000 03/18/26-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-351318.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-461.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2006-7                                            | BANC OF AMERICA ALTERNATIVE LO BOAA 2006 7 A2                 | CUSIP: 059469AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3877509 | PA      | $1009502.47    | 0.01%             | 2036-10-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-5                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 A2 144A            | CUSIP: 69548WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       499981 | PA      | $503325.05     | 0.00%             | 2033-03-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM9                         | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM9 A1 144A         | CUSIP: 61779VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       980552 | PA      | $983026.04     | 0.01%             | 2070-09-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                          | TGS ASA SR SECURED 144A 01/30 8.5                             | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |      5264000 | PA      | $5516112.75    | 0.05%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                        | VMED O2 UK FINANCING I SR SECURED 144A 01/33 6.75             | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      7315000 | PA      | $7258566.24    | 0.07%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 07/26 1.05                      | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       475000 | PA      | $467265.99     | 0.00%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2                                        | JP MORGAN MORTGAGE TRUST JPMMT 2025 NQM2 A1 144A              | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       914392 | PA      | $923236.01     | 0.01%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| NOMURA RESECURITIZATION TRUST 2015-4R                                            | NOMURA RESECURITIZATION TRUST NMRR 2015 4R 2A2 144A           | CUSIP: 65540WBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3043700 | PA      | $2743888.61    | 0.03%             | 2036-10-26      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST 2007-2                         | DEUTSCHE ALT A SECURITIES INC DBALT 2007 2 2A1                | CUSIP: 25152BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5837115 | PA      | $5118803.21    | 0.05%             | 2047-09-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CITIGROUP REPO REPO                     5807                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    266000000 | PA      | $266000000.02  | 2.61%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHARTER COMM / CCO H SNR S* ICE                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $834693.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-A                                           | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A3                 | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $10089264.00   | 0.10%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2025-INV1                                   | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2025 INV1 A1 144A         | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       985565 | PA      | $988323.24     | 0.01%             | 2060-11-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                       | HPS CORPORATE LENDING FU SR UNSECURED 01/28 5.45              | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     12250000 | PA      | $12389351.96   | 0.12%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVON FINANCE 4A                                                                  | AVON FINANCE AVON 4A A 144A                                   | CUSIP: ACI2JTXR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       627275 | PA      | $846676.98     | 0.01%             | 2049-12-28      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 D 144A           | CUSIP: 69546YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       829446 | PA      | $833016.25     | 0.01%             | 2032-04-15      | Fixed         | 6.26%                 | No            |                  3 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH                              | BAMLL COML MTG SECS TR 2024 04/42 1                           | CUSIP: 05554WAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       760000 | PA      | $582987.79     | 0.01%             | 2042-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST II SERIES 2024-AA ASSET-BACKED NOTES              | FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A          | CUSIP: 345214BJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      1863984 | PA      | $1375693.35    | 0.01%             | 2028-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CFIP CLO 2021-1 LTD                                                              | CFIP CLO LTD CFIP 2021 1A A 144A                              | CUSIP: 12529QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13500000 | PA      | $13522499.51   | 0.13%             | 2035-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGAGE TRUST 2025-FL4 LLC                                    | STARWOOD COMMERCIAL MORTGAGE T STWD 2025 FL4 A 144A           | CUSIP: 863922AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5100000 | PA      | $5109193.26    | 0.05%             | 2042-11-19      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLAT FIN US/SARL SR SECURED 144A 08/29 9                  | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7949000 | PA      | $7861285.96    | 0.08%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC COMPANY GUAR 04/35 5.55                | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $9254200.32    | 0.09%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                               | DTE ENERGY CO SR UNSECURED 04/30 5.2                          | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6193566.60    | 0.06%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-183.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                               | NEWFOLD DIGITAL HLDGS GR SECURED 144A 04/29 11.75             | CUSIP: 650929AD4<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |       361533 | PA      | $253073.34     | 0.00%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)                                   | OLYMPUS WATER US HOLDING CORP 2025 USD TERM LOAN B            | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |       800000 | PA      | $796316.00     | 0.01%             | 2032-11-03      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260112                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $11041.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2024-2A                                                         | FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A                  | CUSIP: 30336NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1698839 | PA      | $1709751.31    | 0.02%             | 2030-06-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| PANTHEON SENIOR DEBT SECONDARIES III                                             | PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN                      | CUSIP: BA000HYC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1400000 | PA      | $1400000.00    | 0.01%             | 2026-03-26      | Floating      | 6.03%                 | Yes           |                  3 | On Loan: No      |
| PRPM 2024-RCF2 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RCF2 A1 144A         | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       750530 | PA      | $740090.78     | 0.01%             | 2054-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST 2006-6                                                     | LEHMAN MORTGAGE TRUST LMT 2006 6 1A1                          | CUSIP: 52520NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12613270 | PA      | $3127013.82    | 0.03%             | 2036-10-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DIRECTV FINANCING LLC 2025 TERM LOAN B                        | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1760000 | PA      | $1761900.80    | 0.02%             | 2031-02-17      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| IPL PLASTICS (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC)         | TOUCAN FINCO LTD/CAN/US SR SECURED 144A 05/30 9.5             | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     15011000 | PA      | $15004042.40   | 0.15%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                             | NORINCHUKIN BANK SR UNSECURED 144A 09/35 5.359                | CUSIP: 656029AQ8<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |      3370000 | PA      | $3417661.94    | 0.03%             | 2035-09-09      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 24 LTD                                                                  | AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A          | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9100000 | PA      | $9102330.97    | 0.09%             | 2035-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2022-INV1                                             | BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A            | CUSIP: 090975AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5031428 | PA      | $4937054.40    | 0.05%             | 2057-08-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                                    | PRIME HEALTHCARE SERVICE SR SECURED 144A 09/29 9.375          | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1577408.42    | 0.02%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-3                                              | SAXON ASSET SECURITIES TRUST SAST 2007 3 2A3                  | CUSIP: 80557BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6113205 | PA      | $5777737.71    | 0.06%             | 2047-09-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES9                                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES9 A1A 144A           | CUSIP: 74942JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2026525 | PA      | $2024090.48    | 0.02%             | 2055-09-25      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | OSAIC HOLDINGS INC SR SECURED 144A 08/32 6.75                 | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       300000 | PA      | $313553.95     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-B                                           | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 B B                  | CUSIP: 14320BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7000000 | PA      | $7017343.20    | 0.07%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1960052 | PA      | $1803310.90    | 0.02%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260305                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-893.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KZT BOUGHT USD 20260305                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-261.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KWD BOUGHT USD 20300513                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $34485.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | MARVELL TECHNOLOGY INC SR UNSECURED 07/35 5.45                | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $515344.13     | 0.01%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-2A                                | NAVIENT STUDENT LOAN TRUST NAVSL 2020 2A A1B 144A             | CUSIP: 63942HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       775957 | PA      | $783463.38     | 0.01%             | 2069-08-26      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXXIV LTD                                                       | BLUEMOUNTAIN CLO LTD BLUEM 2022 34A AR 144A                   | CUSIP: 09631JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2900000 | PA      | $2901450.00    | 0.03%             | 2035-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 01/38 6.625                | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1600000 | PA      | $1673600.00    | 0.02%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | PUGET ENERGY INC SR SECURED 03/35 5.725                       | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $6689156.05    | 0.07%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-LP2                                            | BX TRUST BX 2022 LP2 A 144A                                   | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        44362 | PA      | $44317.76      | 0.00%             | 2039-02-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                      | SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/34 6.875         | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     25210000 | PA      | $27666595.26   | 0.27%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                           | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A            | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1100000 | PA      | $1129675.25    | 0.01%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/34 6.95                | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3074000 | PA      | $3420800.38    | 0.03%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2024-1                                              | VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A              | CUSIP: 92512WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       280977 | PA      | $281722.83     | 0.00%             | 2027-11-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-4                                         | GLS AUTO SELECT RECEIVABLES TR GSAR 2024 4A B 144A            | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       630000 | PA      | $633288.60     | 0.01%             | 2030-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                    | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375          | CUSIP: ACI1B3V91<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      4850000 | PA      | $5865524.80    | 0.06%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSECURED 05/32 6.5                              | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     27730000 | PA      | $28853480.95   | 0.28%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 03/26 0.00000                                   | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       649000 | PA      | $643872.67     | 0.01%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H9 MORTGAGE TRUST                                                     | CROSS MORTGAGE TRUST CROSS 2025 H9 A1 144A                    | CUSIP: 227923AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1108859 | PA      | $1112348.43    | 0.01%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-1001.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE                 | FIEMEX ENERGIA   BANC AC SR SECURED 144A 01/41 7.25           | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      5368549 | PA      | $5651900.83    | 0.06%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2021-16A                                              | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 16A B1R 144A            | CUSIP: 04940AAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8825000 | PA      | $8841155.75    | 0.09%             | 2034-01-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED REGS 08/37 6.9                  | CUSIP: P87324BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       200000 | PA      | $62284.97      | 0.00%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 2020-10A LTD                                            | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A BV 144A          | CUSIP: 03332AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1930210.80    | 0.02%             | 2038-04-25      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF1 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF1 A1 144A         | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1689923 | PA      | $1683827.64    | 0.02%             | 2055-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUE SR SECURED 144A 06/34 6.5               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10222776.50   | 0.10%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/29 6.1                 | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4189066.84    | 0.04%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ZAR SOLD USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $25512.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260116                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $108943.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMARK CREDIT FUNDING III LTD 2024-3A                                            | ROMARK CREDIT FUNDING I, LTD. RCF 2024 3A A 144A              | CUSIP: 77587BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3400000 | PA      | $3412070.00    | 0.03%             | 2042-09-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ARES XXVII CLO LTD 2013-2A                                                       | ARES CLO LTD ARES 2013 2A AR3 144A                            | CUSIP: 00190YBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2500799.00    | 0.02%             | 2034-10-28      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP                                  | GENESIS ENERGY LP/FIN COMPANY GUAR 01/29 8.25                 | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3769369.20    | 0.04%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ABILENE DC 5 LLC/ABILENE DC 6 LLC                                                | PROJECT FLASH TERM LOAN                                       | CUSIP: BA000KZ79<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3000000 | PA      | $3000000.00    | 0.03%             | 2030-04-30      | Floating      | 3.19%                 | No            |                  3 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-2A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2025 2A C 144A                | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17900000 | PA      | $18108721.16   | 0.18%             | 2031-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| INVESTINDUSTRIAL VIII SCSP                                                       | PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2           | CUSIP: BA000GNP1<br>LEI: 213800KUK2RJHCSU9551 | Long             | LON              | CORP              | GB        |       378000 | PA      | $444225.60     | 0.00%             | 2026-02-27      | Floating      | 4.19%                 | Yes           |                  3 | On Loan: No      |
| FRONERI US INC                                                                   | FRONERI LUX FINCO SARL 2025 USD TERM LOAN                     | CUSIP: G3679YAM4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1001395.00    | 0.01%             | 2032-09-30      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2023-I2                                                                | CIM TRUST CIM 2023 I2 A1 144A                                 | CUSIP: 12570HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       311796 | PA      | $313345.41     | 0.00%             | 2067-12-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $12162.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85                | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15546000 | PA      | $9277578.41    | 0.09%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                         | SNAM SPA SR UNSECURED 144A 05/35 5.75                         | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     18514000 | PA      | $19372453.08   | 0.19%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-1                                                    | OPORTUN FUNDING LLC OPTN 2025 1 A 144A                        | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3394892 | PA      | $3399520.58    | 0.03%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                          | FREDDIE MAC   STACR STACR 2021 DNA7 B2 144A                   | CUSIP: 35564KNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12648031 | PA      | $13300811.06   | 0.13%             | 2041-11-25      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIX LTD                                                            | SYMPHONY CLO LTD SYMP 2021 29A AR 144A                        | CUSIP: 87168GAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3500091.53    | 0.03%             | 2035-10-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $-49913.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST 2025-INV3                                               | OCEANVIEW MORTGAGE TRUST BVINV 2025 3 AF1 144A                | CUSIP: 67648CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1161649 | PA      | $1164750.68    | 0.01%             | 2055-05-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG43 5Y ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $29399.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 02/35 VAR                      | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $1052003.87    | 0.01%             | 2035-02-08      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                      | PIMCO SENIOR LOAN ACTIVE EXCHA PIMCO SENIOR LOAN ACTIVE ETF   | CUSIP: 72201R627<br>LEI: 549300YFT046RNVJXR73 | Long             | EC               | RF                | US        |       372228 | NS      | $18715623.84   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                                                                | LITHIA MOTORS INC COMPANY GUAR 144A 10/30 5.5                 | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      2020000 | PA      | $2035263.63    | 0.02%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 37 LTD                                                              | SYMPHONY CLO LTD SYMP 2022 37A A1AR 144A                      | CUSIP: 87169VAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1006537.85    | 0.01%             | 2037-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-NC1                                                             | GSAMP TRUST GSAMP 2006 NC1 M2                                 | CUSIP: 362334EE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2324616 | PA      | $2463734.43    | 0.02%             | 2036-02-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-HYB1                                                 | SEQUOIA MORTGAGE TRUST SEMT 2025 HYB1 A1A 144A                | CUSIP: 816938AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       447701 | PA      | $449357.41     | 0.00%             | 2055-10-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                        | EXPAND ENERGY CORP SR UNSECURED 01/35 5.7                     | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     15095000 | PA      | $15628364.62   | 0.15%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-38730.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-889399.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPT CORP 2006-AF2                                                | NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AF2 1A2               | CUSIP: 65536VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9128758 | PA      | $2356688.45    | 0.02%             | 2036-08-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                             | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75800000 | PA      | $80151574.91   | 0.79%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2006-2                                    | NOVASTAR HOME EQUITY LOAN NHEL 2006 2 A1A                     | CUSIP: 66988VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       200080 | PA      | $183864.74     | 0.00%             | 2036-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                             | NORINCHUKIN BANK SR UNSECURED 144A 09/30 4.674                | CUSIP: 656029AP0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $402902.41     | 0.00%             | 2030-09-09      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 06/22/26 BPS                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-39732.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2023-INV2 TRUST                                                              | MFRA TRUST MFRA 2023 INV2 A1 144A                             | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       912633 | PA      | $922279.16     | 0.01%             | 2058-10-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                       | GOEASY LTD SR UNSECURED 144A 07/29 7.625                      | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     12492000 | PA      | $12362892.18   | 0.12%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| THL CREDIT WIND RIVER CLO LTD 2017-3A                                            | WIND RIVER CLO LTD WINDR 2017 3A AR2 144A                     | CUSIP: 97316LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2900000 | PA      | $2902488.00    | 0.03%             | 2035-04-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                        | VMED O2 UK FINANCING I SR SECURED REGS 04/32 5.625            | CUSIP: ACI2NJDQ3<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $11854432.33   | 0.12%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES 2025-FL4                                  | GREYSTONE COMMERCIAL REAL ESTA GSTNE 2025 FL4 A 144A          | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000000 | PA      | $50123231.00   | 0.49%             | 2043-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45         | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      8249000 | PA      | $8324017.64    | 0.08%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2005-EMX1                                           | RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M5              | CUSIP: 76110WQ90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       669202 | PA      | $634137.70     | 0.01%             | 2035-03-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260202                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-8210.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LIMITED                                                         | SEADRILL FINANCE LTD SECURED 144A 08/30 8.375                 | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |      6150000 | PA      | $6400022.10    | 0.06%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                           | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 B 144A             | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1654067 | PA      | $1692071.87    | 0.02%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| VISIO TRUST 2023-2                                                               | VISIO TRUST VISIO 2023 2 A1 144A                              | CUSIP: 92839CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       697742 | PA      | $701403.46     | 0.01%             | 2058-10-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEMEX LA SP CBK                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-11045.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFRA TRUST 2025-NQM2                                                             | MFRA TRUST MFRA 2025 NQM2 A1 144A                             | CUSIP: 55287MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12463649 | PA      | $12577622.51   | 0.12%             | 2070-05-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ARCAN-2A                                                                         | ARCANO EURO CLO ARCAN 2A A 144A                               | CUSIP: ACI2YDJX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      2400000 | PA      | $2822846.92    | 0.03%             | 2039-07-25      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| PARALLEL 2021-1 LTD                                                              | PARALLEL LTD PARL 2021 1A AR 144A                             | CUSIP: 69916HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     20000000 | PA      | $19963189.60   | 0.20%             | 2034-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260219                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $3541.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ZAR SOLD USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $16591.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST 2025-CP1                                                 | NEW YORK MORTGAGE TRUST NYMT 2025 CP1 A1 144A                 | CUSIP: 67121VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       952663 | PA      | $920927.58     | 0.01%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED REGS 08/32 6.15                 | CUSIP: P78024AF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      5300000 | PA      | $1701626.25    | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260326                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $32985.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCTAGON 64 2022-1A LTD                                                           | OCTAGON 64 LTD OCT64 2022 1A A1R 144A                         | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     40000000 | PA      | $40041050.40   | 0.39%             | 2035-07-21      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY1                                               | TOWD POINT MORTGAGE TRUST TPMT 2019 HY1 A1 144A               | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       499123 | PA      | $500355.98     | 0.00%             | 2048-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-E                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A            | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1887579 | PA      | $1919302.79    | 0.02%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-R2                                                     | PAGAYA AI DEBT SELECTION TRUST PAID 2025 R2 A 144A            | CUSIP: 69544VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1040194 | PA      | $1044133.74    | 0.01%             | 2032-10-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                               | BOSTON GAS COMPANY SR UNSECURED 144A 01/35 5.843              | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     21945000 | PA      | $23196461.03   | 0.23%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 4 A2                | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2600000 | PA      | $2606476.86    | 0.03%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2005-OP2                                                | SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M4               | CUSIP: 81375WHC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3150500 | PA      | $2395121.31    | 0.02%             | 2035-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                           | SAMMONS FINANCIAL GLOBAL SECURED 144A 12/29 5.1               | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2051454.62    | 0.02%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST SR UNSECURED 144A 07/30 6.5           | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3139869.00    | 0.03%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                    | FREEDOM MORTGAGE HOLD SR UNSECURED 144A 05/31 9.125           | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      2632000 | PA      | $2830208.02    | 0.03%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-6                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 6 B 144A             | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18700000 | PA      | $18652169.14   | 0.18%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $171162.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/17/25-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1977252.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                               | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE A TERM LOAN       | CUSIP: 65131PAC3<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      2447768 | PA      | $2053065.02    | 0.02%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 02/33 5.25               | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $502221.00     | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF5 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RCF5 A1 144A         | CUSIP: 69381JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1302005 | PA      | $1288107.86    | 0.01%             | 2054-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | EMERA US FINANCE LP COMPANY GUAR 06/31 2.639                  | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $181080.32     | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260108                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-98009.