# EDGAR Filing Document

**Accession Number:** 0001475712
**File Stem:** 0001410368-26-064344
**Filing Date:** 2026-6
**Character Count:** 789857
**Document Hash:** 7385372bc7c1e1e37f72450d8136c45a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-064344.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-064344

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Global Opportunities Portfolio
- **CENTRAL INDEX KEY:** 0001475712

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22350
- **FILM NUMBER:** 261113347

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 6174828260

**MAIL ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

## Series and Classes Contracts Data

### Global Opportunities Portfolio (Series ID: S000027417)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000082717 | Global Opportunities Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Global Opportunities Portfolio

- **b. Investment Company Act file number:** 811-22350

- **c. CIK number of Registrant:** 0001475712

- **d. LEI of Registrant:** 732CSYB5YI2A4VM2EI15

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

  - **Street Address 1:** One Post Office Square

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-482-8260

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

- **a. Name of Series:** Global Opportunities Portfolio

- **b. EDGAR series identifier (if any):** S000027417

- **c. LEI of Series:** 732CSYB5YI2A4VM2EI15

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $21297552753.86

**Total Liabilities:** $7856119446.27

**Net Assets:** $13441433307.59

**Amount of Assets Invested in Other Investment Companies:** $22554643.97

**Delayed Delivery Securities:** $6467185723.50

**Cash Not Reported:** $296159689.31

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2086.60000000 | **1-Year:** -27909.06000000 | **5-Year:** -99150.82000000 | **10-Year:** -35173.62000000 | **30-Year:** -16916.96000000