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM44 ICE                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-2089.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2022-1 LTD                                                    | ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A                 | CUSIP: 77340JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1501394.88    | 0.01%             | 2035-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-1                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 C 144A             | CUSIP: 69544NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4999573 | PA      | $5029178.57    | 0.05%             | 2032-07-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUST 10Y BOND FUT MAR26 XSFE 20260316                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |           98 | NC      | $12516.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1A LLC                                           | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2025 1A A2 144A           | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17700000 | PA      | $17816239.44   | 0.17%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSECURED 04/28 4.65                          | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2028141.50    | 0.02%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260105                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-1017609.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARIVATE (CAMELOT FINANCE SA)                                                   | CAMELOT FINANCE SA SR SECURED 144A 11/26 4.5                  | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       224000 | PA      | $222615.05     | 0.00%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD 2025-1                                                          | SUNBIT ASSET SECURITIZATION TR SUNBT 2025 1 A 144A            | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       600000 | PA      | $604339.56     | 0.01%             | 2030-07-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 4 LP 2024-2                                                | PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A                     | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5592257 | PA      | $5617193.81    | 0.06%             | 2039-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-2A                                        | GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A B 144A            | CUSIP: 379924AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3250000 | PA      | $3323028.15    | 0.03%             | 2030-06-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A                                 | ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 A D 144A            | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       237190 | PA      | $241366.29     | 0.00%             | 2032-05-17      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEMEX LCDS SP DUB                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $17845.65      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2021-W10                             | MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 W10 A 144A            | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3790000 | PA      | $3788928.95    | 0.04%             | 2034-12-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                        | NATIONAL FUEL GAS CO SR UNSECURED 03/35 5.95                  | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3144147.96    | 0.03%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875              | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2886755 | PA      | $2962028.47    | 0.03%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC COMPANY GUAR 144A 10/35 6.75          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |       300000 | PA      | $308603.78     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                                    | YINSON BERGENIA PRODUCTI SR SECURED 144A 01/45 8.498          | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     10108000 | PA      | $10609607.98   | 0.10%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UPGRADE AUTO RECEIVABLES TRUST 25-1A                                             | UPGRADE AUTO RECEIVABLES TRUST UPGA 2025 1A A3 144A           | CUSIP: 91531AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13000000 | PA      | $13036023.00   | 0.13%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918             | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     15400000 | PA      | $15766870.97   | 0.15%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-30341.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS MTGE FUND TR 2006-AR1                                               | BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR1 1A1               | CUSIP: 07401LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       718357 | PA      | $671690.72     | 0.01%             | 2036-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                  | EQT CORP SR UNSECURED 01/29 4.5                               | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      2746000 | PA      | $2753055.98    | 0.03%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 6 LP 2025-1                                                | PK ALIFT LOAN FUNDING PKAIR 2025 1 A 144A                     | CUSIP: 69291YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18772148 | PA      | $18936687.66   | 0.19%             | 2042-11-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C7 MORTGAGE TRUST                                                      | BMO MORTGAGE TRUST BMO 2024 5C7 A3                            | CUSIP: 09660WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $10392136.00   | 0.10%             | 2057-11-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                                                     | BREAD FINANCIAL HLDGS SUBORDINATED 144A 06/35 VAR             | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4159936.20    | 0.04%             | 2035-06-15      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| FORGITALGROUP (EFESTO BIDCO SPA/EFESTO US LLC)                                   | EFESTO BIDCO SPA/US LLC SR SECURED 144A 02/32 7.5             | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      2200000 | PA      | $2227489.00    | 0.02%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-298242.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 03/26 0.00000                                   | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3471000 | PA      | $3441286.47    | 0.03%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C7 MORTGAGE TRUST                                                      | BMO MORTGAGE TRUST BMO 2024 5C7 A2                            | CUSIP: 09660WAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $10222750.00   | 0.10%             | 2057-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -3555754 | PA      | $-3562805.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NGN SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $40045.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                                       | OCS GROUP HOLDINGS LTD GBP TERM LOAN B                        | CUSIP: BA000BQB0<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |      5000000 | PA      | $6754512.60    | 0.07%             | 2031-11-28      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STOR COMPANY GUAR 144A 12/29 8.25                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       780000 | PA      | $830108.76     | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15                 | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    254050000 | PA      | $81565688.61   | 0.80%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2023-A                                             | COLLEGE AVE STUDENT LOANS CASL 2023 A A1 144A                 | CUSIP: 193938AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2407264 | PA      | $2452939.83    | 0.02%             | 2055-05-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260319                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-305.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-B                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 B A1B 144A            | CUSIP: 83208BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       475209 | PA      | $477502.98     | 0.00%             | 2053-03-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 3 C                 | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10800000 | PA      | $10875945.60   | 0.11%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM9 TRUST                                                              | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A                | CUSIP: 673921AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1097648 | PA      | $1111946.02    | 0.01%             | 2063-10-25      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95         | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5044083.95    | 0.05%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 3 LTD 2016-3A                                           | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2016 3A A1R 144A          | CUSIP: 03330EAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3875897.00    | 0.04%             | 2039-01-28      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260202                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-725.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN CLO 5 LTD 5A                                                        | NEW MOUNTAIN CLO LTD NMC CLO 5A AR 144A                       | CUSIP: 64754WAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8000000 | PA      | $8009662.96    | 0.08%             | 2036-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3                               | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A       | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7760345 | PA      | $6946490.66    | 0.07%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/35 5.75                               | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     23901000 | PA      | $25099828.75   | 0.25%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2               | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       988390 | PA      | $967393.73     | 0.01%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2023-2A                                            | LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A            | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       614846 | PA      | $623032.40     | 0.01%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260105                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-65711.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2025 4A B                  | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5400000 | PA      | $5431848.12    | 0.05%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ZAR SOLD USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $6235.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-7389.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 2020-10A LTD                                            | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A          | CUSIP: 03332AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9667091 | PA      | $9516145.11    | 0.09%             | 2038-04-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                 | ORGANON + CO/ORGANON FOR SR SECURED 144A 05/34 6.75           | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1980000 | PA      | $1783442.65    | 0.02%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF3 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RCF3 A1 144A         | CUSIP: 74390BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       646803 | PA      | $640905.50     | 0.01%             | 2054-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                         | CHORD ENERGY CORP COMPANY GUAR 144A 10/30 6                   | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     13401000 | PA      | $13616327.27   | 0.13%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES11                                                   | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES11 A1A 144A          | CUSIP: 749423AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1486889 | PA      | $1490566.16    | 0.01%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD COMPANY GUAR 09/34 5.1                   | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      4000000 | PA      | $3953724.72    | 0.04%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                                                         | NOVELIS SHEET INGOT GMBH COMPANY GUAR REGS 04/29 3.375        | CUSIP: ACI1WQS75<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |      1300000 | PA      | $1496162.04    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARCAN-2A                                                                         | ARCANO EURO CLO ARCAN 2A B 144A                               | CUSIP: ACI2YDL36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      3000000 | PA      | $3542430.83    | 0.03%             | 2039-07-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-3 LTD                                               | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 3A A1RR 144A          | CUSIP: 05684CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8700000 | PA      | $8707946.49    | 0.09%             | 2034-10-23      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05              | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $3248750.00    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                         | ENCORE CAPITAL GROUP INC SR SECURED 144A 05/30 8.5            | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     11925000 | PA      | $12833398.80   | 0.13%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5           | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     17764000 | PA      | $18091631.04   | 0.18%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES3                                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A           | CUSIP: 749420AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21231834 | PA      | $21461814.80   | 0.21%             | 2055-03-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOMBARDIER INC SNR S* ICE                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $10748.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                                     | YINSON BORONIA PRODUCTIO SR SECURED REGS 07/42 8.947          | CUSIP: N9733XAA5<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      2943270 | PA      | $3213158.18    | 0.03%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-4                                                 | TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A                 | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       812518 | PA      | $784830.99     | 0.01%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2005-SD3                                                     | ACE SECURITIES CORP. ACE 2005 SD3 M2                          | CUSIP: 004421TR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7038456 | PA      | $6421021.97    | 0.06%             | 2045-08-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL X LTD 2021-1A                                                | FORTRESS CREDIT BSL LIMITED FCBSL 2021 1A AR 144A             | CUSIP: 34962HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1101231.63    | 0.01%             | 2033-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NOVOLEX (CLYDESDALE ACQUISITION HOLDINGS INC)                                    | CLYDESDALE ACQ HOLDINGS INC 2025 DELAYED DRAW TERM LOAN       | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |        27608 | PA      | $27618.04      | 0.00%             | 2032-04-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 01/32 5.375             | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3073839.00    | 0.03%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                              | CALPINE CORP SR SECURED 144A 02/28 4.5                        | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      1785000 | PA      | $1787020.62    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MFA 2024-RPL1 TRUST                                                              | MFRA TRUST MFRA 2024 RPL1 A1 144A                             | CUSIP: 55287AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1693253 | PA      | $1630273.31    | 0.02%             | 2066-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/48 3.125                                   | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    116700000 | PA      | $88669207.32   | 0.87%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H2 MORTGAGE TRUST                                                     | CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A                    | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       618859 | PA      | $625188.44     | 0.01%             | 2069-04-25      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| WINSTON RE LTD                                                                   | WINSTON RE LTD UNSECURED 144A 02/28 VAR                       | CUSIP: 975660AC5<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |       300000 | PA      | $309600.00     | 0.00%             | 2028-02-21      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260116                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $9367.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEVITA (NATIONAL MENTOR HOLDINGS INC)                                            | NATIONAL MENTOR HOLDINGS SR SECURED 144A 12/30 10.5           | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $12074738.64   | 0.12%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/29 5.875             | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8215429.36    | 0.08%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 2021-45A                               | NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A                | CUSIP: 64134MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     21300000 | PA      | $21290540.24   | 0.21%             | 2036-10-14      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| NOVOLEX (CLYDESDALE ACQUISITION HOLDINGS INC)                                    | CLYDESDALE ACQUISITION SR SECURED 144A 04/32 6.75             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     27221000 | PA      | $28008896.33   | 0.27%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORTRESS INVESTMENT GROUP (FINCO I LLC)                                          | FINCO I LLC 2025 REPRICED TERM LOAN B                         | CUSIP: 31774BAH7<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |        98011 | PA      | $98275.72      | 0.00%             | 2029-06-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QH2745 FR 10/53 FIXED 6                     | CUSIP: 3133CFBN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        95807 | PA      | $98818.11      | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS D 144A                                 | CUSIP: 990ABJSD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      1300000 | PA      | $867555.04     | 0.01%             | 2057-12-30      | Floating      | 6.56%                 | No            |                  3 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO I LTD 2023-1A          | NEUBERGER BERMAN LOAN ADVISERS NEUBL 2023 1A A1R 144A         | CUSIP: 640977AN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2200000 | PA      | $2202672.60    | 0.02%             | 2036-10-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 05/30 3.75                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1736000 | PA      | $1690101.36    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 07/34 1.875                                   | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    101788163 | PA      | $102232694.61  | 1.00%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-9                                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A              | CUSIP: 41161PSK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4785515 | PA      | $4522093.34    | 0.04%             | 2035-06-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KZT BOUGHT USD 20260604                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-7435.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-SHL1                                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 A 144A          | CUSIP: 17312WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       327187 | PA      | $324267.91     | 0.00%             | 2046-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1A                                   | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A           | CUSIP: 39571NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13200000 | PA      | $13526095.44   | 0.13%             | 2060-03-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2025-2                                              | DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 2 A2                  | CUSIP: 262103AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3100000 | PA      | $3102586.33    | 0.03%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| LMNT CRE 2025-FL3 LLC                                                            | LFT CRE 2021 FL1, LLC LMNT 2025 FL3 A 144A                    | CUSIP: 50208TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3800000 | PA      | $3806605.27    | 0.04%             | 2043-07-21      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-OA1                                                 | GSR MORTGAGE LOAN TRUST GSR 2006 OA1 2A3                      | CUSIP: 362631AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21271060 | PA      | $4586961.62    | 0.05%             | 2046-08-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST 2025-2A                                                      | AFFIRM MASTER TRUST AFRMT 2025 2A A 144A                      | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1600000 | PA      | $1611648.64    | 0.02%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2022-2A LTD                                                          | INVESCO CLO 2022 2, LTD. INVCO 2022 2A A1R 144A               | CUSIP: 46145XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1700000 | PA      | $1700171.68    | 0.02%             | 2035-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO SR SECURED 144A 06/30 9                            | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4197580.00    | 0.04%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                   | PROOFPOINT INC 2025 FUNGIBLE TERM LOAN                        | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |      3959699 | PA      | $3986644.26    | 0.04%             | 2028-08-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 04/34 VAR                  | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2738000 | PA      | $2849561.59    | 0.03%             | 2034-04-24      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9               | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       700000 | PA      | $674339.60     | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA 2025 EUR TERM LOAN B12                       | CUSIP: BA000QF37<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2330574.36    | 0.02%             | 2028-10-30      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | BONOS DE TESORERIA SR UNSECURED 08/32 6.15                    | CUSIP: ACI0WBN59<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      4100000 | PA      | $1316352.38    | 0.01%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260417                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $52620.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 04/31 VAR                         | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $8747594.73    | 0.09%             | 2031-04-01      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-3                                         | GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A B 144A            | CUSIP: 37989EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       800000 | PA      | $819405.60     | 0.01%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-6                                              | PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A             | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       629139 | PA      | $632324.25     | 0.01%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-483936.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C2                                   | WELLS FARGO COMMERCIAL MORTGAG WFCM 2024 5C2 A2               | CUSIP: 95003UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $10354108.00   | 0.10%             | 2057-11-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.9271 05/08/25-01/04/27 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-398444.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-CA                                                | NELNET STUDENT LOAN TRUST NSLT 2025 CA A1B 144A               | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6402875 | PA      | $6456861.40    | 0.06%             | 2065-06-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-5                                             | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1                  | CUSIP: 02660KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       500950 | PA      | $121679.49     | 0.00%             | 2046-11-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-1 LTD                                                         | WELLFLEET CLO LTD WELF 2021 1A A1R 144A                       | CUSIP: 94950CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4300000 | PA      | $4305238.82    | 0.04%             | 2034-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                                                                    | GFL ENVIRONMENTAL INC 2025 TERM LOAN B                        | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | CA        |      4987500 | PA      | $5014931.25    | 0.05%             | 2032-03-03      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO VII LTD 2017-7A                                                     | TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A                      | CUSIP: 89641CAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       625000 | PA      | $624989.34     | 0.01%             | 2035-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA SR UNSECURED 03/38 8                       | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      4250000 | PA      | $4972925.00    | 0.05%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $714.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC SR SECURED 144A 06/31 8.375            | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     11932000 | PA      | $11872410.40   | 0.12%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-AGLN                                  | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AGLN A 144A          | CUSIP: 94990HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       900000 | PA      | $902584.71     | 0.01%             | 2037-07-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.65600 01/30/26-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-1371289.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                                                    | SELECTIVE INSURANCE GROU SR UNSECURED 04/35 5.9               | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     22527000 | PA      | $23656608.31   | 0.23%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 05/34 5.8                 | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     13824000 | PA      | $14365268.08   | 0.14%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-RPL3                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A         | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       962604 | PA      | $942362.56     | 0.01%             | 2065-07-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.24500 10/18/24-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1232606.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2024-NPL9 LLC                                                               | PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL9 A1 144A         | CUSIP: 74143TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12300873 | PA      | $12316967.31   | 0.12%             | 2054-12-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | SERVICE PROPERTIES TRUST SR SECURED 144A 09/27 0.00000        | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $4705512.24    | 0.05%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-HE2                                                             | GSAMP TRUST GSAMP 2006 HE2 M2                                 | CUSIP: 362334LK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2838227.40    | 0.03%             | 2046-03-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-10                                              | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A             | CUSIP: 41161PTN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1350111 | PA      | $868405.28     | 0.01%             | 2035-11-19      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EGP SOLD USD 20260224                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $8966.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CGMS-2021-9A                                                                     | CARLYLE GLOBAL MARKET STRATEGI CGMS 2021 9A AR 144A           | CUSIP: 14317KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $750422.64     | 0.01%             | 2034-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2                    | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       300000 | PA      | $298619.41     | 0.00%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL3 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RPL3 A1 144A         | CUSIP: 69381LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6994186 | PA      | $6869221.31    | 0.07%             | 2054-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A                                   | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A4 144A           | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       425258 | PA      | $428736.64     | 0.00%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-397283.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-4                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A1 144A            | CUSIP: 69547DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       964804 | PA      | $965315.68     | 0.01%             | 2026-06-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                         | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 DSC2 A1 144A         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1449057 | PA      | $1464172.20    | 0.01%             | 2070-07-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-D                                                | CPS AUTO TRUST CPS 2024 D C 144A                              | CUSIP: 22411JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7000000 | PA      | $7017556.70    | 0.07%             | 2031-01-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/30 5.15                             | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1812000 | PA      | $1862475.00    | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20260326                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $56891.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM CORP (SALLIE MAE)                                                            | SLM CORP SR UNSECURED 11/26 3.125                             | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2360693.76    | 0.02%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED 144A 07/32 6.875                  | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      4611466 | PA      | $4425159.91    | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-1A                                                          | REACH FINANCIAL LLC REACH 2025 1A B 144A                      | CUSIP: 75525PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4600000 | PA      | $4670550.20    | 0.05%             | 2032-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SECURI CORP TRUS 2007-NC1                                              | HSI ASSET SECURITIZATION CORPO HASC 2007 NC1 A3               | CUSIP: 40430TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5780302 | PA      | $3805753.90    | 0.04%             | 2037-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                            | QNITY ELECTRONICS INC TERM LOAN B                             | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |       900000 | PA      | $905202.00     | 0.01%             | 2032-11-01      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260303                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $350.