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

- **3-Month:** -15516.35000000 | **1-Year:** -248536.60000000 | **5-Year:** 1185535.57000000 | **10-Year:** -166557.57000000 | **30-Year:** -989458.20000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000082717 | 1.35%                | -1.82%               | 0.86%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $40799219.01             | $36679990.37                               |
| Month 2  | $4670851.66              | $-276529061.41                             |
| Month 3  | $37551967.08             | $63843043.17                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Vietnam Dairy Products JSC                                 | Vietnam Dairy Products JSC                                                                                                                 | CUSIP: 000000000<br>LEI: 549300148GRJ07D21X63 | Long             | EC               | CORP              | VN        |      1377200 | NS      | $3191676.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI AWWAL BANK                                           | Saudi Awwal Bank                                                                                                                           | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |      4548000 | PA      | $4539809.78    | 0.03%             | 2035-09-04      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                    | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                                                      | CUSIP: 80280BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1568221 | PA      | $1599601.81    | 0.01%             | 2033-01-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                  | Sunoco LP                                                                                                                                  | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     17790000 | PA      | $18433037.34   | 0.14%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HARVEST COMMERCIAL CAPITAL LOAN TRUST                      | Harvest Commercial Capital Loan Trust 2019-1                                                                                               | CUSIP: 41753CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9500000 | PA      | $9174827.35    | 0.07%             | 2046-09-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BVV44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1634942 | PA      | $1683106.46    | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                                      | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      6228700 | PA      | $2725056.25    | 0.02%             | 2030-09-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DANGOTE FERTLISER LTD                                      | Dangote Fertiliser Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 0292006832A6M7BC0G53 | Long             | DBT              | CORP              | NG        |     15100000 | PA      | $15329369.00   | 0.11%             | 2031-05-05      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      3636000 | PA      | $1377135.00    | 0.01%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | Carlyle US CLO 2026-1 Ltd                                                                                                                  | CUSIP: 14320QAA4<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3283829.25    | 0.02%             | 2039-04-25      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381DP87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23960582 | PA      | $1414412.35    | 0.01%             | 2063-04-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                        | Banco Davivienda SA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |       920000 | PA      | $948934.00     | 0.01%             | 2035-07-02      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                      | PRPM 2024-NQM1 Trust                                                                                                                       | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9000000 | PA      | $9068674.50    | 0.07%             | 2068-12-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                 | Essendi SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      1485000 | PA      | $1739930.91    | 0.01%             | 2032-05-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       717375 | PA      | $16140.94      | 0.00%             | 2033-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                             | Highbridge Loan Management 3-2014                                                                                                          | CUSIP: 40436YAA3<br>LEI: 5493006ZY0SLETMEU160 | Long             | ABS-CBDO         | CORP              | KY        |      2770259 | PA      | $2383455.77    | 0.02%             | 2029-07-18      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BWHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24314923 | PA      | $25234876.58   | 0.19%             | 2055-02-25      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                      | KKR CLO 48 Ltd                                                                                                                             | CUSIP: 48256EAW9<br>LEI: 549300GM4MA615ZG7468 | Long             | ABS-CBDO         | CORP              | JE        |      4000000 | PA      | $4021644.00    | 0.03%             | 2038-10-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384NC52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6358990 | PA      | $6582389.08    | 0.05%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELDIK BANK OAO                                             | Eldik Bank OAO                                                                                                                             | CUSIP: 000000000<br>LEI: 529900MRXI5QEMS86V46 | Long             | DBT              | CORP              | KG        |      7280000 | PA      | $7300178.34    | 0.05%             | 2031-04-23      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                 | Progress Residential 2021-SFR9 Trust                                                                                                       | CUSIP: 74333QAN5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $965682.50     | 0.01%             | 2040-11-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BVPH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7996179 | PA      | $8232821.42    | 0.06%             | 2055-04-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382XJH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1815038 | PA      | $1110380.33    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137FFB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4318529 | PA      | $1800824.58    | 0.01%             | 2051-02-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2025-DELC                                                                                                                         | CUSIP: 05594MAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1750000 | PA      | $1759375.63    | 0.01%             | 2042-12-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO AG                                           | Delivery Hero SE                                                                                                                           | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |      3600000 | PA      | $4056644.05    | 0.03%             | 2030-02-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ABVH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       135048 | PA      | $1345.63       | 0.00%             | 2041-11-25      | Floating      | 1.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BAW98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        70477 | PA      | $73504.57      | 0.00%             | 2062-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-2940.