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-7585.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES (VOC ESCROW LTD)                                            | VOC ESCROW LTD SR SECURED 144A 02/28 5                        | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       705000 | PA      | $705304.56     | 0.01%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRKCM 2025-AFC1 TRUST                                                            | PRKCM TRUST PRKCM 2025 AFC1 A1A 144A                          | CUSIP: 69392YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       984637 | PA      | $987095.11     | 0.01%             | 2060-10-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                           | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 D 144A             | CUSIP: 39571XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       386577 | PA      | $394420.99     | 0.00%             | 2059-10-27      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                             | CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2              | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |       850000 | PA      | $903929.70     | 0.01%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260305                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $50821.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-5                                              | PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A             | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       661701 | PA      | $665641.79     | 0.01%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT MAR26 XCBT 20260320                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1185 | NC      | $-1681502.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AMMC CLO 2022-27A LTD                                                            | AMERICAN MONEY MANAGEMENT CORP AMMC 2022 27A A1R 144A         | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1600000 | PA      | $1599456.90    | 0.02%             | 2037-01-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/17/25-30Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-2087580.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANKERS HEALTHCARE GROUP SECURITIZATION TRUST 2023-B                             | BANKERS HEALTHCARE GROUP SECUR BHG 2023 B A 144A              | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       107901 | PA      | $113233.91     | 0.00%             | 2036-12-17      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| TCW CLO AMR LTD 2019-1A                                                          | TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A                | CUSIP: 87241EAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7100000 | PA      | $7105325.00    | 0.07%             | 2034-08-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2024-3A                                            | LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A            | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3121776 | PA      | $3123100.48    | 0.03%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED REGS 03/30 5.25                          | CUSIP: ACI2TMWB2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2200000 | PA      | $2705662.94    | 0.03%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                            | IVORY COAST SR UNSECURED REGS 01/32 4.875                     | CUSIP: ACI1T3QV9<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      3850000 | PA      | $4391996.77    | 0.04%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES6                                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES6 A1A 144A           | CUSIP: 748949AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6487314 | PA      | $6554267.13    | 0.06%             | 2055-06-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                     | COTIVITI CORPORATION 2025 2ND AMENDMENT TERM LOAN             | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      4975000 | PA      | $4788462.38    | 0.05%             | 2032-03-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35                | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20081.29      | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                              | ASHTEAD CAPITAL INC ASHTEAD CAPITAL INC                       | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     30332000 | PA      | $31819776.41   | 0.31%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 03/31 2.5                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     16458000 | PA      | $14221953.25   | 0.14%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 06/34 5.2                    | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3017629.26    | 0.03%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260327                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $219746.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                            | CLOVER HOLDINGS 2 LLC TERM LOAN B                             | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       895500 | PA      | $897317.87     | 0.01%             | 2031-12-09      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV2 MORTGAGE LOAN TRUST                                               | COLT FUNDING LLC COLT 2024 INV2 A1 144A                       | CUSIP: 12622SAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1471129 | PA      | $1493576.96    | 0.01%             | 2069-05-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES2                                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES2 A1A 144A           | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2743940 | PA      | $2774699.40    | 0.03%             | 2044-04-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD                                                                  | PFP III PFP 2024 11 A 144A                                    | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      9935073 | PA      | $9966413.43    | 0.10%             | 2039-09-17      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES INC                                                      | SYSTEM ENERGY RESOURCES 1ST REF MORT 12/34 5.3                | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23155000 | PA      | $23416331.73   | 0.23%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-4                                                | VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A               | CUSIP: 92540GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3725191 | PA      | $3775914.74    | 0.04%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FIN SVCS INC COMPANY GUAR 144A 12/29 7.875           | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       350000 | PA      | $372638.96     | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | BOOZ ALLEN HAMILTON INC COMPANY GUAR 04/35 5.95               | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     25401000 | PA      | $26334226.39   | 0.26%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/49 2.375                                   | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    156000000 | PA      | $100242186.72  | 0.98%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 04/35 5.4                        | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5695876.67    | 0.06%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 04/34 VAR                 | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       465000 | PA      | $487098.79     | 0.00%             | 2034-04-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-5 LLC                                                                  | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 5 A1 144A            | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       960476 | PA      | $961967.95     | 0.01%             | 2030-07-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                           | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 B 144A             | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       386577 | PA      | $391831.73     | 0.00%             | 2059-10-27      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260127                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $145115.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS CZK 3.57500 07/03/25-5Y CME                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $68678.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                       | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -88200000 | PA      | $-87972609.82  | -0.86%            | 2055-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR18                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR18 1A2             | CUSIP: 92922F8L5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4190803 | PA      | $4030863.13    | 0.04%             | 2036-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260526                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-66377.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD 2021-43A                               | NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A                | CUSIP: 64134AAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     21000000 | PA      | $20995195.62   | 0.21%             | 2036-07-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| THAYER PARK CLO LTD 2017-1A                                                      | THAYER PARK CLO, LTD. THAYR 2017 1A A1RR 144A                 | CUSIP: 883310AW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1200000 | PA      | $1199500.06    | 0.01%             | 2034-04-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC SR SECURED 144A 12/31 7.125                     | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       325000 | PA      | $341971.50     | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)                      | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375          | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        13000 | PA      | $12919.84      | 0.00%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP4                                           | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP4 A1 144A          | CUSIP: 17292EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1864930 | PA      | $1762406.71    | 0.02%             | 2062-10-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 03/26 0.00000                                   | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1169000 | PA      | $1162109.98    | 0.01%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-1                                              | SAXON ASSET SECURITIES TRUST SAST 2007 1 A2D                  | CUSIP: 80556BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5430810 | PA      | $5240837.92    | 0.05%             | 2047-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2025-1A                             | ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2025 1A B 144A           | CUSIP: 039962AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $5001295.00    | 0.05%             | 2031-11-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PANAMA LA SP CBK                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-9613.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2004-1                                                | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 1 M1                | CUSIP: 542514EU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1166014 | PA      | $1155847.07    | 0.01%             | 2034-02-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       588000 | PA      | $582142.26     | 0.01%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST  2018-B6                                                | BENCHMARK MORTGAGE TRUST BMARK 2018 B6 A2                     | CUSIP: 08162CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       498184 | PA      | $497314.54     | 0.00%             | 2051-10-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260211                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $32642.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 01/31 6.5                          | CUSIP: ACI302XY4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   7664641810 | PA      | $2020885.25    | 0.02%             | 2031-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.31 10/02/25-01/02/29 CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $15383.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DD5575 FN 03/55 FIXED 6.5                           | CUSIP: 3140B6FR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       197377 | PA      | $205413.44     | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-C                                    | CPS AUTO TRUST CPS 2025 C A 144A                              | CUSIP: 12634SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       425581 | PA      | $426724.39     | 0.00%             | 2029-03-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $25396.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                                  | AES CORP/THE SR UNSECURED 03/32 5.8                           | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     12273000 | PA      | $12593466.68   | 0.12%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260520                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-70078.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM1 TRUST                                                             | GCAT GCAT 2024 NQM1 A1 144A                                   | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       541195 | PA      | $545789.87     | 0.01%             | 2059-01-25      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260202                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-255.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD 2021-2A                                                       | WIND RIVER CLO LTD WINDR 2021 2A A1R 144A                     | CUSIP: 97315VAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2100000 | PA      | $2100613.66    | 0.02%             | 2034-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-3A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2025 3A B 144A                | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13000000 | PA      | $13056386.20   | 0.13%             | 2030-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $6497.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260202                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-883.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                 | ORGANON + CO/ORGANON FOR SR SECURED 144A 04/28 4.125          | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9606000 | PA      | $9400476.56    | 0.09%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP                                 | WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25          | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       345000 | PA      | $346540.77     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-DC                                             | DC COMMERCIAL MORTGAGE TRUST DC 2023 DC A 144A                | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       500000 | PA      | $515284.45     | 0.01%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| 123 LIGHTS RE LTD                                                                | 123 LIGHTS RE LTD UNSECURED 144A 09/31 VAR                    | CUSIP: 68302QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       250000 | PA      | $258125.00     | 0.00%             | 2031-09-14      | Floating      | 14.58%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 02/26 0.00000                                   | CUSIP: 912797SJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       210000 | PA      | $209346.42     | 0.00%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $26742.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2025-1A                                            | LENDBUZZ SECURITIZATION TRUST LBZZ 2025 1A A2 144A            | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9605582 | PA      | $9608907.19    | 0.09%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-162561.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2025-1                                              | DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 1 A3                  | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000000 | PA      | $30160356.00   | 0.30%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST 2024-NQM1                                                             | ACRA TRUST 2024 NQM1 ACRA 2024 NQM1 A1 144A                   | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4530089 | PA      | $4553112.42    | 0.04%             | 2064-10-25      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20261130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-13866.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5                 | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      2318000 | PA      | $2466825.94    | 0.02%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260116                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-37402.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $23284.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITICORP RESIDENTIAL MORTGAGE SEC 2006-1                                         | CITICORP RESIDENTIAL MORTGAGE CRMSI 2006 1 M2                 | CUSIP: 17309NAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7347000 | PA      | $7143306.63    | 0.07%             | 2036-07-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 04/30 3.875                     | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3120000 | PA      | $3068728.85    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $57686.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUIFIRST LOAN SECURITIZATION TRUST 2007-1                                       | EQUIFIRST LOAN SECURITIZATION EQLS 2007 1 A2C                 | CUSIP: 29445UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $4116830.00    | 0.04%             | 2037-04-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-3                                         | GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A C 144A            | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1032644.80    | 0.01%             | 2030-08-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| TIB DIVERSIFIED PAYMENT RIGHTS FINANCE CO                                        | CORPTB9D9                                                     | CUSIP: 954VMHII9<br>LEI: 549300L0OOCR1ME5E729 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2212217.04    | 0.02%             | 2034-11-15      | Floating      | 7.11%                 | Yes           |                  3 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                          | FREDDIE MAC FHR 5500 UF                                       | CUSIP: 3137HJCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17918218 | PA      | $17981388.93   | 0.18%             | 2054-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-170120.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST 2007-3                          | MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 3 A2B               | CUSIP: 59024VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1357975 | PA      | $1361591.49    | 0.01%             | 2037-06-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 07/46 11.5                         | CUSIP: ACI2Q1VT3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  18959800000 | PA      | $4477833.76    | 0.04%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-667M                          | COMM MORTGAGE TRUST COMM 2016 667M A 144A                     | CUSIP: 12636GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1900000 | PA      | $1816684.81    | 0.02%             | 2036-10-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260205                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-1541.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/36 6.75              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     28934000 | PA      | $29650415.68   | 0.29%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260205                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $207.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 05/29 6.625                 | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      4640000 | PA      | $4811652.16    | 0.05%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                      | BANK GOSPODARSTWA KRAJOW GOVT GUARANT 144A 07/34 5.75         | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |      1655000 | PA      | $1744518.97    | 0.02%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 01/31 VAR                  | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $4040638.10    | 0.04%             | 2031-01-24      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO 2025-4 DAC 25-4A                                             | GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A                   | CUSIP: ACI379GR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      3800000 | PA      | $4465759.96    | 0.04%             | 2039-08-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2024-VIS1                                             | JP MORGAN MORTGAGE TRUST JPMMT 2024 VIS1 A1 144A              | CUSIP: 465970AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       759427 | PA      | $766870.44     | 0.01%             | 2064-07-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25                                  | WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 LC25 A4              | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       500000 | PA      | $495889.75     | 0.00%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $4077.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 LLC                                                               | VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL3 A1 144A         | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12607671 | PA      | $12646394.01   | 0.12%             | 2055-02-25      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                        | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375               | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1732535.30    | 0.02%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-16648.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                               | SANTOS FINANCE LTD COMPANY GUAR 144A 11/35 5.75               | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      3150000 | PA      | $3134284.02    | 0.03%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP               | LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 07/31 7            | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1379264.90    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260326                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $7261.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXV LTD 2021-25A                                                    | SYMPHONY CLO LTD SYMP 2021 25A AR 144A                        | CUSIP: 87167WDC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2999884.62    | 0.03%             | 2034-04-19      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-6092.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-1A                                                          | REACH FINANCIAL LLC REACH 2025 1A A 144A                      | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4142896 | PA      | $4155994.59    | 0.04%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM16 TRUST                                                             | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM16 A1 144A               | CUSIP: 67120GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3936118 | PA      | $3967154.88    | 0.04%             | 2064-10-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| TRNTS-2021-17A                                                                   | TRINITAS CLO LTD TRNTS 2021 17A AR 144A                       | CUSIP: 89642JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2800000 | PA      | $2800924.28    | 0.03%             | 2034-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 01/35 11.75                        | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 161698300000 | PA      | $39869189.48   | 0.39%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                                                     | FORTITUDE GROUP HOLDINGS COMPANY GUAR 144A 04/30 6.25         | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |      9525000 | PA      | $9928335.27    | 0.10%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-7                                              | PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A             | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       980287 | PA      | $987036.16     | 0.01%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                             | HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 01/34 6.625         | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6597000 | PA      | $6780426.42    | 0.07%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITADEL LIMITED PARTNERSHIP                                                      | CITADEL LP SR UNSECURED 144A 01/30 6                          | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |      8285000 | PA      | $8659104.95    | 0.08%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM8 TRUST                                                              | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A                | CUSIP: 67119CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2161251 | PA      | $2188328.20    | 0.02%             | 2064-05-25      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                         | CROWDSTRIKE HOLDINGS INC COMPANY GUAR 02/29 3                 | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |      1110000 | PA      | $1066117.03    | 0.01%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2021-4 LTD                                                            | CANYON CAPITAL CLO LTD CANYC 2021 4A AR 144A                  | CUSIP: 13877PAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000337.87    | 0.01%             | 2034-10-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $1203.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EGP SOLD USD 20260127                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $26359.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC COMPANY GUAR 144A 02/31 9                       | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     12502000 | PA      | $11473960.54   | 0.11%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST SERIES 2022-SB1                                       | UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A              | CUSIP: 91682PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       368845 | PA      | $373087.06     | 0.00%             | 2028-10-20      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1A                                   | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A2 144A           | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5952807 | PA      | $5980829.51    | 0.06%             | 2060-03-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RCKT TRUST 2025-2A                                                               | RCKT TRUST RCKTL 2025 2A A 144A                               | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       422025 | PA      | $422525.22     | 0.00%             | 2034-11-27      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                             | NORINCHUKIN BANK SR UNSECURED 144A 10/29 5.094                | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     13203000 | PA      | $13465042.19   | 0.13%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP / JSG FINANCE INC                                              | JANE STREET GRP/JSG FIN SR SECURED 144A 04/31 7.125           | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1935000 | PA      | $2034364.78    | 0.02%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL 25 LTD                                                        | NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A                 | CUSIP: 668468AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1900000 | PA      | $1897001.71    | 0.02%             | 2034-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260123                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $290270.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-11649.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                                      | CFE FIBRA E SR UNSECURED 144A 09/40 5.875                     | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       800000 | PA      | $800454.70     | 0.01%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 02/26 0.00000                                   | CUSIP: 912797SS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       221000 | PA      | $219853.69     | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 25-18A LTD                                              | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 18A A 144A           | CUSIP: 03331MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2600000 | PA      | $2612027.29    | 0.03%             | 2040-10-22      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL4 TRUST                                                             | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A         | CUSIP: 740943AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3034031 | PA      | $2980810.82    | 0.03%             | 2065-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM CLO 2022-2A LTD                                                       | GUGGENHEIM 1888 FUND LTD GUGG 2022 2A A1R 144A                | CUSIP: 40172PAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       800000 | PA      | $799000.00     | 0.01%             | 2035-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST 2025-1A                                                      | AFFIRM MASTER TRUST AFRMT 2025 1A A 144A                      | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000000 | PA      | $30311952.00   | 0.30%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65              | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1022271 | PA      | $1005319.95    | 0.01%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-1CON                                               | BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON A 144A           | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6975304 | PA      | $7048598.09    | 0.07%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EGP SOLD USD 20260408                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $42122.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLERA LLC (POLARIS NEWCO LLC)                                                   | POLARIS NEWCO, LLC USD TERM LOAN B                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      1944922 | PA      | $1880019.83    | 0.02%             | 2028-06-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 01/31 6.125                  | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4882361.10    | 0.05%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO IV LTD 2021-4A                                                        | ROMARK CLO LTD RMRK 2021 4A A1R 144A                          | CUSIP: 77588LAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1800000 | PA      | $1800779.27    | 0.02%             | 2034-07-10      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 C 144A           | CUSIP: 69544PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       789473 | PA      | $791641.20     | 0.01%             | 2032-04-15      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD KZT BOUGHT USD 20260604                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-5824.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260123                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $6710.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)        | 1011778 BC / NEW RED FIN SECURED 144A 10/30 4                 | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     26172000 | PA      | $24955895.77   | 0.24%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                         | CHORD ENERGY CORP COMPANY GUAR 144A 03/33 6.75                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     12677000 | PA      | $13117868.03   | 0.13%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL5 LLC                                                               | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL5 A1 144A         | CUSIP: 74143LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28142773 | PA      | $28319282.14   | 0.28%             | 2055-05-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER                   | ALLIANT HOLD / CO ISSUER SR SECURED 144A 10/31 6.5            | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2889423.04    | 0.03%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-58030.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-5                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 A1 144A            | CUSIP: 69548WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1027837 | PA      | $1028762.77    | 0.01%             | 2026-08-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-3                                              | SAXON ASSET SECURITIES TRUST SAST 2007 3 1M1                  | CUSIP: 80557BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $8052557.00    | 0.08%             | 2047-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-3AL                                                          | ACHV ABS TRUST ACHV 2024 3AL C 144A                           | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1621962 | PA      | $1642905.51    | 0.02%             | 2031-12-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC COMPANY GUAR 144A 10/30 3.75                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     54882000 | PA      | $52069572.46   | 0.51%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.2914 05/08/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-746772.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-156.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD HUF BOUGHT USD 20260217                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |            1 | NC      | $-978.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-BA                                                | NELNET STUDENT LOAN TRUST NSLT 2025 BA A1B 144A               | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3742842 | PA      | $3773347.33    | 0.04%             | 2055-05-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 1 LTD 2015-1A                                           | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A          | CUSIP: 033296AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9371267 | PA      | $9301993.72    | 0.09%             | 2037-07-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-1CON                                               | BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON B 144A           | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11135941 | PA      | $11259710.75   | 0.11%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2019-4A                                                           | PIKES PEAK CLO PIPK 2019 4A ARR 144A                          | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     18000000 | PA      | $18015870.96   | 0.18%             | 2034-07-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-CA                                                | NELNET STUDENT LOAN TRUST NSLT 2025 CA A1A 144A               | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8428860 | PA      | $8406925.15    | 0.08%             | 2065-06-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSECURED 144A 08/33 6                           | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      6668000 | PA      | $6849162.89    | 0.07%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-C                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A            | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1276976 | PA      | $1276439.06    | 0.01%             | 2052-06-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2 TRUST                                                             | GCAT GCAT 2024 NQM2 A1 144A                                   | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1664364 | PA      | $1682904.74    | 0.02%             | 2059-06-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                        | NATIONAL FUEL GAS CO SR UNSECURED 03/30 5.5                   | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1032841.83    | 0.01%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-975857.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MARICOPA COUNTY INDUSTRIAL DEV                                                   | MARICOPA CNTY AZ INDL DEV AUTH MAREDU 10/29 FIXED 7.375       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3000000 | PA      | $3148386.00    | 0.03%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                      | REPUBLIC OF ANGOLA SR UNSECURED REGS 11/29 8                  | CUSIP: ACI1H0020<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      6100000 | PA      | $5964075.71    | 0.06%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2006-WF1                                            | NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 WF1 A5                | CUSIP: 65537BAE0<br>LEI: N0RUIPD25XQCBR0TK507 | Long             | ABS-MBS          | CORP              | US        |     10271391 | PA      | $2611556.74    | 0.03%             | 2036-06-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $59.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 03/20/26 MYC                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-30619.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS B 144A                                 | CUSIP: 990ABJRZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      3500000 | PA      | $2335725.12    | 0.02%             | 2057-12-30      | Floating      | 5.86%                 | No            |                  3 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 2019-9A LTD                                             | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A           | CUSIP: 03330HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9168712 | PA      | $9082648.68    | 0.09%             | 2037-10-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $249070.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C31                                                   | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2024 5C31 A3             | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5215891.00    | 0.05%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC COMPANY GUAR 144A 10/33 6.5           | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1634772.58    | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 25-19A LTD                                              | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A           | CUSIP: 03331VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2700000 | PA      | $2700739.40    | 0.03%             | 2040-10-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LIMITED                                               | TRANSOCEAN TITAN FIN LTD SR SECURED 144A 02/28 8.375          | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       149762 | PA      | $153054.71     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-2PL                                                          | ACHV ABS TRUST ACHV 2024 2PL A 144A                           | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       861117 | PA      | $866277.15     | 0.01%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                                         | PRIMO BRANDS CORPORATION 2025 TERM LOAN B                     | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |       980100 | PA      | $984025.30     | 0.01%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                              | ANTARES HOLDINGS SR UNSECURED 144A 02/29 6.5                  | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |       250000 | PA      | $255756.73     | 0.00%             | 2029-02-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD 2006-RZ4                                             | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RZ4 M2               | CUSIP: 75156XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17734480 | PA      | $16949935.13   | 0.17%             | 2036-10-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260129                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-687074.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIV LTD 2020-24A                                                   | SYMPHONY CLO LTD SYMP 2020 24A A1R 144A                       | CUSIP: 87167QAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1099834.66    | 0.01%             | 2035-10-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-3AL                                                          | ACHV ABS TRUST ACHV 2024 3AL A 144A                           | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       282074 | PA      | $284998.66     | 0.00%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-4A LLC                                                                 | RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 4A A1 144A            | CUSIP: 76089MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       374700 | PA      | $374975.61     | 0.00%             | 2026-07-27      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2005-WMC1                                                            | GSAMP TRUST GSAMP 2005 WMC1 M1                                | CUSIP: 362341PU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1169987 | PA      | $1163119.58    | 0.01%             | 2035-09-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1                                          | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3             | CUSIP: 83612NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11083645 | PA      | $2964544.86    | 0.03%             | 2037-02-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP / JSG FINANCE INC                                              | JANE STREET GRP/JSG FIN SR SECURED 144A 05/33 6.75            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7770000 | PA      | $8115425.84    | 0.08%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2006-1                                           | NEW CENTURY HOME EQUITY LOAN T NCHET 2006 1 A2C               | CUSIP: 64352VQS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1437748.95    | 0.01%             | 2036-05-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC                             | PRIMO / TRITON WATER HLD SR SECURED 144A 04/29 4.375          | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17871000 | PA      | $17407767.77   | 0.17%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                       | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11300000 | PA      | $11603786.04   | 0.11%             | 2055-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-9                                              | PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A             | CUSIP: 69546QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1561116 | PA      | $1565547.63    | 0.02%             | 2032-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                        | VIPER ENERGY PARTNERS LL COMPANY GUAR 08/35 5.7               | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |       500000 | PA      | $510575.00     | 0.01%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $3168.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-5C2                      | MORGAN STANLEY BAML TRUST MSBAM 2025 5C2 A3                   | CUSIP: 61779RBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2051681.00    | 0.02%             | 2058-11-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                                              | NOVELIS CORP COMPANY GUAR 144A 01/30 6.875                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2285450.20    | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $320749.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260305                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-52799.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                               | SANTOS FINANCE LTD COMPANY GUAR 144A 09/33 6.875              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     14507000 | PA      | $15899541.44   | 0.16%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 01/27 2.75                   | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       575000 | PA      | $567649.38     | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AREIT TRUST 2023-CRE8                                                            | AREIT CRE TRUST AREIT 2023 CRE8 A 144A                        | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |       210710 | PA      | $210798.34     | 0.00%             | 2041-08-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-2 LTD                                               | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A           | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1900000 | PA      | $1900316.60    | 0.02%             | 2035-04-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2019-RPL1                                                             | CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RPL1 A1A 144A          | CUSIP: 12596MAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       494276 | PA      | $488025.68     | 0.00%             | 2058-07-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 B 144A           | CUSIP: 69544PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1119928 | PA      | $1121719.35    | 0.01%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  3 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-A                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 A A1A 144A            | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27931137 | PA      | $28375945.82   | 0.28%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BCC-2021-5A                                                                      | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A           | CUSIP: 05682EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6001861.92    | 0.06%             | 2034-10-23      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-R1                                               | VERUS SECURITIZATION TRUST VERUS 2025 R1 A1 144A              | CUSIP: 92541AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       922230 | PA      | $929327.52     | 0.01%             | 2065-05-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC SR SECURED 144A 01/34 6.25                      | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       300000 | PA      | $311460.30     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SEASONED MORTGAGE TRUST 2024-1                                         | JP MORGAN SEASONED MORTGAGE TR JPSMT 2024 1 A3 144A           | CUSIP: 61777HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1794318 | PA      | $1727965.47    | 0.02%             | 2063-01-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KZT BOUGHT USD 20260604                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-998.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.25000 03/18/26-5Y LCH                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-636085.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                                 | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A B 144A            | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       830321 | PA      | $834962.85     | 0.01%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 13 LTD                                                  | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2021 13A A1 144A          | CUSIP: 03290AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1928929.16    | 0.02%             | 2039-07-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 10/34 VAR                    | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2614000 | PA      | $2874596.85    | 0.03%             | 2034-10-23      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR          | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       120000 | PA      | $140026.68     | 0.00%             | 2033-03-15      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EGP SOLD USD 20260223                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $6533.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 LLC                                                               | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A         | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       924347 | PA      | $928624.78     | 0.01%             | 2055-06-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL4 LLC                                                               | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL4 A1 144A         | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27299409 | PA      | $27453120.95   | 0.27%             | 2055-04-25      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR PROPERTIES SR UNSECURED 08/29 3.75                        | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     17405000 | PA      | $16888482.61   | 0.17%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-2                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 B 144A             | CUSIP: 69545GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13898540 | PA      | $13971818.71   | 0.14%             | 2032-10-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-10                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 B 144A            | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3187107 | PA      | $3208653.35    | 0.03%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC2                                | SECURITIZED ASSET BACKED RECEI SABR 2007 NC2 A1 144A          | CUSIP: 81378GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       586180 | PA      | $564427.00     | 0.01%             | 2037-01-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 12/33 6.55                    | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      4382000 | PA      | $4804814.18    | 0.05%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                               | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 04/29 11.75          | CUSIP: 650929AC6<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |      2048685 | PA      | $1971859.31    | 0.02%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                       | KASEYA INC 2025 1L TERM LOAN B                                | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      3970000 | PA      | $3978178.20    | 0.04%             | 2032-03-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-2                                                 | TOWD POINT MORTGAGE TRUST TPMT 2017 2 M1 144A                 | CUSIP: 89173HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1364522 | PA      | $1351762.64    | 0.01%             | 2057-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260220                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $105011.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBACKED SEC 2006-P                                              | BEAR STEARNS ASSET BACKED SECU BSABS 2006 PC1 M4              | CUSIP: 07387UBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9545784 | PA      | $9520391.56    | 0.09%             | 2035-12-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL 787993 G2 06/55 FIXED 7                          | CUSIP: 3622ADXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       908129 | PA      | $923040.19     | 0.01%             | 2055-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.50000 03/18/26-5Y LCH                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-165901.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2023-NQM10 TRUST                                                             | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A               | CUSIP: 67449CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       573776 | PA      | $579599.40     | 0.01%             | 2063-10-25      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA EUR TERM LOAN                              | CUSIP: BA000GRH5<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | CORP              | IE        |     10000000 | PA      | $11776284.46   | 0.12%             | 2027-03-05      | Floating      | 3.84%                 | No            |                  3 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                     | CAIXABANK SA SR UNSECURED 144A 03/30 VAR                      | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      1392000 | PA      | $1446350.86    | 0.01%             | 2030-03-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| IFC EMERGING MARKETS SECURITIZATION 2025-1 LTD                                   | IFC EMERGING MARKETS SECURITIZ IFCEMS 2025 1A A 144A          | CUSIP: 45174DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2499899.85    | 0.02%             | 2035-12-31      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-6                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 6 A2 144A            | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1600000 | PA      | $1601615.04    | 0.02%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC SR SECURED 144A 11/32 6.75                        | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       500000 | PA      | $514625.00     | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA SUBORDINATED 144A 04/34 VAR                     | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $321903.62     | 0.00%             | 2034-04-02      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH                              | BAMLL COML MTG SECS TR 2024 04/42 1                           | CUSIP: 05554WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2030000 | PA      | $1722484.64    | 0.02%             | 2042-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260105                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $1324.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $9081.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOEING CO/THE SNR S* ICE                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $74196.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT EDUCATION LOAN TRUST 2025-A                                              | NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A B 144A              | CUSIP: 63943EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4200000 | PA      | $4247341.14    | 0.04%             | 2055-07-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2017-485L                                      | GS MORTGAGE SECURITIES TRUST GSMS 2017 485L A 144A            | CUSIP: 36252CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6500000 | PA      | $6361546.75    | 0.06%             | 2037-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3                | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3331000 | PA      | $3391243.10    | 0.03%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 03/28 4.3                        | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       630000 | PA      | $632234.53     | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                             | CARNIVAL CORP SR SECURED 144A 08/28 4                         | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     15996000 | PA      | $15768130.58   | 0.15%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                        | VMED O2 UK FINAN SR SECURED 144A 01/31 4.25                   | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     23912000 | PA      | $21826385.80   | 0.21%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-4 LTD                                               | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A           | CUSIP: 05685AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     20000000 | PA      | $20018290.20   | 0.20%             | 2034-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC                             | RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A             | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       377352 | PA      | $377969.55     | 0.00%             | 2032-01-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260202                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-721.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-17.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                                       | SPACE COAST CREDIT UNION SCCU 2025 1A A3 144A                 | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3000000 | PA      | $3029911.80    | 0.03%             | 2031-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| IXIS REAL ESTATE CAPITAL TRUST 2006-HE1                                          | IXIS REAL ESTATE CAPITAL TRUST IXIS 2006 HE1 A4               | CUSIP: 45071KDE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       145362 | PA      | $75984.86      | 0.00%             | 2036-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | MARVELL TECHNOLOGY INC COMPANY GUAR 07/30 4.75                | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $405380.28     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS HUF 6.65000 03/13/25-5Y CME                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $706661.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD 2019-1A                                              | FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A            | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3252137 | PA      | $3255846.71    | 0.03%             | 2032-07-23      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNERS LLC                                                    | KRAKEN OIL + GAS PARTNER SR UNSECURED 144A 08/29 7.625        | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4956301.50    | 0.05%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4                  | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $204300.00     | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $5831.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC CORP HOME EQ 2005-HE4                                           | ASSET BACKED SECURITIES CORP H ABSHE 2005 HE4 M8              | CUSIP: 04541GRS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2778352 | PA      | $2492882.31    | 0.02%             | 2035-05-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       923000 | PA      | $922013.28     | 0.01%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.32 10/02/25-01/02/29 CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $48867.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1A                                    | ONEMAIN DIRECT AUTO RECEIVABLE ODART 2023 1A A 144A           | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4000000 | PA      | $4031240.00    | 0.04%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)MAR26 XCBT 20260320                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         4222 | NC      | $-1969276.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/31 3.625                            | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      6504000 | PA      | $6250951.02    | 0.06%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STADA (NIDDA HEALTHCARE HOLDING GMBH)                                            | NIDDA HEALTHCARE HOLDING SR SECURED REGS 02/30 5.625          | CUSIP: ACI2RMSJ2<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      2000000 | PA      | $2418683.80    | 0.02%             | 2030-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H05                                | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H05 FA                | CUSIP: 38376RU46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       368330 | PA      | $369545.05     | 0.00%             | 2067-01-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $1162.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8                   | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 A 144A         | CUSIP: 46649JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       822785 | PA      | $816131.28     | 0.01%             | 2035-02-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA SR UNSECURED 144A 05/34 5.5                           | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     17140000 | PA      | $17672040.34   | 0.17%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1                         | MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1              | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7195749 | PA      | $7058075.68    | 0.07%             | 2064-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $13251.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVI 2021-1A                                           | PARK AVENUE INSTITUTIONAL ADVI PAIA 2021 1A A1AR 144A         | CUSIP: 70015QAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000748.11    | 0.01%             | 2034-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 3 JUMBOS                                    | CUSIP: 21H030617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28300000 | PA      | $25433519.60   | 0.25%             | 2055-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VEON AMSTERDAM BV                                                                | VEON AMSTERDAM TERM LOAN                                      | CUSIP: BA000HL48<br>LEI: 549300EPG4HR574L4660 | Long             | LON              | CORP              | NL        |      4000000 | PA      | $4000000.04    | 0.04%             | 2027-03-25      | Floating      | 7.90%                 | No            |                  3 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD 2020-3A                                               | SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A                    | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       707951 | PA      | $708386.93     | 0.01%             | 2032-01-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8               | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1139481.38    | 0.01%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-2A                                                          | REACH FINANCIAL LLC REACH 2025 2A B 144A                      | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4300000 | PA      | $4344791.38    | 0.04%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 3 A2                | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2678032 | PA      | $2686614.86    | 0.03%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ARES LXII CLO LTD 2021-62A                                                       | ARES CLO LTD ARES 2021 62A A2R 144A                           | CUSIP: 00192WAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5300000 | PA      | $5318266.29    | 0.05%             | 2034-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| GOLDEN BEAR RE LTD SERIES 2026-1                                                 | GOLDEN BEAR RE LTD UNSECURED 144A 01/29 VAR                   | CUSIP: 38090EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1250000 | PA      | $1251011.88    | 0.01%             | 2029-01-08      | Floating      | 13.46%                | No            |                  2 | On Loan: No      |