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                           | VB-S1 Issuer LLC - VBTEL                                                                                                                   | CUSIP: 91823ABG5<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |      4750000 | PA      | $4870383.05    | 0.04%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                 | MHP Lux SA                                                                                                                                 | CUSIP: 59318YAB4<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |       415000 | PA      | $375933.53     | 0.00%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618ATFW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       886025 | PA      | $922011.14     | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       478250 | PA      | $14347.50      | 0.00%             | 2032-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGL6WY1 IRS PLN R V 06MWIBOR BMIGL6X04 CCPVANILLA / Short: BMIGL6WY1 IRS PLN P F  4.43400 BMIGL6WZ8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     88200000 | OU      | $154364.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMOS SA                                                    | VMOS SA 1st Lien Term Loan                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |      6919290 | PA      | $7020000.27    | 0.05%             | 2030-07-08      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384D3W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9325429 | PA      | $9615140.70    | 0.07%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-4737.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                      | Lantheus Holdings Inc                                                                                                                      | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |      3205000 | PA      | $4088778.75    | 0.03%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       109200 | PA      | $41386.80      | 0.00%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                   | Digicel International Finance Ltd / Difl US LLC                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       737000 | PA      | $767250.90     | 0.01%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| LOGAN RE 2027                                              | LOGAN RE 2027                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38000000 | NS      | $39964600.00   | 0.30%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383HMV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5883489 | PA      | $235026.55     | 0.00%             | 2053-01-20      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| PNW Trust                                                  | PNW Trust 2026-ARTE                                                                                                                        | CUSIP: 73020TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12082000 | PA      | $12071514.03   | 0.09%             | 2041-04-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CRSNT Trust                                                | CRSNT Trust 2026-MOON                                                                                                                      | CUSIP: 12642SAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1250000 | PA      | $1254578.75    | 0.01%             | 2043-02-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HKN42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26808028 | PA      | $27650642.09   | 0.21%             | 2055-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BUWH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10552045 | PA      | $10532263.04   | 0.08%             | 2055-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain CLO 2015-3 Ltd                                                                                                                | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |       257517 | PA      | $257723.23     | 0.00%             | 2031-04-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| PARTNER RE 2026 EQUITY                                     | PARTNER RE 2026 EQUITY                                                                                                                     | CUSIP: 000000000<br>LEI: 7LLHQS68KCIGNZBR7918 | Long             | EC               | CORP              | US        |           67 | NS      | $69767100.00   | 0.52%             |  |  |  | No            |                  3 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    357600000 | PA      | $359192446.44  | 2.67%             | 2056-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nam Long Investment Corp                                   | Nam Long Investment Corp                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      2158952 | NS      | $2277385.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIGM7S72 IRS CLP R V 06MCLICP BMIGM7S98 CCPNDFCAMARAPROMEDIO / Short: BMIGM7S72 IRS CLP P F  5.10600 BMIGM7S80 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    372000000 | OU      | $-365.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                             | EDEN RE II LTD                                                                                                                             | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |        31162 | NS      | $476746.98     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384UVG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5175702 | PA      | $5263319.91    | 0.04%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385RXM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33941106 | PA      | $36406845.89   | 0.27%             | 2056-04-20      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382LAN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23825808 | PA      | $2957471.29    | 0.02%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                 | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1750000 | PA      | $1834141.75    | 0.01%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RISEWELL HOMES INC                                         | Risewell Homes Inc                                                                                                                         | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |      2540000 | PA      | $2598351.78    | 0.02%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BUH78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1077683 | PA      | $1110576.62    | 0.01%             | 2055-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618APKQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       173962 | PA      | $178461.31     | 0.00%             | 2063-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                   | Acadia Healthcare Co Inc                                                                                                                   | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      3844000 | PA      | $3763950.24    | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618F3QA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       115653 | PA      | $120985.65     | 0.00%             | 2063-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2542660300 | PA      | $133432677.32  | 0.99%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                   | Azule Energy Finance Plc                                                                                                                   | CUSIP: 000000000<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      8638000 | PA      | $8917378.83    | 0.07%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    745000000 | PA      | $734698028.25  | 5.47%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $-12992.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                   | Kaisa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        71008 | PA      | $85.21         | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                      | PRPM 2025-NQM1 Trust                                                                                                                       | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10221000 | PA      | $10358800.54   | 0.08%             | 2069-11-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $39685.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                       | New Mountain CLO 3 Ltd                                                                                                                     | CUSIP: 647550AY8<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5010605.00    | 0.04%             | 2038-10-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-27064.