| ARES XLIV CLO LTD 2017-44A                                                       | ARES CLO LTD ARES 2017 44A A1RR 144A                          | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2700000 | PA      | $2700855.60    | 0.03%             | 2034-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LIMITED                                                        | TRANSOCEAN AQUILA LTD SR SECURED 144A 09/28 8                 | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       180769 | PA      | $185998.13     | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-18151.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10/30 4.9          | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      7813000 | PA      | $7857846.70    | 0.08%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                 | VIRGIN MEDIA SECURED FIN SR SECURED REGS 01/30 4.25           | CUSIP: ACI1FYG47<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      1085000 | PA      | $1347588.64    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB2 TRUST                                                              | ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A                | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1413464 | PA      | $1402724.23    | 0.01%             | 2053-04-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260205                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $182.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                       | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48400000 | PA      | $42782953.49   | 0.42%             | 2056-02-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | TURKIYE GOVERNMENT BOND BONDS 05/26 VAR                       | CUSIP: ACI2Q1SN0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     31100000 | PA      | $728511.81     | 0.01%             | 2026-05-20      | Floating      | 42.56%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-7922.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                      | WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75                  | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |        32000 | PA      | $32131.52      | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $53.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM TRUST 2024-R1                                                                | CIM TRUST CIM 2024 R1 A1 144A                                 | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3648920 | PA      | $3633332.89    | 0.04%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260805                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-476043.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA 2025 EUR TERM LOAN B11                       | CUSIP: BA000QF11<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |      3000000 | PA      | $3492106.77    | 0.03%             | 2028-04-30      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 01/28 6.625                 | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8236720.00    | 0.08%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES4                                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A1A 144A           | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6671786 | PA      | $6756388.56    | 0.07%             | 2044-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      6263000 | PA      | $5969023.36    | 0.06%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260420                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $2230.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                                | MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A           | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $2005991.26    | 0.02%             | 2039-03-19      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-21673.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT EDUCATION FUNDING TRUST 2024-A                                            | ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A            | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1547337 | PA      | $1591123.60    | 0.02%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3                                                              | LUXCO3 SHARES COMMON STOCK                                    | CUSIP: 929YHW907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |        10798 | NS      | $190495.85     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST                                       | JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75               | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1511085 | PA      | $1359093.88    | 0.01%             | 2033-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20261221                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-80380.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R05                                     | FANNIE MAE   CAS CAS 2022 R05 2B2 144A                        | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5800000 | PA      | $6184087.02    | 0.06%             | 2042-04-25      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 25-18A LTD                                              | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 18A B 144A           | CUSIP: 03331MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $502379.81     | 0.00%             | 2040-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-CES1                                                                   | ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 CES1 A1 144A         | CUSIP: 281907AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4600537 | PA      | $4637131.43    | 0.05%             | 2060-01-26      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-1PL                                                          | ACHV ABS TRUST ACHV 2024 1PL A 144A                           | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       186144 | PA      | $187103.83     | 0.00%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)                                   | INVERSION ESCROW ISSUER SR SECURED 144A 08/32 6.75            | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       800000 | PA      | $799617.20     | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD                                                            | BUCKHORN PARK CLO, LTD. BKPRK 2019 1A ARR 144A                | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1800000 | PA      | $1800036.00    | 0.02%             | 2034-07-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSECURED 04/30 4.85                          | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4086597.40    | 0.04%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 01/30 8                        | CUSIP: ACI0725J7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     83750000 | PA      | $5172169.38    | 0.05%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-HE3                                              | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE3 A3              | CUSIP: 46629VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1161661 | PA      | $1082062.83    | 0.01%             | 2036-11-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $3813.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                              | CITADEL FINANCE LLC COMPANY GUAR 144A 02/30 5.9               | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     15580000 | PA      | $15911946.08   | 0.16%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SEASONED MORTGAGE TRUST 2025-1                                         | JP MORGAN SEASONED MORTGAGE TR JPSMT 2025 1 A4 144A           | CUSIP: 46659PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       928328 | PA      | $875301.74     | 0.01%             | 2063-01-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       466000 | PA      | $464859.47     | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC 1ST MORTGAGE 03/34 5.35                 | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      2995000 | PA      | $3114108.45    | 0.03%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-10                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MV4                | CUSIP: 126673JW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       777399 | PA      | $737276.33     | 0.01%             | 2034-12-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $241150.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                     | COTIVITI CORPORATION 2024 TERM LOAN                           | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |       982562 | PA      | $946536.85     | 0.01%             | 2031-05-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/45 4.875                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       115000 | PA      | $116150.00     | 0.00%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2                              | SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM2 A1 144A          | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12574078 | PA      | $12714515.29   | 0.12%             | 2065-02-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 10/27 VAR                                        | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       250000 | PA      | $254792.37     | 0.00%             | 2027-10-19      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-11805.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 B                 | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000000 | PA      | $20227612.00   | 0.20%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLAT FIN US/SARL SR SECURED 144A 05/28 5                  | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4196907.45    | 0.04%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                     | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363          | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |      7787000 | PA      | $7177313.80    | 0.07%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| CITADEL LIMITED PARTNERSHIP                                                      | CITADEL LP SR UNSECURED 144A 01/32 6.375                      | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |      7920000 | PA      | $8410309.62    | 0.08%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS INTERNATIONAL LP                                            | ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN                  | CUSIP: BA000JN59<br>LEI: 2549007PAQ06QVDCLR50 | Long             | LON              | CORP              | US        |     22500000 | PA      | $22662770.63   | 0.22%             | 2029-12-18      | Floating      | 7.22%                 | No            |                  3 | On Loan: No      |
| CANYON CLO 2020-1 LTD                                                            | CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A                 | CUSIP: 13876LAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5200000 | PA      | $5195822.11    | 0.05%             | 2034-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICA TREASURY BILL 7.99  06.05.2026                   | CUSIP: ACI2WXR79<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     97200000 | PA      | $5748119.45    | 0.06%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                                  | AES CORP/THE SR UNSECURED 06/28 5.45                          | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       310000 | PA      | $317294.67     | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-78214.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 04/35 5.7                     | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5019000 | PA      | $5197981.66    | 0.05%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-3                                                | VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A               | CUSIP: 92540MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2206879 | PA      | $2233366.09    | 0.02%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                                     | SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A                    | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1786789 | PA      | $1796388.41    | 0.02%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2024-1                            | FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 B 144A             | CUSIP: 35105AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1009275.40    | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-18N                                                         | LEHMAN XS TRUST LXS 2006 18N A4                               | CUSIP: 52522GAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1632716 | PA      | $1345392.40    | 0.01%             | 2036-12-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-35240.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                              | STRYKER CORP SR UNSECURED 06/30 1.95                          | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $908381.16     | 0.01%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-4 TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 4 A 144A             | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1327938 | PA      | $1329717.76    | 0.01%             | 2035-08-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CMA CGM                                                                          | CMA CGM SA SR UNSECURED REGS 07/29 5.5                        | CUSIP: ACI2PV2P8<br>LEI: 969500BZJ49IICIBZZ08 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1219722.23    | 0.01%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2A LTD                                                             | VOYA CLO LTD VOYA 2019 2A AR 144A                             | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       363147 | PA      | $363385.38     | 0.00%             | 2032-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/34 9.75           | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     10493000 | PA      | $11034214.46   | 0.11%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI FINANCIAL CORP COMPANY GUAR 144A 12/31 4.625               | CUSIP: ACI379J02<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      5200000 | PA      | $6159133.77    | 0.06%             | 2031-12-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-HE2                                                | HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 1A               | CUSIP: 44328BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4865968 | PA      | $1820317.22    | 0.02%             | 2036-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| SHACKLETON CLO LTD 2019-14A                                                      | SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A                   | CUSIP: 81880XAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1301130.81    | 0.01%             | 2034-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC                                   | DIAMOND FRGN/DIAMOND FIN SECURED 144A 10/30 8.5               | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      8787000 | PA      | $9340168.01    | 0.09%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PEN SOLD USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $36420.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $21799.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | HOST HOTELS + RESORTS LP SR UNSECURED 09/30 3.5               | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      3018000 | PA      | $2880299.65    | 0.03%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORPORATION                                                     | FREEDOM MORTGAGE CORP SR UNSECURED 144A 01/27 6.625           | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      1560000 | PA      | $1571397.64    | 0.02%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                                 | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 04/30 9.25          | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       800000 | PA      | $872600.00     | 0.01%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 08/34 5.55                   | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7483000 | PA      | $7631398.14    | 0.07%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PALM RE LTD                                                                      | PALM RE LTD UNSECURED 144A 06/32 VAR                          | CUSIP: 69664FAB4<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |       900000 | PA      | $941040.00     | 0.01%             | 2032-06-07      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| ICG US CLO LTD 2015-2RA                                                          | ICG US CLO LTD ICG 2015 2RA A1R 144A                          | CUSIP: 44933WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8161293 | PA      | $8169186.20    | 0.08%             | 2033-01-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| KKR CLO 42A LTD                                                                  | KKR FINANCIAL CLO LTD KKR 42A AR 144A                         | CUSIP: 48255EAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2100000 | PA      | $2101575.00    | 0.02%             | 2034-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2005-12                                                   | GSAA HOME EQUITY TRUST GSAA 2005 12 AF3                       | CUSIP: 362341SR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       397725 | PA      | $262453.09     | 0.00%             | 2035-09-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-7                                                | VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A               | CUSIP: 92539YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       551421 | PA      | $558819.23     | 0.01%             | 2068-10-25      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-1                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A             | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       673841 | PA      | $675596.98     | 0.01%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| BROAD RIVER BSL FUNDING CLO LTD2020-1A                                           | BROAD RIVER BSL FUNDING CLO LT BDRVR 2020 1A AR 144A          | CUSIP: 11124TAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3761473.24    | 0.04%             | 2034-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/36 6.45              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      2369000 | PA      | $2526207.95    | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AASET-2025-2A                                                                    | APOLLO AVIATION SECURITIZATION AASET 2025 2A A 144A           | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14455749 | PA      | $14571746.70   | 0.14%             | 2050-02-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)                                           | IHO VERWALTUNGS GMBH SR SECURED 144A 11/32 8                  | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $211448.20     | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 09/33 6.75                  | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $7604089.35    | 0.07%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.75000 12/20/28-5Y LCH                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |            1 | NC      | $-32104.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS (RAND PARENT LLC)                                                          | RAND PARENT LLC SR SECURED 144A 02/30 8.5                     | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5995000 | PA      | $6250135.33    | 0.06%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/3.75000 03/18/26-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $-1680413.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $34280.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260323                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-357158.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC                                                                  | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 7 A1 144A            | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7669168 | PA      | $7678874.36    | 0.08%             | 2029-11-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 3.00000 03/18/26-30Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $3712490.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-110132.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 36 LTD 2025-52A                                                     | SYMPHONY CLO LTD SYMP 2025 52A AR 144A                        | CUSIP: 87170MAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3100000 | PA      | $3100000.00    | 0.03%             | 2036-01-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| OFSI BSL X LTD                                                                   | OFSI FUND LTD OFSBS 2021 10A AR 144A                          | CUSIP: 67115PAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     16300000 | PA      | $16322503.78   | 0.16%             | 2034-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS COMPANY GUAR 144A 08/33 7.375              | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1607488.00    | 0.02%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260105                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $4095.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2025-2                                              | UPSTART SECURITIZATION TRUST UPST 2025 2 A2 144A              | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5848015 | PA      | $5878797.61    | 0.06%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-3                             | BRIDGECREST LENDING AUTO SECUR BLAST 2025 3 A2                | CUSIP: 107920AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       425977 | PA      | $426686.48     | 0.00%             | 2028-02-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-1                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 1 MV7                 | CUSIP: 126673XD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4848369 | PA      | $4837506.82    | 0.05%             | 2035-07-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC (STAR PARENT INC)                                              | STAR PARENT INC SR SECURED 144A 10/30 9                       | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      1257000 | PA      | $1343051.84    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260304                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $4858.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260205                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $353.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                             | COGENT COMMS GRP / FIN SR SECURED 144A 07/32 6.5              | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20471000 | PA      | $19170221.28   | 0.19%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2017-3                                             | MILL CITY MORTGAGE TRUST MCMLT 2017 3 B1 144A                 | CUSIP: 59980CAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3001944 | PA      | $2695952.89    | 0.03%             | 2061-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| DRYDEN 95 CLO LTD                                                                | DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A                | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     48500000 | PA      | $48483651.14   | 0.48%             | 2034-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP BOA                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |            1 | NC      | $1027593.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LIMITED                                                         | AVILEASE CAPITAL LTD COMPANY GUAR 144A 11/30 4.75             | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |     10000000 | PA      | $9928102.50    | 0.10%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC / FIRST TRANSIT PARENT INC                               | FRST STU BID/FRST TRANS SR SECURED 144A 07/29 4               | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3830000 | PA      | $3735951.67    | 0.04%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260218                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $37302.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                       | COPT DEFENSE PROP LP COMPANY GUAR 10/30 4.5                   | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |       600000 | PA      | $598102.73     | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3661000 | PA      | $3627102.59    | 0.04%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $141656.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-11007.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT EDUCATION LOAN TRUST 2025-A                                              | NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A              | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2856718 | PA      | $2890894.67    | 0.03%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP CBK                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |            1 | NC      | $287537.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 06/34 VAR                    | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      7436000 | PA      | $7728549.42    | 0.08%             | 2034-06-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST                                     | AIR CANADA 2015 1A PTT PASS THRU CE 144A 09/28 3.6            | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1383912 | PA      | $1369117.07    | 0.01%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2005-12                                                   | GSAA HOME EQUITY TRUST GSAA 2005 12 AF5                       | CUSIP: 362341ST7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2922551 | PA      | $1925912.30    | 0.02%             | 2035-09-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9                  | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      7100000 | PA      | $2211116.30    | 0.02%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| HANDSHAKE RE LTD                                                                 | HANDSHAKE RE LTD UNSECURED 144A 01/30 VAR                     | CUSIP: 410290AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       250000 | PA      | $250303.78     | 0.00%             | 2030-01-08      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 10/28 3.125                  | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     13561000 | PA      | $12518318.98   | 0.12%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ARES LX CLO LTD 60A                                                              | ARES CLO LTD ARES 2021 60A AR 144A                            | CUSIP: 04018FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500153.07     | 0.00%             | 2034-07-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                   | SMRT SMRT 2022 MINI A 144A                                    | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1500376.95    | 0.01%             | 2039-01-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-8                                              | PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A             | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1313329 | PA      | $1318382.50    | 0.01%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2021-A                                             | COLLEGE AVE STUDENT LOANS CASL 2021 A A1 144A                 | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1989780 | PA      | $1987687.65    | 0.02%             | 2051-07-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-3A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2025 3A A3 144A               | CUSIP: 37989YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9300000 | PA      | $9339301.80    | 0.09%             | 2029-03-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD                                          | GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A            | CUSIP: 38136NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5001606.15    | 0.05%             | 2034-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $34634.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP EURO CLO 2022-6 DAC 6A                                                       | OCP EURO CLO OCPE 2022 6A ARR 144A                            | CUSIP: ACI2YHRS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      2900000 | PA      | $3410944.46    | 0.03%             | 2036-07-20      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  MAR26 IFLL 20260327                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1675 | NC      | $1782334.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTIMATE KRONOS GROUP INC                                                        | UKG, INC, 2024 TERM LOAN B                                    | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |       888772 | PA      | $890732.24     | 0.01%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                         | SNAP INC COMPANY GUAR 144A 03/33 6.875                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     30191000 | PA      | $31309130.03   | 0.31%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 04/32 5.1                 | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     11705000 | PA      | $12060017.10   | 0.12%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                                      | HOLOGIC INC COMPANY GUAR 144A 02/29 3.25                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     14717000 | PA      | $14516569.32   | 0.14%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260202                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-53.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 01/35 6.033                                | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      4902000 | PA      | $5252167.36    | 0.05%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                      | NATIONAL FOOTBALL LEAGUE 5YR OCT SR SEC                       | CUSIP: 958BJNII0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1016841.49    | 0.01%             | 2030-10-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-8                                                  | ANGEL OAK MORTGAGE TRUST AOMT 2025 8 A1 144A                  | CUSIP: 03466UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1976391 | PA      | $1992976.76    | 0.02%             | 2070-07-25      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $2370.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO 2024-5C8 MORTGAGE TRUST                                                      | BMO MORTGAGE TRUST BMO 2024 5C8 A3                            | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5700000 | PA      | $5938071.90    | 0.06%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 09/31 5.125                         | CUSIP: ACI2R9YZ8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2000000 | PA      | $2406668.55    | 0.02%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 11/31 5.125                   | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     14869000 | PA      | $15070028.14   | 0.15%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-INV1                                                        | NEW YORK MORTGAGE TRUST NYMT 2024 INV1 A1 144A                | CUSIP: 62956XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5393336 | PA      | $5429379.60    | 0.05%             | 2069-06-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXV LTD                                                    | MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A               | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       801853 | PA      | $802255.64     | 0.01%             | 2032-04-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| YINSON PRODUCTION FINANCIAL SERVICES PTE LTD                                     | YINSON PRODUCTION FINANC SR SECURED 144A REGS 05/29 9.6       | CUSIP: ACI2NT341<br>LEI: 254900TYMSC94RS33U73 | Long             | DBT              | CORP              | SG        |      2900000 | PA      | $3041533.80    | 0.03%             | 2029-05-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                         | ENCORE CAPITAL GROUP INC SR SECURED 144A 04/31 6.625          | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      5907000 | PA      | $5941397.05    | 0.06%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL DJ9049 G2 06/55 FIXED 7                          | CUSIP: 3618KWBS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       979211 | PA      | $995290.96     | 0.01%             | 2055-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $1659.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260105                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $29908.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 12.905 12/05/25-01/02/29 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-31341.