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38380GWP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2956034 | PA      | $108692.78     | 0.00%             | 2047-09-20      | Floating      | 0.72%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                                 | Rubrik Inc                                                                                                                                 | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |      3370000 | PA      | $3035527.50    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                    | PPL Capital Funding Inc                                                                                                                    | CUSIP: 69352PAS2<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      3095000 | PA      | $3569308.75    | 0.03%             | 2028-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        25044 | NC      | $-47440925.65  | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382HYT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14073388 | PA      | $1784560.46    | 0.01%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2146640.00    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| IDICO Corp JSC                                             | IDICO Corp JSC                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       419900 | NS      | $720014.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MBH BANK NYRT                                              | MBH Bank Nyrt                                                                                                                              | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |      5269000 | PA      | $6216694.74    | 0.05%             | 2030-01-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                              | CHI Commercial Mortgage Trust 2025-110W                                                                                                    | CUSIP: 12577HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40530000 | PA      | $39547982.42   | 0.29%             | 2040-12-13      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                 | BFLD Commercial Mortgage Trust 2025-660F                                                                                                   | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13300000 | PA      | $13343082.69   | 0.10%             | 2042-11-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                   | Yinson Boronia Production BV                                                                                                               | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      2690944 | PA      | $2981137.56    | 0.02%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618J7EW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       840897 | PA      | $880193.81     | 0.01%             | 2064-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HQW49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13095770 | PA      | $13076310.57   | 0.10%             | 2053-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LI & FUNG LTD                                              | Li & Fung Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 254900B5ACVOJC6VNM71 | Long             | DBT              | CORP              | BM        |      1600000 | PA      | $1648477.39    | 0.01%             | 2029-02-05      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| AVNET INC                                                  | Avnet Inc                                                                                                                                  | CUSIP: 053807AY9<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |      2525000 | PA      | $3301437.50    | 0.02%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384P5D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10789278 | PA      | $10899815.89   | 0.08%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618AFV40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       874041 | PA      | $914340.30     | 0.01%             | 2063-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BAJJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       119191 | PA      | $122274.33     | 0.00%             | 2063-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385NNK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40169042 | PA      | $42806488.74   | 0.32%             | 2056-03-20      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                            | Benefit Street Partners Clo XXII Ltd                                                                                                       | CUSIP: 08186WAG3<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1978724.00    | 0.01%             | 2035-04-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $74888.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                             | Galaxy 33 CLO Ltd                                                                                                                          | CUSIP: 36321FAA0<br>LEI: 3912004FNLYTWOWSZU31 | Long             | ABS-CBDO         | CORP              | KY        |      2300000 | PA      | $2283265.20    | 0.02%             | 2037-04-20      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AKZ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1336050 | PA      | $241404.11     | 0.00%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP                                    | Ping An Insurance Group Co of China Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |     21000000 | PA      | $3291094.80    | 0.02%             | 2030-06-11      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                   | Madison Park Funding XXXVI Ltd                                                                                                             | CUSIP: 55819NAG9<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1777976.00    | 0.01%             | 2035-04-15      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 36179XM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5202809 | PA      | $5290231.65    | 0.04%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BCY51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1067225 | PA      | $84099.36      | 0.00%             | 2044-06-15      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                     | Northern Oil & Gas Inc                                                                                                                     | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      2170000 | PA      | $2308880.00    | 0.02%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                    | MKS Inc                                                                                                                                    | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      2520000 | PA      | $4963140.00    | 0.04%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                   | Kaisa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        96382 | PA      | $1686.69       | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities Trust                        | Brean Asset Backed Securities Trust 2023-SRM1                                                                                              | CUSIP: 10638RAF6<br>LEI: 98450003CE714EY3D313 | Long             | ABS-MBS          | CORP              | US        |      8533926 | PA      | $6441755.70    | 0.05%             | 2063-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BLYB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1300827 | PA      | $104988.36     | 0.00%             | 2045-07-15      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618MWAZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22864063 | PA      | $23839663.42   | 0.18%             | 2066-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                                       | Constellation Oil Services Holding SA                                                                                                      | CUSIP: 000000000<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |      5960000 | PA      | $6263960.00    | 0.05%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HFWF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1684916 | PA      | $1665169.12    | 0.01%             | 2054-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BR7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7494274 | PA      | $7395290.95    | 0.06%             | 2054-06-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGKKMQ9 IRS CNY R F  1.55750 BMIGKKMR7 CCPNDF / Short: SMIGKKMQ9 IRS CNY P V 00MCNRR BMIGKKMS5 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    165000000 | OU      | $-2494.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136G5FX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18125106 | PA      | $19263780.34   | 0.14%             | 2055-12-25      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                    | Park River Holdings Inc 2025 Term Loan                                                                                                     | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |      5067300 | PA      | $5068997.55    | 0.04%             | 2031-03-15      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385NDT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19153061 | PA      | $20110970.24   | 0.15%             | 2056-02-20      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                               | Voya CLO 2024-2 Ltd                                                                                                                        | CUSIP: 92920HAJ5<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3009117.00    | 0.02%             | 2037-07-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                             | BAHA Trust 2024-MAR                                                                                                                        | CUSIP: 05493XAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36000000 | PA      | $38344168.80   | 0.29%             | 2041-12-10      | Variable      | 11.32%                | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                    | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      1771000 | PA      | $1951029.45    | 0.01%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                           | Aris Gold Corp                                                                                                                             | CUSIP: 04041BAA6<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |       906074 | PA      | $915080.42     | 0.01%             | 2027-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                    | QXO INC                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EP               | CORP              | US        |         2014 | NS      | $19336474.42   | 0.14%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AEXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1201063 | PA      | $82963.28      | 0.00%             | 2043-04-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385EQE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6727104 | PA      | $6830331.96    | 0.05%             | 2055-03-20      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                           | Hewlett Packard Enterprise Co                                                                                                              | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |        51000 | NS      | $3907620.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                            | CUSIP: 3140N8ZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2468428 | PA      | $2542787.29    | 0.02%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384KJB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9867379 | PA      | $10086605.41   | 0.08%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383VVC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9020264 | PA      | $601119.86     | 0.00%             | 2053-02-20      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618LW3H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11163567 | PA      | $11685263.86   | 0.09%             | 2065-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                             | Edge Finco PLC                                                                                                                             | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |      6290000 | PA      | $8823608.84    | 0.07%             | 2031-08-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| JSCB AGROBANK                                              | JSCB Agrobank EUR Term Loan  B                                                                                                             | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | LON              | CORP              | XX        |     10000000 | PA      | $11736496.87   | 0.09%             | 2026-12-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       717375 | PA      | $14950.10      | 0.00%             | 2034-01-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                 | BFLD Commercial Mortgage Trust 2025-660F                                                                                                   | CUSIP: 05556QAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16000000 | PA      | $16063057.60   | 0.12%             | 2042-11-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                     | XPLR Infrastructure Operating Partners LP                                                                                                  | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      1910000 | PA      | $1987217.48    | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382QP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9776516 | PA      | $231109.99     | 0.00%             | 2051-05-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                            | Golub Capital Partners CLO 72 B Ltd                                                                                                        | CUSIP: 381941AG8<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |      3500000 | PA      | $3500175.00    | 0.03%             | 2037-04-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382NYY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3276548 | PA      | $423964.39     | 0.00%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                           | Pampa Energia SA                                                                                                                           | CUSIP: 697660207<br>LEI: 254900QNIK0CVURGML24 | Long             | EC               | CORP              | AR        |         3000 | NS      | $248610.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HJG92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9170939 | PA      | $10062641.91   | 0.07%             | 2055-02-25      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                   | Azule Energy Finance Plc                                                                                                                   | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      8402000 | PA      | $8673745.89    | 0.06%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-60435.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                             | Galaxy 33 CLO Ltd                                                                                                                          | CUSIP: 36321EAL9<br>LEI: 3912004FNLYTWOWSZU31 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2004466.00    | 0.01%             | 2037-04-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                 | MFA 2025-NQM1 Trust                                                                                                                        | CUSIP: 55287JAE6<br>LEI: 254900T233AM4RM23465 | Long             | ABS-MBS          | CORP              | US        |      2736000 | PA      | $2784162.63    | 0.02%             | 2070-03-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                            | TX Trust 2024-HOU                                                                                                                          | CUSIP: 90216DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2450000 | PA      | $2463518.61    | 0.02%             | 2039-06-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                            | Benefit Street Partners CLO XVI Ltd                                                                                                        | CUSIP: 08181VBJ3<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2493790.00    | 0.02%             | 2038-01-17      