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 2025 TERM LOAN M                                | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      3690750 | PA      | $3710292.52    | 0.04%             | 2032-08-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345                 | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      4845000 | PA      | $4782860.55    | 0.05%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2024-1 ISSUER TRUST                                           | STREAM INNOVATIONS ISSUER TRUS STRE 2024 1A A 144A            | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1468125 | PA      | $1527612.35    | 0.01%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2024-1A                                                         | FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A                  | CUSIP: 31568AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1358309 | PA      | $1367032.31    | 0.01%             | 2030-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-22764.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F062630<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    358782752 | PA      | $373282042.03  | 3.66%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                         | ENCORE CAPITAL GROUP INC SR SECURED 144A 04/29 9.25           | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      3484000 | PA      | $3675620.00    | 0.04%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XI 2012-11A                                                           | APIDOS CLO APID 2012 11A AR4 144A                             | CUSIP: 03763YBY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     22200000 | PA      | $22226776.97   | 0.22%             | 2034-04-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q039                | FHLMC MULTIFAMILY STRUCTURED P FHMS Q039 A                    | CUSIP: 3137HPER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1700000 | PA      | $1657974.30    | 0.02%             | 2054-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $282778.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRION SQUARE RESIDENTIAL 2024-1 DAC24-1A                                       | MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A               | CUSIP: ACI2PXBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      7679985 | PA      | $9039041.62    | 0.09%             | 2081-03-24      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 25-NPL14                                    | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL14 A1 144A        | CUSIP: 69393CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3400000 | PA      | $3404317.39    | 0.03%             | 2055-12-25      | Fixed         | 5.26%                 | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUE SR SECURED 144A 12/30 6.125             | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     28400000 | PA      | $28937453.81   | 0.28%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXVI LTD 2019-36A                                          | MADISON PARK FUNDING LTD MDPK 2019 36A A1RR 144A              | CUSIP: 55819PBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $999918.50     | 0.01%             | 2035-04-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55                | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1186000 | PA      | $1181401.34    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOFTBANK GROUP CORP SNR JP SP GST                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-26850.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GROUP / JSG FINANCE INC                                              | JANE STREET GRP/JSG FIN SR SECURED 144A 11/32 6.125           | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6731000 | PA      | $6853706.13    | 0.07%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DRYDEN 86 CLO LTD 2020-86A                                                       | DRYDEN SENIOR LOAN FUND DRSLF 2020 86A A1R2 144A              | CUSIP: 26245XAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500095.64     | 0.00%             | 2034-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569                  | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19455000 | PA      | $18131137.25   | 0.18%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| PPMC-2021-5A                                                                     | PPM CLO, LTD. PPMC 2021 5A AR 144A                            | CUSIP: 69356TAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2500045.75    | 0.02%             | 2034-10-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SR UNSECURED 05/34 6.528                        | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      7151000 | PA      | $7914084.00    | 0.08%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2025-RPL1                                   | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL1 A1 144A         | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1831194 | PA      | $1795945.86    | 0.02%             | 2069-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PATTERSON (PARADIGM PARENT LLC/PARADIGM PARENT CO-ISSUER INC)                    | PARADIGM PRNT/CO ISSUER SR SECURED 144A 04/32 8.75            | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3105000 | PA      | $2815800.30    | 0.03%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A                                       | OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A        | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10600000 | PA      | $10597350.00   | 0.10%             | 2035-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5               | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       955075 | PA      | $924181.66     | 0.01%             | 2031-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260305                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-78.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-NC2                                                             | GSAMP TRUST GSAMP 2006 NC2 A2B                                | CUSIP: 362463AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       796243 | PA      | $441564.62     | 0.00%             | 2036-06-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US SR SECURED 144A 09/32 7.875           | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     12827000 | PA      | $12187026.59   | 0.12%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO IV LTD 2021-4A                                                        | ROMARK CLO LTD RMRK 2021 4A A2AR 144A                         | CUSIP: 77588LAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4508291.52    | 0.04%             | 2034-07-10      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-2A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2025 2A A3 144A               | CUSIP: 37989BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19000000 | PA      | $19117378.20   | 0.19%             | 2029-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                      | GLOBAL MEDICAL RESPONSE INC 2025 TERM LOAN B                  | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |      2090000 | PA      | $2105518.25    | 0.02%             | 2032-10-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                          | VERSANT MEDIA GROUP INC TERM LOAN B                           | CUSIP: BA000R742<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |      1500000 | PA      | $1502347.50    | 0.01%             | 2030-10-23      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260225                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-54827.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260406                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $2227.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA SR UNSECURED 04/29 2.25                  | CUSIP: ACI1N5XG5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6751238900 | PA      | $1580392.04    | 0.02%             | 2029-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-B                                    | CPS AUTO TRUST CPS 2025 B C 144A                              | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3300000 | PA      | $3331019.34    | 0.03%             | 2031-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                            | TD SYNNEX CORP SR UNSECURED 10/35 5.3                         | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      4682000 | PA      | $4638300.27    | 0.05%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-16N                                                         | LEHMAN XS TRUST LXS 2007 16N 1A1                              | CUSIP: 52525BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8126523 | PA      | $7492179.26    | 0.07%             | 2047-09-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO I LTD 2023-1A          | NEUBERGER BERMAN LOAN ADVISERS NEUBL 2023 1A A2R 144A         | CUSIP: 640977AQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     10000000 | PA      | $10048720.70   | 0.10%             | 2036-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XVIII LTD 2017-4A                                                | SOUND POINT CLO LTD SNDPT 2017 4A A1 144A                     | CUSIP: 83609TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        30922 | PA      | $30959.95      | 0.00%             | 2031-01-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-A                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 A A1A 144A            | CUSIP: 78450QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       880529 | PA      | $897006.96     | 0.01%             | 2053-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.32 05/08/25-01/02/29 CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-10575.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                                                 | CARPENTER TECHNOLOGY SR UNSECURED 144A 03/34 5.625            | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |       600000 | PA      | $610185.00     | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                                                        | EVERGY KANSAS CENTRAL SR UNSECURED 03/28 4.7                  | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      4200000 | PA      | $4266162.47    | 0.04%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                     | AMS OSRAM AG SR UNSECURED REGS 03/29 10.5                     | CUSIP: ACI2L69P0<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      1300000 | PA      | $1596795.15    | 0.02%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260123                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $8390.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP               | LADDER CAP FIN LLLP/CORP COMPANY GUAR 08/30 5.5               | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2934000 | PA      | $3004410.13    | 0.03%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H8 MORTGAGE TRUST                                                     | CROSS MORTGAGE TRUST CROSS 2024 H8 A1 144A                    | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4348909 | PA      | $4383953.68    | 0.04%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES10                                                   | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES10 A1A 144A          | CUSIP: 74939LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4112333 | PA      | $4119519.37    | 0.04%             | 2055-11-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)                      | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8              | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       446000 | PA      | $463199.22     | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 04/29 2.125                                   | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     98385460 | PA      | $100483812.39  | 0.99%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 02/33 13.25                        | CUSIP: ACI2C9W52<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  90001200000 | PA      | $24147192.21   | 0.24%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260326                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $1645.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1                 | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      9400000 | PA      | $9118681.97    | 0.09%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE ISSUER TRUST 2025-B                                                 | AQUA FINANCE TRUST AQFIT 2025 B A 144A                        | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       761780 | PA      | $767709.11     | 0.01%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2020-DUNE                                           | GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE A 144A            | CUSIP: 36258BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5639680 | PA      | $5641148.93    | 0.06%             | 2036-12-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | COMMONSPIRIT HEALTH SR UNSECURED 09/30 4.352                  | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1892615.86    | 0.02%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.20000 09/09/24-7Y* CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $586362.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                             | CARNIVAL CORP COMPANY GUAR 144A 05/29 5.125                   | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      6910000 | PA      | $6990083.10    | 0.07%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                             | WSTN TRUST WSTN 2023 MAUI A 144A                              | CUSIP: 92943AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       400000 | PA      | $407511.20     | 0.00%             | 2037-07-05      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 07/35 VAR                    | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6468000 | PA      | $6675206.20    | 0.07%             | 2035-07-22      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                                     | ZF NA CAPITAL COMPANY GUAR 144A 04/30 6.75                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       530000 | PA      | $524091.29     | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                               | DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 10/28 18.4         | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |   2228000000 | PA      | $4564809.30    | 0.04%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2023-AA                                                | NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A               | CUSIP: 64032PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       231933 | PA      | $241626.87     | 0.00%             | 2041-02-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260226                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $8376.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-2                             | BRIDGECREST LENDING AUTO SECUR BLAST 2025 2 C                 | CUSIP: 10807HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000000 | PA      | $15202395.00   | 0.15%             | 2031-03-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2025-3                                              | UPSTART SECURITIZATION TRUST UPST 2025 3 A1 144A              | CUSIP: 91684FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       746748 | PA      | $747177.15     | 0.01%             | 2026-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EGP SOLD USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $4249.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3A                                    | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2025 3A A2 144A          | CUSIP: 96043QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18900000 | PA      | $18924728.76   | 0.19%             | 2028-04-17      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260506                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-328005.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INFOPRO DIGITAL (IPD 3 BV)                                                       | IPD 3 BV SR SECURED REGS 06/31 VAR                            | CUSIP: ACI2PJR03<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1185406.35    | 0.01%             | 2031-06-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A            | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4617828 | PA      | $4718371.22    | 0.05%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                       | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46600000 | PA      | $44178381.14   | 0.43%             | 2056-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)                | CCO HLDGS LLC/CAP CORP SR UNSECURED 05/32 4.5                 | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4350000 | PA      | $3907093.01    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2005-NC1                                               | STRUCTURED ASSET SECURITIES CO SASC 2005 NC1 M5               | CUSIP: 86359BZ53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       824941 | PA      | $842024.50     | 0.01%             | 2035-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                 | WILLIAMS COMPANIES INC SR UNSECURED 09/35 5.3                 | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       157000 | PA      | $159769.43     | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KWD BOUGHT USD 20300514                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $305211.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NGN SOLD USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $34741.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A            | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4123061 | PA      | $4095773.37    | 0.04%             | 2053-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO 2025-4 DAC 25-4A                                             | GROSVENOR PLACE CLO BV GROSV 2025 4A B 144A                   | CUSIP: ACI379JB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      6500000 | PA      | $7638799.93    | 0.07%             | 2039-08-15      | Floating      | 4.21%                 | No            |                  3 | On Loan: No      |
| BMO 2024-5C5 MORTGAGE TRUST                                                      | BMO MORTGAGE TRUST BMO 2024 5C5 A3                            | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19995000 | PA      | $20899057.93   | 0.21%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR TRUST 2022-DNA1                                                | FREDDIE MAC   STACR STACR 2022 DNA1 B2 144A                   | CUSIP: 35564KQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6000000 | PA      | $6320927.40    | 0.06%             | 2042-01-25      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 01/31 4.7          | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      2300000 | PA      | $2285787.52    | 0.02%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2025-3                                              | UPSTART SECURITIZATION TRUST UPST 2025 3 B 144A               | CUSIP: 91684FAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $498472.45     | 0.00%             | 2035-09-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 11/29 VAR                         | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       500000 | PA      | $530055.83     | 0.01%             | 2029-11-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL2 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RPL2 A1 144A         | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11361820 | PA      | $11116844.70   | 0.11%             | 2055-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 05/31 VAR                                        | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      5100000 | PA      | $5237542.05    | 0.05%             | 2031-05-28      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2022-CRE7 ISSUER LTD                                                    | LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A          | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       289089 | PA      | $289461.03     | 0.00%             | 2037-01-17      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $220.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2023-NQM5 TRUST                                                              | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM5 A1A 144A               | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       274776 | PA      | $276379.39     | 0.00%             | 2063-06-25      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                                                        | BAUSCH + LOMB CORP SR SECURED 144A 10/28 8.375                | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       250000 | PA      | $261250.00     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260309                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $243840.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC                           | TESLA LEASE ELECTRIC VEHICLE S TLEVS 2025 A A2 144A           | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6100000 | PA      | $6113948.87    | 0.06%             | 2028-06-20      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 08/29 3.8                    | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1378961.37    | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP BPS                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |            1 | NC      | $1737010.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 11/36 3.187                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     11924000 | PA      | $10117145.91   | 0.10%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 09/34 5.6                     | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     12444000 | PA      | $12812775.33   | 0.13%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-1605928.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC (AKA: PPL ENERGY SUPPLY LLC)                             | TALEN ENERGY SUPPLY LLC COMPANY GUAR 144A 02/34 6.25          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4081535.60    | 0.04%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS C 144A                                 | CUSIP: 990ABJSB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      1900000 | PA      | $1267965.06    | 0.01%             | 2057-12-30      | Floating      | 6.16%                 | No            |                  3 | On Loan: No      |
| NEWMARK GROUP INC                                                                | NEWMARK GROUP INC SR UNSECURED 01/29 7.5                      | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12469000 | PA      | $13388010.56   | 0.13%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISSUER INC                                            | ASURION LLC/ASURION CO SR SECURED 144A 12/32 8                | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9800000 | PA      | $10173638.92   | 0.10%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                    | SIXTH STREET LENDING PAR SR UNSECURED 01/30 5.75              | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     13671000 | PA      | $13860475.96   | 0.14%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260116                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-3094.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY MEDIA INC SECURED 144A 07/32 9.625                       | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $12462280.44   | 0.12%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-1A                                                          | REACH FINANCIAL LLC REACH 2025 1A C 144A                      | CUSIP: 75525PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1200000 | PA      | $1222610.64    | 0.01%             | 2032-08-16      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $252149.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $87.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 02/31 7                        | CUSIP: S69124NF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    562500000 | PA      | $33231657.61   | 0.33%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2                                      | CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A        | CUSIP: 16159RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       932332 | PA      | $844644.60     | 0.01%             | 2063-03-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARAN FUNDING 2025-1 DAC 25-1A                                                    | ARAN FUNDING 2025 1 DAC ARANF 2025 1A A 144A                  | CUSIP: ACI34GBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      4165377 | PA      | $4894783.52    | 0.05%             | 2065-12-24      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING VI CLO LTD 2016-6A                                                 | CEDAR FUNDING LTD CEDF 2016 6A AR3 144A                       | CUSIP: 15032DAZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1900000 | PA      | $1900582.20    | 0.02%             | 2034-04-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| KKR CLO 33 LTD 33A                                                               | KKR FINANCIAL CLO LTD KKR 33A AR 144A                         | CUSIP: 48254QAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       900000 | PA      | $900219.74     | 0.01%             | 2034-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2A                                    | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2025 2A A2A 144A         | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2100000 | PA      | $2106913.62    | 0.02%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| LRECS 2025-CRE1 LLC                                                              | LRECS 2025 CRE1 LLC LRECS 2025 CRE1 A 144A                    | CUSIP: 50230AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9600000 | PA      | $9618148.90    | 0.09%             | 2043-08-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ABILENE DC 7 LLC/ABILENE DC 8 LLC                                                | PROJECT FLASH TERM LOAN 1                                     | CUSIP: BA000KZ61<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3000000 | PA      | $3000000.00    | 0.03%             | 2030-04-30      | Floating      | 2.28%                 | No            |                  3 | On Loan: No      |
| WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)                      | WESTINGHOUSE AIR BRAKE COMPANY GUAR 11/26 3.45                | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |        60000 | PA      | $59718.45      | 0.00%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-3 LTD                                               | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 3A AR 144A            | CUSIP: 05683NAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $9984251.60    | 0.10%             | 2034-07-24      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LTD 2021-1A                      | BLACKBIRD CAPITAL AIRCRAFT BBIRD 2021 1A A 144A               | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1513891 | PA      | $1439141.21    | 0.01%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260218                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $798678.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2025-INV4                                     | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV4 A1 144A         | CUSIP: 26846DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       981209 | PA      | $984659.29     | 0.01%             | 2070-10-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                             | EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR              | CUSIP: 30014LAN4<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |       400000 | PA      | $421800.00     | 0.00%             | 2031-05-13      | Floating      | 15.06%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-30609.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260105                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-45198.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCAR TURKEY ENERJI AS VIA STEAS FUNDING 1 DAC                                   | SOCAR TURK ENRG FUNDING COMPANY GUAR REGS 03/26 7.23          | CUSIP: ACI25FN49<br>LEI: 213800EHE74BZ15ING86 | Long             | DBT              | CORP              | IE        |      4700000 | PA      | $4707659.78    | 0.05%             | 2026-03-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| FIELDSTONE MTGE INVESTMENT CORP 2005-3                                           | FIELDSTONE MORTGAGE INVESTMENT FMIC 2005 3 M1                 | CUSIP: 31659TEJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2030647 | PA      | $1807816.55    | 0.02%             | 2036-02-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 04/31 VAR                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $12396620.04   | 0.12%             | 2031-04-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/17/25-20Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $3354501.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO 2024-5C5 MORTGAGE TRUST                                                      | BMO MORTGAGE TRUST BMO 2024 5C5 A2                            | CUSIP: 05593RAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2400000 | PA      | $2467141.44    | 0.02%             | 2057-02-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-OAT FUTURE   MAR26 XEUR 20260306                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -927 | NC      | $1364469.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMEN SR SECURED 144A 01/28 3.75           | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     11522000 | PA      | $11356072.83   | 0.11%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KZT BOUGHT USD 20260603                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-9581.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT COP SOLD USD 20260102                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-3765.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2024-2                                              | DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 B                   | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6000000 | PA      | $6025974.00    | 0.06%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST 2024-1                                               | CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A               | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8000000 | PA      | $8003169.60    | 0.08%             | 2028-10-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                               | BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 07/33 7.5          | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     15739000 | PA      | $15038790.93   | 0.15%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC/ BRIGHTSTAR GLOBAL SOLUTIONS CORP                         | BRIGHTSTAR LOT/BRIGHSTAR SR SECURED 144A 01/33 5.75           | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2900000 | PA      | $2880584.24    | 0.03%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                  | MAREX GROUP PLC SR UNSECURED 05/28 5.829                      | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     13381000 | PA      | $13609978.35   | 0.13%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSECURED 03/50 3.4                       | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     10681000 | PA      | $7398312.46    | 0.07%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP INC (STONEPEAK NILE PARENT LLC)                     | STONEPEAK NILE PARENT SR SECURED 144A 03/32 7.25              | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     17081000 | PA      | $18097080.37   | 0.18%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2023-DSC2                                             | JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A              | CUSIP: 46657BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       369597 | PA      | $371332.95     | 0.00%             | 2063-11-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260819                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-80462.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2023-NQM7 TRUST                                                              | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM7 A1 144A                | CUSIP: 67117XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       648213 | PA      | $654450.87     | 0.01%             | 2063-04-25      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260202                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-1107.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260203                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $1011044.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM1                              | SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM1 A1 144A          | CUSIP: 80262BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1732700 | PA      | $1746132.06    | 0.02%             | 2065-01-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| VB DPR FINANCE COMPANY                                                           | VB DPR FINANCE COMPANY VAKIFBANK DPR 2025 E 4A2 SR SE         | CUSIP: 959DHQII0<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | DBT              | CORP              | US        |      4200000 | PA      | $4511935.18    | 0.04%             | 2035-03-15      | Fixed         | 6.83%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP JPM                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |            1 | NC      | $1647449.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                               | NEWFOLD DIGITAL HLDGS GRP INC. 2025 SUPER PRTY NEW MONEY TL A | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |       268925 | PA      | $253629.72     | 0.00%             | 2029-04-30      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS A1 144A                                | CUSIP: 990ABJRT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    151700000 | PA      | $101237000.02  | 0.99%             | 2057-12-30      | Floating      | 4.54%                 | No            |                  3 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 03/30 5.1                    | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15357000 | PA      | $15661148.15   | 0.15%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $11867.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95                | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1850000 | PA      | $1114001.11    | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-B                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 B A1A 144A            | CUSIP: 83208BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1520670 | PA      | $1534440.74    | 0.02%             | 2053-03-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $17576.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                       | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     59300000 | PA      | $1380429.17    | 0.01%             | 2028-05-17      | Floating      | 42.56%                | No            |                  2 | On Loan: No      |