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                   | Univision Communications Inc                                                                                                               | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       595000 | PA      | $598686.30     | 0.00%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BKMY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16120340 | PA      | $16701021.19   | 0.12%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                    | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                                  | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      3810000 | PA      | $3854831.09    | 0.03%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618FWK24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1212247 | PA      | $1280831.35    | 0.01%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                         | Voyager Parent LLC                                                                                                                         | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      8419000 | PA      | $8957799.16    | 0.07%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGAY0L5 IRS KRW R F  3.38090 BMIGAY0M3 CCPNDF / Short: SMIGAY0L5 IRS KRW P V 03MKSDA BMIGAY0N1 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  61822000000 | OU      | $-752042.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Suzano SA                                                  | Suzano SA                                                                                                                                  | CUSIP: 86959K105<br>LEI: 391200AW174YQSDMGG41 | Long             | EC               | CORP              | BR        |       330200 | NS      | $2928874.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WBI OPERATING LLC                                          | WBI Operating LLC                                                                                                                          | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |      2540000 | PA      | $2576715.70    | 0.02%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $191669.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383TP56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46349688 | PA      | $537012.12     | 0.00%             | 2052-07-20      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                            | CUSIP: 31389AZU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2663 | PA      | $2629.36       | 0.00%             | 2035-03-01      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381NAG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26021848 | PA      | $27110293.95   | 0.20%             | 2055-06-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| VOUSSOIR RE SEGREGATED ACC                                 | VOUSSOIR RE SEGREGATED ACC                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |         7480 | NS      | $10659079.14   | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| Golub Capital Partners CLO, LTD                            | Golub Capital Partners CLO 53B Ltd                                                                                                         | CUSIP: 38177YAS1<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1951490.00    | 0.01%             | 2034-07-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                       | Truist Bank Auto Credit-Linked Notes Series 2025-1                                                                                         | CUSIP: 897926CC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3611605 | PA      | $3601720.42    | 0.03%             | 2033-09-26      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49, Ltd.                       | Octagon Investment Partners 49 Ltd                                                                                                         | CUSIP: 67578FAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2003750.00    | 0.01%             | 2037-04-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384BRB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4024943 | PA      | $4259775.24    | 0.03%             | 2053-06-20      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618N4AM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29397695 | PA      | $30652082.89   | 0.23%             | 2066-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                    | Sasol Financing USA LLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      6221000 | PA      | $6574508.33    | 0.05%             | 2033-04-10      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                        | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      1700000 | PA      | $1593193.42    | 0.01%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                                                                                    | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      7666000 | PA      | $4173178.75    | 0.03%             | 2037-02-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                              | CHI Commercial Mortgage Trust 2025-SFT                                                                                                     | CUSIP: 16706GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1537159.80    | 0.01%             | 2042-04-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN                                   | Merit Medical Systems Inc                                                                                                                  | CUSIP: 589889AB0<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |      2180000 | PA      | $2332751.86    | 0.02%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618H9SQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10057412 | PA      | $10394553.55   | 0.08%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HHVK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14294276 | PA      | $14272946.73   | 0.11%             | 2055-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BPF30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63163200 | PA      | $65251116.42   | 0.49%             | 2053-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                        | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |            1 | NC      | $-180658.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2026-1250B                                                                                           | CUSIP: 949939AJ1<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $4055902.40    | 0.03%             | 2041-03-10      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383DB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14068519 | PA      | $1879267.79    | 0.01%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                              | UK Logistics 2024-1 DAC                                                                                                                    | CUSIP: 000000000<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |      1372257 | PA      | $1871517.02    | 0.01%             | 2034-05-17      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385FNY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24226222 | PA      | $24801885.43   | 0.18%             | 2055-04-20      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384WJ71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16505540 | PA      | $16362778.53   | 0.12%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384DFS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3982655 | PA      | $4390093.00    | 0.03%             | 2053-10-20      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                          | Barclays Bank PLC                                                                                                                          | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |      1686000 | PA      | $1749225.00    | 0.01%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BKMF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10978050 | PA      | $11191224.72   | 0.08%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                        | Banco Davivienda SA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |      9565000 | PA      | $8934772.67    | 0.07%             | 2031-04-22      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                        | Braskem Netherlands Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      2524000 | PA      | $1478155.36    | 0.01%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                             | CFMT 2024-HB15 LLC                                                                                                                         | CUSIP: 15723AAD3<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $970564.70     | 0.01%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    380200000 | PA      | $333031399.48  | 2.48%             | 2056-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |            1 | NC      | $-1412750.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HLNK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52819791 | PA      | $54428191.05   | 0.40%             | 2055-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-52165.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aimco                                                      | Aimco CLO 11 Ltd                                                                                                                           | CUSIP: 00140NBC3<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4008068.00    | 0.03%             | 2037-07-17      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383AFE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34918540 | PA      | $4954937.34    | 0.04%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                            | CMS Energy Corp                                                                                                                            | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      2450000 | PA      | $2747062.50    | 0.02%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618G6SS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1312533 | PA      | $1362184.61    | 0.01%             | 2053-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-7420.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                    | Beach Acquisition Bidco LLC                                                                                                                | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      4998000 | PA      | $5851401.91    | 0.04%             | 2032-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BCVZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       143705 | PA      | $147466.54     | 0.00%             | 2063-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                   | Kaisa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        47766 | PA      | $955.32        | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385EBV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5747815 | PA      | $5946104.73    | 0.04%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                      | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      3180000 | PA      | $3092804.08    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                          | Wellfleet CLO 2021-2 Ltd                                                                                                                   | CUSIP: 94949XAA2<br>LEI: 2549005MTORTL04RYQ32 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $840712.00     | 0.01%             | 2034-07-15      | Floating      | 10.89%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618GBVQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1578815 | PA      | $1633219.26    | 0.01%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                  | SHR Trust 2024-LXRY                                                                                                                        | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7959000 | PA      | $8004291.49    | 0.06%             | 2041-10-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-299553.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WIX LTD                                                    | Wix.com Ltd                                                                                                                                | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |      2315000 | PA      | $1876307.50    | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 31395NBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       429844 | PA      | $31892.53      | 0.00%             | 2036-06-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                | Texas Debt Capital CLO 2025-I Ltd                                                                                                          | CUSIP: 881947AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2997660.00    | 0.02%             | 2038-04-24      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                   | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                        | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7630000 | PA      | $6880368.29    | 0.05%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABRA GLOBAL FINANCE                                        | ABRA Global Finance                                                                                                                        | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |      5775700 | PA      | $5488878.74    | 0.04%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| YANLORD LAND HK CO LTD                                     | Yanlord Land HK Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |       200000 | PA      | $199830.88     | 0.00%             | 2026-05-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                    | Long: BMIFNBTB4 CDS USD R F  5.50000 / Short: BMIFNBTB4 CDS USD P V 01MEVENT                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | US        |     60000000 | OU      | $-541980.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                        | GS Mortgage-Backed Securities Trust 2022-PJ6                                                                                               | CUSIP: 36267JBS8<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      1814606 | PA      | $1123935.09    | 0.01%             | 2053-01-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                         | Gracie Point International Funding 2025-1 LLC                                                                                              | CUSIP: 38411WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       750000 | PA      | $751244.25     | 0.01%             | 2028-08-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-3620254.29   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137F9WE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33412932 | PA      | $4384630.38    | 0.03%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       530500 | PA      | $230104.38     | 0.00%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OCEANICA LUX                                               | Oceanica Lux                                                                                                                               | CUSIP: 67525AAA0<br>LEI: 635400VU48WVABC1TO64 | Long             | DBT              | CORP              | LU        |      9870000 | PA      | $10594240.86   | 0.08%             | 2029-10-02      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                    | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                                    | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6990000 | PA      | $7279666.09    | 0.05%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $2770.