| FOOTBALL CLUB TERM NOTES 2024-XVII TRUST                                         | NATIONAL FOOTBAL LEAGUE 4.5YR                                 | CUSIP: 902EYJ902<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $816925.55     | 0.01%             | 2028-10-05      | Fixed         | 5.48%                 | Yes           |                  3 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-INV2                                             | VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A            | CUSIP: 92540BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       689600 | PA      | $693452.85     | 0.01%             | 2068-08-25      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                                  | VALARIS LTD SECURED 144A 04/30 8.375                          | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      6690000 | PA      | $6964818.51    | 0.07%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | MARVELL TECHNOLOGY INC SR UNSECURED 02/29 5.75                | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1564707.47    | 0.02%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                             | APPLOVIN CORP SR UNSECURED 12/29 5.125                        | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1026065.45    | 0.01%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 28 LTD                                                     | ANCHORAGE CAPITAL CLO LTD ANCHC 2024 28A A 144A               | CUSIP: 03330RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1508658.06    | 0.01%             | 2037-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 07/48 5.2                              | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       786000 | PA      | $709053.81     | 0.01%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-30.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                                                    | TIDEWATER INC COMPANY GUAR 144A 07/30 9.125                   | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |      2483000 | PA      | $2666118.92    | 0.03%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-INV1                                             | VERUS SECURITIZATION TRUST VERUS 2024 INV1 A1 144A            | CUSIP: 92540FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8561582 | PA      | $8656063.73    | 0.08%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $-89.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRINITAS CLO VI LTD 2017-6A                                                      | TRINITAS CLO LTD TRNTS 2017 6A AR4 144A                       | CUSIP: 89640YBQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000902.76    | 0.02%             | 2034-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EGP SOLD USD 20260218                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $38571.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260123                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-19060.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2023-NQM6 TRUST                                                              | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A                | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       259462 | PA      | $260889.51     | 0.00%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45              | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5964991 | PA      | $6152878.40    | 0.06%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 09/34 5.625              | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1950000 | PA      | $1979987.80    | 0.02%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES6                                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES6 A1A 144A           | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3522417 | PA      | $3540397.22    | 0.03%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-2121.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF2 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2023 RCF2 A1 144A         | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       792767 | PA      | $786546.80     | 0.01%             | 2053-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A         | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5286131 | PA      | $5216216.84    | 0.05%             | 2061-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HOLDINGS SA                                                  | CONTOURGLOBAL POWER HLDG SR SECURED 144A 02/30 6.75           | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      7898000 | PA      | $8153579.28    | 0.08%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $2701.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                                     | ZF NA CAPITAL COMPANY GUAR 144A 03/31 7.5                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       930000 | PA      | $940659.66     | 0.01%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2004-OPT1                                           | MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 OPT1 M1              | CUSIP: 59020UKP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3555869 | PA      | $3796491.24    | 0.04%             | 2035-06-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                               | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE B TERM LOAN       | CUSIP: 65131PAD1<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |       431959 | PA      | $275373.85     | 0.00%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                                 | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 02/41 7.625         | CUSIP: 283875AQ5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       725000 | PA      | $726087.50     | 0.01%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.30000 12/02/24-29Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2180296.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $12478.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A                                       | OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A          | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       833787 | PA      | $834789.28     | 0.01%             | 2030-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260108                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $48917.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 45 LTD 2019-1A                                       | OCTAGON INVESTMENT PARTNERS 45 OCT45 2019 1A A1RR 144A        | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5700000 | PA      | $5701084.20    | 0.06%             | 2035-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 01/36 VAR                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      9138000 | PA      | $9532961.17    | 0.09%             | 2036-01-24      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES TRUST LLC 2006-NC2                          | SECURITIZED ASSET BACKED RECEI SABR 2006 NC2 M1               | CUSIP: 81376EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3626803 | PA      | $3518367.28    | 0.03%             | 2036-03-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3               | SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2C              | CUSIP: 84751XAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2258396 | PA      | $1595869.24    | 0.02%             | 2037-09-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-403829.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 C                 | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $517106.00     | 0.01%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $37.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2024 5A B                  | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8000000 | PA      | $8007433.60    | 0.08%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QJ7714 FR 10/54 FIXED 6.5                   | CUSIP: 3133CYSB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       903013 | PA      | $941677.11     | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260326                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $21836.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     17368000 | PA      | $15551619.13   | 0.15%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                             | THAMES WATER SUPER SEN SR SECURED REGS 10/27 9.75             | CUSIP: ACI2VYD73<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $776734.12     | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                            | QNITY ELECTRONICS INC SR SECURED 144A 08/32 5.75              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2763979.20    | 0.03%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF5 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF5 A1 144A         | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       957232 | PA      | $958562.26     | 0.01%             | 2055-10-25      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-5                                                 | TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A                | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16343997 | PA      | $16413096.23   | 0.16%             | 2064-10-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-1 TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A             | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7128876 | PA      | $7156693.29    | 0.07%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $6236.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL OMO110626                                    | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   6891203000 | PA      | $4365896.12    | 0.04%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH AND WELLNESS COMPANY INC                                            | PETCO HEALTH AND WELLNESS COMP 2021 TERM LOAN B               | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |      7216494 | PA      | $7154721.09    | 0.07%             | 2028-03-03      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-J2                                                           | PMT LOAN TRUST PMTLT 2025 J2 A11 144A                         | CUSIP: 69392TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       628062 | PA      | $628435.76     | 0.01%             | 2056-08-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC CORP HOME EQ 2005-HE8                                           | ASSET BACKED SECURITIES CORP H ABSHE 2005 HE8 M5              | CUSIP: 04541GUS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5283000 | PA      | $4732870.12    | 0.05%             | 2035-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-INV3                                             | VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A            | CUSIP: 92540CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       988181 | PA      | $1002774.49    | 0.01%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-17                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A3                | CUSIP: 12666VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6221602 | PA      | $5984225.27    | 0.06%             | 2047-03-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $3432.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC 2024-RCF4                                                       | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RCF4 A1 144A         | CUSIP: 74448JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       676923 | PA      | $670952.17     | 0.01%             | 2054-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.51000 04/09/25-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $59504.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARROWMARK COLORADO HOLDINGS 2018-3A                                              | ELEVATION CLO LTD AWPT 2018 3A A1R2 144A                      | CUSIP: 28623VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     18000000 | PA      | $18025248.24   | 0.18%             | 2035-01-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 11/40 12.75                        | CUSIP: ACI2WQVJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  79018000000 | PA      | $20515579.71   | 0.20%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2004-2X                                                   | SLM STUDENT LOAN TR 04 2 ASSET BACKED REGS 07/39 VAR          | CUSIP: B00KKMII6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1053553 | PA      | $1165834.39    | 0.01%             | 2039-07-25      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MORGAN STANLEY SNR S* ICE                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $44825.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2004-5X                                                   | SLM STUDENT LOAN TRUST SLMA 2004 5X A6 REGS                   | CUSIP: B02JZGII4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1066314 | PA      | $1168605.04    | 0.01%             | 2039-10-25      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-6                                                  | ANGEL OAK MORTGAGE TRUST AOMT 2023 6 A1 144A                  | CUSIP: 03464UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       616971 | PA      | $622189.69     | 0.01%             | 2067-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-R1                                                                | CIM TRUST CIM 2019 R1 A 144A                                  | CUSIP: 12555VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1002033 | PA      | $924962.26     | 0.01%             | 2058-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-3                              | AMERICAN CREDIT ACCEPTANCE REC ACAR 2025 3 A 144A             | CUSIP: 02528EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       373927 | PA      | $375030.69     | 0.00%             | 2029-01-12      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-11                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 B 144A            | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1869492 | PA      | $1883963.69    | 0.02%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-11                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 11 M5                 | CUSIP: 126673LV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3471491 | PA      | $3299977.41    | 0.03%             | 2034-12-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-DA                                                | NELNET STUDENT LOAN TRUST NSLT 2025 DA A1A 144A               | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10300000 | PA      | $10272750.32   | 0.10%             | 2054-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                                                              | AMER SPORTS COMPANY SR SECURED 144A 02/31 6.75                | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |       775000 | PA      | $813186.58     | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $25282.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                                             | ATLX TRUST ATLX 2024 RPL2 A1 144A                             | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5420720 | PA      | $5301016.71    | 0.05%             | 2063-04-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                                    | LINEAGE OP LP COMPANY GUAR 144A 07/30 5.25                    | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |     10124000 | PA      | $10223829.83   | 0.10%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2005-NC1                                                             | GSAMP TRUST GSAMP 2005 NC1 M2                                 | CUSIP: 36242DUH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5222520 | PA      | $5077342.52    | 0.05%             | 2035-02-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                                                     | DELOITTE LLP SR UNSEC A                                       | CUSIP: 958XFEII6<br>LEI: 549300FJV7IV1ZHGAV28 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2041104.28    | 0.02%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| MADISON PARK FUNDING XLVI LTD 2020-46A                                           | MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A               | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     30000000 | PA      | $29979579.60   | 0.29%             | 2034-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | CIVITAS RESOURCES INC COMPANY GUAR 144A 06/33 9.625           | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      3075000 | PA      | $3322055.31    | 0.03%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 25-19A LTD                                              | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A B 144A           | CUSIP: 03331VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2300000 | PA      | $2295909.15    | 0.02%             | 2040-10-25      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                              | AXON ENTERPRISE INC SR UNSECURED 144A 03/30 6.125             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     14820000 | PA      | $15336388.08   | 0.15%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF4 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF4 A1 144A         | CUSIP: 69382WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       448515 | PA      | $445508.88     | 0.00%             | 2055-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-40722.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AASET MT-1 LTD 2025-3A                                                           | APOLLO AVIATION SECURITIZATION AASET 2025 3A A 144A           | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     22996325 | PA      | $23077653.69   | 0.23%             | 2050-02-16      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                                | U S RENAL CARE INC 2025 TERM LOAN                             | CUSIP: BA000SL02<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |      2900000 | PA      | $2842000.00    | 0.03%             | 2030-09-25      | Floating      | 9.72%                 | No            |                  3 | On Loan: No      |
| PRET 2025-NPL13 LLC                                                              | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL13 A1 144A        | CUSIP: 74143UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4747568 | PA      | $4764264.27    | 0.05%             | 2055-12-25      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875          | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     11965000 | PA      | $10266709.80   | 0.10%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RCKT TRUST 2025-1A                                                               | RCKT TRUST RCKTL 2025 1A A 144A                               | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       306457 | PA      | $307338.12     | 0.00%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/32 5.5                                | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5583000 | PA      | $5820295.70    | 0.06%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2024 1A C                  | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1500000 | PA      | $1516167.30    | 0.01%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| KONA SPC LTD                                                                     | KONA SPC LTD COMPANY GUAR REGS 09/26 VAR                      | CUSIP: ACI300008<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |      1600000 | PA      | $1887107.69    | 0.02%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-2                                                  | ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A                  | CUSIP: 034942AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1414253 | PA      | $1427341.71    | 0.01%             | 2069-01-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XIX LTD                                                             | TRINITAS CLO LTD TRNTS 2022 19A A1R 144A                      | CUSIP: 89642FAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     20422711 | PA      | $20447675.65   | 0.20%             | 2033-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 09/29 VAR                   | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       600000 | PA      | $626365.67     | 0.01%             | 2029-09-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260203                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-9759.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260108                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $30482.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                            | JANE STREET GROUP LLC 2024 TERM LOAN B1                       | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |      9532535 | PA      | $9499742.89    | 0.09%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3A                                    | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2025 3A A3 144A          | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18800000 | PA      | $18871723.88   | 0.19%             | 2029-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2020-2A                                            | ECMC GROUP STUDENT LOAN TRUST ECMC 2020 2A A 144A             | CUSIP: 26829HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       834463 | PA      | $840756.90     | 0.01%             | 2069-11-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2022-16A LTD                                                       | ELEVATION CLO LTD AWPT 2022 16A A1AR 144A                     | CUSIP: 28623YAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     24200000 | PA      | $24180371.38   | 0.24%             | 2034-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260122                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $1598.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 07/30 8.875             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       625000 | PA      | $724751.25     | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA SR UNSECURED 03/33 3                     | CUSIP: ACI07ZL07<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6671812560 | PA      | $1413955.46    | 0.01%             | 2033-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD                                                    | WEATHERFORD INTERNATIONA COMPANY GUAR 144A 10/33 6.75         | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      5050000 | PA      | $5174442.10    | 0.05%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260115                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-21.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-1                                           | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF5                | CUSIP: 75970JAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46053710 | PA      | $12147121.98   | 0.12%             | 2037-04-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FU SR UNSECURED 144A 01/29 4.85         | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4942968.60    | 0.05%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD UZS BOUGHT USD 20261211                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-4277.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2024-1A                                                          | REACH FINANCIAL LLC REACH 2024 1A B 144A                      | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       855019 | PA      | $861101.11     | 0.01%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| NLT 2023-1 TRUST                                                                 | NMLT TRUST NLT 2023 1 A1 144A                                 | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2989057 | PA      | $2759347.56    | 0.03%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG44 5Y ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $43426712.30   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM2                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM2 A1 144A         | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20729898 | PA      | $20958304.51   | 0.21%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST 2005-1                                             | WELLS FARGO HOME EQUITY TRUST WFHET 2005 1 M6                 | CUSIP: 9497ERAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       137003 | PA      | $137109.49     | 0.00%             | 2035-04-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                                  | COMISION EJ HI RIO LEMPA GOVT GUARANT REGS 01/33 8.65         | CUSIP: P3012UAA4<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |       500000 | PA      | $537000.00     | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL7 LLC                                                               | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL7 A1 144A         | CUSIP: 740934AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       957845 | PA      | $961047.85     | 0.01%             | 2055-07-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.55000 04/16/25-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $23084.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-D                                    | CPS AUTO TRUST CPS 2025 D A 144A                              | CUSIP: 223936AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30362113 | PA      | $30399367.79   | 0.30%             | 2029-07-16      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2024-1A                                 | RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A             | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       970593 | PA      | $975629.98     | 0.01%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      5068000 | PA      | $5295964.57    | 0.05%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIRECT CHASSISLINK (DCLI BIDCO LLC)                                              | DCLI BIDCO LLC 2ND MORTGAGE 144A 11/29 7.75                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5143562.25    | 0.05%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $27616.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260225                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $738.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREYWOLF CLO IV LTD                                                              | GREYWOLF CLO LTD GWOLF 2019 1A A1R2 144A                      | CUSIP: 39809TAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1301544.63    | 0.01%             | 2034-04-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-1                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 B 144A             | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9999146 | PA      | $10085538.81   | 0.10%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODUCTS HOLDINGS LLC                                         | SPECIALTY BLDG PRODUCTS HLDGSO 2021 TERM LOAN B               | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |      2665385 | PA      | $2495133.16    | 0.02%             | 2028-10-16      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-8 LLC                                                                  | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 8 A1 144A            | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       932593 | PA      | $934661.10     | 0.01%             | 2030-10-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2025-1                                              | DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 1 C                   | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13300000 | PA      | $13477741.20   | 0.13%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260105                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-322941.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL1 LLC                                                               | VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL1 A1 144A         | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8414332 | PA      | $8450368.92    | 0.08%             | 2055-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2025-R1                                                                | CIM TRUST CIM 2025 R1 A1 144A                                 | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11360181 | PA      | $11332547.14   | 0.11%             | 2099-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XVI LTD 2013-1A                                      | OCTAGON INVESTMENT PARTNERS XV OCT16 2013 1A A1R 144A         | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        42473 | PA      | $42525.36      | 0.00%             | 2030-07-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 C                 | CUSIP: 80287NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000000 | PA      | $20257018.00   | 0.20%             | 2031-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260302                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $126210.