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384DUF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5318213 | PA      | $5497624.25    | 0.04%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SECURE INTERNATIONAL FIN                                   | Secure International Finance Co Inc                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GY        |      2470765 | PA      | $2483118.52    | 0.02%             | 2029-06-03      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384MAU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30945346 | PA      | $31978379.01   | 0.24%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382VMR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25343768 | PA      | $3319669.99    | 0.02%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 31396QTR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       229217 | PA      | $231337.01     | 0.00%             | 2039-08-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                              | CHI Commercial Mortgage Trust 2025-110W                                                                                                    | CUSIP: 12577HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |            1 | PA      | $0.00          | 0.00%             | 2040-12-13      | Variable      | 1.00%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385F3W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3669315 | PA      | $3747329.10    | 0.03%             | 2055-05-20      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                    | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      5354000 | PA      | $5272083.80    | 0.04%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 31396HJJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       272870 | PA      | $7488.72       | 0.00%             | 2030-09-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618JKPK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       600179 | PA      | $625773.20     | 0.00%             | 2064-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383TUP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19673313 | PA      | $2810677.99    | 0.02%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                       | Birch Grove CLO 14 Ltd                                                                                                                     | CUSIP: 09090RAG7<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5009850.00    | 0.04%             | 2037-07-22      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384USC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18108928 | PA      | $18519803.16   | 0.14%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618V6H84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37270245 | PA      | $39011961.40   | 0.29%             | 2066-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AUNA SA                                                    | Auna SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900SOGP7YC0N9I368 | Long             | DBT              | CORP              | LU        |      3515897 | PA      | $3667080.57    | 0.03%             | 2029-12-18      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| STAR 2024-SFR4 Trust                                       | STAR 2024-SFR4 Trust                                                                                                                       | CUSIP: 85520AAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14650000 | PA      | $14715500.15   | 0.11%             | 2041-10-17      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3622ACWZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2000054 | PA      | $2076964.52    | 0.02%             | 2053-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      2651471 | PA      | $99430.16      | 0.00%             | 2031-07-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD UNSECURED 144A                              | EDEN RE II LTD UNSECURED 144A                                                                                                              | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |        79810 | NS      | $130672.86     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618FYZB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1686828 | PA      | $1754112.44    | 0.01%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING                                         | Alpha Star Holding VIII Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 254900TMRVHA9YMIFC14 | Long             | DBT              | CORP              | AE        |       626000 | PA      | $633923.21     | 0.00%             | 2027-04-12      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                          | Nexstar Media Inc                                                                                                                          | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      1860000 | PA      | $1873217.22    | 0.01%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                                           | CUSIP: 31425XXT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4497906 | PA      | $4608452.83    | 0.03%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137H9EG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3901344 | PA      | $4024218.95    | 0.03%             | 2052-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384D7E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000000 | PA      | $25998751.24   | 0.19%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IRSA Inversiones y Representaciones SA                     | IRSA Inversiones y Representaciones SA                                                                                                     | CUSIP: 450047303<br>LEI: 549300QJINFBX83IZ837 | Long             | EC               | CORP              | AR        |         2460 | NS      | $34366.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                                   | Halozyme Therapeutics Inc                                                                                                                  | CUSIP: 40637HAG4<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |      2180000 | PA      | $2123320.00    | 0.02%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGIS SA                                                    | Egis SA                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1780000 | PA      | $2096686.93    | 0.02%             | 2031-05-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| VEON Ltd                                                   | VEON Ltd                                                                                                                                   | CUSIP: 91822M502<br>LEI: 5493008CA3NMHYEVT131 | Long             | EC               | CORP              | BM        |        58200 | NS      | $2894868.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                     | Jazz Investments I Ltd                                                                                                                     | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2885000 | PA      | $3744730.00    | 0.03%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                              | BlackLine Inc                                                                                                                              | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |      2525000 | PA      | $2321106.25    | 0.02%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                | FIGRE Trust 2024-HE1                                                                                                                       | CUSIP: 31684HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       874896 | PA      | $892306.11     | 0.01%             | 2054-03-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                              | CHI Commercial Mortgage Trust 2025-110W                                                                                                    | CUSIP: 12577HAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24500000 | PA      | $23926060.55   | 0.18%             | 2040-12-13      | Variable      | 10.24%                | No            |                  2 | On Loan: No      |
| PG&E CORP                                                  | PG&E Corp                                                                                                                                  | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      4540000 | PA      | $4654635.00    | 0.03%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                      | Serbia Treasury Bonds                                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   3319480000 | PA      | $32041972.67   | 0.24%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-148646.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384DL88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5000000 | PA      | $5220089.75    | 0.04%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384B2C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8000000 | PA      | $8274146.40    | 0.06%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BUSB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3216872 