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VCAT LLC 2025-NPL2                                                               | VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL2 A1 144A         | CUSIP: 92243PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14725097 | PA      | $14779795.04   | 0.15%             | 2055-01-25      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N2                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 C 144A           | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3750000 | PA      | $3830435.25    | 0.04%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS A PASS THROUGH TRUST                                        | JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4                     | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1215777 | PA      | $1160108.30    | 0.01%             | 2034-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-OAR2                                           | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 OAR2 A2              | CUSIP: 59024BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       745917 | PA      | $603237.37     | 0.01%             | 2037-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                                            | STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/28 4.95         | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $709781.07     | 0.01%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2006-BC6                                               | STRUCTURED ASSET SECURITIES CO SASC 2006 BC6 M1               | CUSIP: 86362VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13191565 | PA      | $12216602.46   | 0.12%             | 2037-01-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP COMPANY GUAR 144A 03/29 3.625                   | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      5957000 | PA      | $5774499.56    | 0.06%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                                                   | QUALITYTECH LP TERM LOAN B                                    | CUSIP: BA0009MM5<br>LEI: 549300GWD2FYVWRWCZ90 | Long             | LON              | CORP              | US        |      3970000 | PA      | $3982426.10    | 0.04%             | 2031-10-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST 2025-3A                                                      | AFFIRM MASTER TRUST AFRMT 2025 3A A 144A                      | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1200000 | PA      | $1204975.68    | 0.01%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2025 2A C                  | CUSIP: 30168JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000000 | PA      | $20250336.00   | 0.20%             | 2031-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM MEMBER US LLC                                                          | CPPIB OVM MEMBER US LLC TERM LOAN B                           | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      1975009 | PA      | $1989515.68    | 0.02%             | 2031-08-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-4                                                | VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A               | CUSIP: 92539TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1046350 | PA      | $1047433.90    | 0.01%             | 2068-05-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-5                                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 2A4                 | CUSIP: 12668KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10997577 | PA      | $9703468.92    | 0.10%             | 2047-09-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC COLLATERAL T 03/33 4                    | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      1733000 | PA      | $1673331.16    | 0.02%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260204                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-230178.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                                           | ICBC STANDARD BANK PLC SR UNSECURED 144A 12/29 20             | CUSIP: ACI37D938<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        | 120106000000 | PA      | $9992024.81    | 0.10%             | 2029-12-13      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| WYNN RESORTS CAPITAL CORP                                                        | WYNN RESORTS FINANCE LLC COMPANY GUAR 144A 02/31 7.125        | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       393000 | PA      | $425502.27     | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                 | VIRGIN MEDIA SECURED FIN SR SECURED 144A 08/30 4.5            | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      1850000 | PA      | $1719297.87    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUC (MODENA BUYER LLC)                                                           | MODENA BUYER LLC TERM LOAN                                    | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |      1485000 | PA      | $1480240.58    | 0.01%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-2 TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 2 A 144A             | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2124384 | PA      | $2137195.73    | 0.02%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-3A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2025 3A A2 144A               | CUSIP: 37989YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3000000 | PA      | $3005546.40    | 0.03%             | 2028-07-17      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC                                   | PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000           | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |      2850000 | PA      | $2200755.75    | 0.02%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT COP SOLD USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-803.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                               | F+G GLOBAL FUNDING SECURED 144A 01/30 5.875                   | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      9366000 | PA      | $9731355.67    | 0.10%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 50B LTD                                               | GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A BR2 144A        | CUSIP: 38178DAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3800000 | PA      | $3805323.72    | 0.04%             | 2035-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM4 TRUST                                                             | GCAT GCAT 2023 NQM4 A1 144A                                   | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2652406 | PA      | $2537447.14    | 0.02%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 05/36 VAR                                        | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     10091000 | PA      | $10586123.09   | 0.10%             | 2036-05-28      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-4 LTD                                               | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A2R 144A           | CUSIP: 05685AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1005036.13    | 0.01%             | 2034-10-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-6 LLC                                                                  | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 6 A1 144A            | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1650463 | PA      | $1652355.18    | 0.02%             | 2029-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2A                                    | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2025 2A A3 144A          | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2300000 | PA      | $2312814.68    | 0.02%             | 2029-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5078827.75    | 0.05%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260219                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-5314.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $1524.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL FOUR CLO X DAC 10A                                                       | CAPITAL FOUR CLO CFOUR 10A A 144A                             | CUSIP: ACI2ZN408<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      2100000 | PA      | $2469911.84    | 0.02%             | 2038-10-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS CZK 3.36500 11/28/24-5Y CME                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-104951.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                            | CLOVER HOLDINGS 2 LLC REVOLVER                                | CUSIP: 18914DAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       116435 | PA      | $115452.87     | 0.00%             | 2029-12-10      | Floating      | 0.23%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2025-2A                                                    | SWITCH ABS ISSUER, LLC SWTCH 2025 2A A21 144A                 | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12900000 | PA      | $12901437.06   | 0.13%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2007-WF1                                               | STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A1               | CUSIP: 86358BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       261452 | PA      | $257583.76     | 0.00%             | 2037-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $14081.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR SPECIALIZED LOAN TRUST 2006-1                                              | MASTR SPECIALIZED LOAN TRUST MASD 2006 1 M2 144A              | CUSIP: 576436CX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6022517 | PA      | $4249424.43    | 0.04%             | 2036-01-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                                | AMERICAN AXLE AND MANUFAC INC 2025 INCREMENTAL TERM LOAN C    | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |     10000000 | PA      | $10020800.00   | 0.10%             | 2032-02-24      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD UZS BOUGHT USD 20261218                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-11350.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-CW1                                                     | ACE SECURITIES CORP. ACE 2006 CW1 A2D                         | CUSIP: 00441QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8283463 | PA      | $6974397.57    | 0.07%             | 2036-07-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.58            | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4398772 | PA      | $4514526.90    | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260205                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $0.29          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 03/27 3.65                   | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199227.44     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NGN BOUGHT USD 20260105                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $-2362.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-3A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2024 3A C 144A                | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6000000 | PA      | $6075175.20    | 0.06%             | 2031-02-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XVI LTD 2021-16A                                                    | TRINITAS CLO LTD TRNTS 2021 16A A1R 144A                      | CUSIP: 89642DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     19500000 | PA      | $19504304.82   | 0.19%             | 2034-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-WMC1                                           | MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C                 | CUSIP: 61744CXM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       222893 | PA      | $220448.56     | 0.00%             | 2035-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10/32 4.95         | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     16190000 | PA      | $16046349.37   | 0.16%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO LTD 2021-2A                                                          | INVESCO CLO LTD INVCO 2021 2A AR 144A                         | CUSIP: 46149MAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     15000000 | PA      | $15006074.25   | 0.15%             | 2034-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q034                | FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2                 | CUSIP: 3137HLY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29339261 | PA      | $28561325.02   | 0.28%             | 2054-07-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260219                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-11483.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-F                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A            | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12038701 | PA      | $12199524.08   | 0.12%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 12 LTD                                                  | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 12A A1 144A          | CUSIP: 03332DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2400000 | PA      | $2353777.68    | 0.02%             | 2038-10-25      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $5785.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVS INC                                                         | NATIONAL HEALTH INVESTOR COMPANY GUAR 02/33 5.35              | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     16724000 | PA      | $16706458.20   | 0.16%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                         | FLORA FOOD MANAGEMENT BV SR SECURED REGS 07/29 6.875          | CUSIP: ACI2PNX31<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3508841.35    | 0.03%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UPGRADE AUTO RECEIVABLES TRUST 25-1A                                             | UPGRADE AUTO RECEIVABLES TRUST UPGA 2025 1A A1 144A           | CUSIP: 91531AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6534010 | PA      | $6537096.28    | 0.06%             | 2026-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY43 5Y ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $9583449.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260113                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $74481.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-NPL12 LLC                                                              | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL12 A1 144A        | CUSIP: 69383CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4506334 | PA      | $4520972.37    | 0.04%             | 2055-11-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2025-2                                              | DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 2 A3                  | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000000 | PA      | $2005648.00    | 0.02%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST-2006-1                                              | SAXON ASSET SECURITIES TRUST SAST 2006 1 M2                   | CUSIP: 80556UAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6050000 | PA      | $4874994.41    | 0.05%             | 2036-03-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| KREF 2022-FL3 LTD                                                                | KREF 2022 FL3 LTD KREF 2022 FL3 A 144A                        | CUSIP: 48275EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       480117 | PA      | $480815.56     | 0.00%             | 2039-02-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXVII LTD 27A                                                       | SCULPTOR CLO LTD SCUL 27A A1R 144A                            | CUSIP: 81124UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $9999889.70    | 0.10%             | 2034-07-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2006-7                                            | BANC OF AMERICA ALTERNATIVE LO BOAA 2006 7 A6                 | CUSIP: 059469AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5088371 | PA      | $1321983.10    | 0.01%             | 2036-10-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-14330.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                                | EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 A2                | CUSIP: 30185EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       486194 | PA      | $487963.20     | 0.00%             | 2029-06-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26700000 | PA      | $26069253.89   | 0.26%             | 2055-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2025-FL20 LLC                        | MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL20 A 144A           | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4400000 | PA      | $4410988.60    | 0.04%             | 2043-02-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO CLO 2022-2 DAC 22-2A                                           | BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A                   | CUSIP: ACI2ZP3K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      3900000 | PA      | $4587160.62    | 0.05%             | 2038-01-22      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES7                                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A           | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6194849 | PA      | $6219058.55    | 0.06%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-1681.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.73569 03/31/26-9Y* LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $117236.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL2 TRUST                                                             | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL2 A1A 144A          | CUSIP: 12656TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2550235 | PA      | $2183780.29    | 0.02%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $59.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVII LTD                                                        | SOUND POINT CLO LTD SNDPT 2020 2A AR 144A                     | CUSIP: 83611VAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6020203.86    | 0.06%             | 2034-10-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE3                              | BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE3 1A4             | CUSIP: 073852AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6611562 | PA      | $6435446.97    | 0.06%             | 2037-04-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NGN SOLD USD 20260220                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $33824.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KZT BOUGHT USD 20260604                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-6704.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                      | GLOBAL MEDICAL RESPONSE SR SECURED 144A 10/32 7.375           | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $4790342.66    | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 15 LTD                                                               | ELMWOOD CLO 15 LTD ELM15 2022 2A A1R 144A                     | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       600000 | PA      | $600099.29     | 0.01%             | 2035-04-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5                   | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2788590.56    | 0.03%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | FINASTRA USA INC 2025 1ST LIEN TERM LOAN                      | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      8000000 | PA      | $7846520.00    | 0.08%             | 2032-09-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                                       | MAUSER PACKAGING SOLUT SR SECURED 144A 04/30 7.875            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       425000 | PA      | $422040.02     | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-3AL                                                          | ACHV ABS TRUST ACHV 2024 3AL B 144A                           | CUSIP: 00092KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1908981 | PA      | $1930210.89    | 0.02%             | 2031-12-26      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GREENGROVE RE LTD                                                                | GREENGROVE RE LTD UNSECURED 144A 04/32 VAR                    | CUSIP: 39526JAA9<br>LEI: 254900WH3CK41D9L7T70 | Long             | DBT              | CORP              | BM        |      2000000 | PA      | $2081000.00    | 0.02%             | 2032-04-08      | Floating      | 11.55%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260120                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-2014.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/28 3.25                             | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2951307.66    | 0.03%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO II LTD 2021-2A                                                   | SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A                     | CUSIP: 82812LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $499997.33     | 0.00%             | 2035-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | TIME WARNER CABLE LLC SR SECURED 09/42 4.5                    | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      4504000 | PA      | $3475445.80    | 0.03%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                               | ALTICE FRANCE SA 2025 TERM LOAN B11                           | CUSIP: BA000QF29<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |      1612100 | PA      | $1596785.05    | 0.02%             | 2028-04-30      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NETAPP INC SR UNSECURED 03/32 5.5                             | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     11423000 | PA      | $11888384.67   | 0.12%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/36 5.8528         | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      3500000 | PA      | $3665490.50    | 0.04%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1155000 | PA      | $1152961.83    | 0.01%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS COMPANY GUAR 01/32 3.25              | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       250000 | PA      | $230379.48     | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EGP BOUGHT USD 20260105                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-391.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A           | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14732928 | PA      | $14889917.68   | 0.15%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-7980.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-WMC3                                              | MASTR ASSET BACKED SECURITIES MABS 2006 WMC3 A2               | CUSIP: 55291KAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6590717 | PA      | $2231092.76    | 0.02%             | 2036-08-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC3 TRUST                                                            | PRKCM TRUST PRKCM 2023 AFC3 A1 144A                           | CUSIP: 693984AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       557688 | PA      | $561176.64     | 0.01%             | 2058-09-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1A LTD                                                                 | SLAM LLC SLAM 2025 1A A 144A                                  | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24125346 | PA      | $24781989.33   | 0.24%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST 2005-4                                            | ACCREDITED MORTGAGE LOAN TRUST ACCR 2005 4 M2                 | CUSIP: 004375EL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11147803 | PA      | $10670422.01   | 0.10%             | 2035-12-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| EF HOLDCO / EF CAYMAN HOLD / ELLINGTON FIN REIT CAYMAN/TRS / EF CAYMAN NON-MTM   | EF HOLD/EF KY/ELL KY/TRS COMPANY GUAR 144A 09/30 7.375        | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3276000 | PA      | $3305710.04    | 0.03%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST COMPANY GUAR 144A 10/28 5.25          | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       500000 | PA      | $505528.50     | 0.00%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.75000 12/20/23-10Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |            1 | NC      | $1761099.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ZAR SOLD USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $21500.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-45747.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRINITAS CLO 2022 XXA LTD                                                        | TRINITAS CLO LTD TRNTS 2022 20A A1R 144A                      | CUSIP: 89640EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     21000000 | PA      | $20952750.00   | 0.21%             | 2035-07-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5                  | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |      3200000 | PA      | $3159043.84    | 0.03%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL 190445 FN 03/55 FIXED VAR                           | CUSIP: 31368HP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10552748 | PA      | $10969231.99   | 0.11%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL8 LLC                                                               | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL8 A1 144A         | CUSIP: 69392EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       961992 | PA      | $964923.20     | 0.01%             | 2055-08-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 C                 | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1295000 | PA      | $1310958.54    | 0.01%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | LAZARD GROUP LLC SR UNSECURED 03/31 6                         | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     10018000 | PA      | $10622349.57   | 0.10%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2024-A                                              | WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A B                   | CUSIP: 98164LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27020000 | PA      | $27323915.56   | 0.27%             | 2030-06-17      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FIN SVCS INC COMPANY GUAR 144A 09/31 5.75            | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       857000 | PA      | $864277.64     | 0.01%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES4                                              | TOWD POINT MORTGAGE TRUST TPMT 2025 CES4 A1A 144A             | CUSIP: 89170UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1444821 | PA      | $1451121.47    | 0.01%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 03/33 5.7                           | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     26443000 | PA      | $27865410.75   | 0.27%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LIFEPOINT HEALTH INC 2024 INCREMENTAL TERM LOAN B1            | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |       790022 | PA      | $792162.56     | 0.01%             | 2031-05-19      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2018-2A                                                           | PIKES PEAK CLO PIPK 2018 2A ARR 144A                          | CUSIP: 72133JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     18000000 | PA      | $18020624.22   | 0.18%             | 2034-10-11      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2025-2A                                 | CASTLELAKE AIRCRAFT SECURITIZA CLAST 2025 2A A 144A           | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1168837 | PA      | $1184410.36    | 0.01%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 5.625         | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      3400000 | PA      | $3411706.20    | 0.03%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                                    | OPORTUN FUNDING LLC OPTN 2025 A A 144A                        | CUSIP: 68377TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7300000 | PA      | $7300219.00    | 0.07%             | 2033-02-08      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TEKNI-PLEX (TRIDENT TPI HOLDINGS INC)                                            | TRIDENT TPI HOLDINGS INC 2024 TERM LOAN B7                    | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |      9675567 | PA      | $9317667.55    | 0.09%             | 2028-09-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)        | 1011778 BC / NEW RED FIN SR SECURED 144A 02/29 3.5            | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4779000 | PA      | $4634259.38    | 0.05%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EGP SOLD USD 20260126                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $2630.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                        | VIPER ENERGY PARTNERS LL COMPANY GUAR 08/30 4.9               | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |       300000 | PA      | $303634.50     | 0.00%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC1                                | SECURITIZED ASSET BACKED RECEI SABR 2007 NC1 A2C              | CUSIP: 81378AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3434640 | PA      | $1709268.76    | 0.02%             | 2036-12-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.672           | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      6796097 | PA      | $7076368.04    | 0.07%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SR UNSECURED 05/54 6.858                        | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2420000 | PA      | $2719785.66    | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                                              | INSULET CORPORATION SR UNSECURED 144A 04/33 6.5               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     13897000 | PA      | $14539277.65   | 0.14%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279             | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     10625000 | PA      | $9340118.75    | 0.09%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N3                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 B 144A           | CUSIP: 14687WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6000000 | PA      | $6027753.60    | 0.06%             | 2030-12-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-HYB1                                                 | SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A                | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12957298 | PA      | $13003643.59   | 0.13%             | 2063-11-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSECURED 144A 08/30 5.625                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      7858000 | PA      | $8021855.02    | 0.08%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $23.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL1                               | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A       | CUSIP: 16159MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3455061 | PA      | $3099138.02    | 0.03%             | 2064-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CYBERSWIFT BV                                                                    | CYBERSWIFT US FINCO, LLC TERM LOAN B                          | CUSIP: BA000Q199<br>LEI: 9845008473F79E3H9069 | Long             | LON              | CORP              | US        |      1200000 | PA      | $1199628.00    | 0.01%             | 2032-10-08      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 21 LTD                                                     | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A              | CUSIP: 03331KAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     20000000 | PA      | $19985000.00   | 0.20%             | 2034-10-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| PAGAYA POINT OF SALE HOLDINGS GRANTOR TRUST 2025-1                               | PAGAYA POINT OF SALE HOLDINGS POSH 2025 1 A 144A              | CUSIP: 694952AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8600000 | PA      | $8670606.86    | 0.09%             | 2034-01-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF1 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RCF1 A1 144A         | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1457434 | PA      | $1442065.74    | 0.01%             | 2054-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 2021-2A                              | AASET 2021 2 TRUST AASET 2021 2A A 144A                       | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5512828 | PA      | $5236438.80    | 0.05%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                             | WEYERHAEUSER CO SR UNSECURED 03/32 7.375                      | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1139609.62    | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260209                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-197345.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** PIMCO ETF Trust

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer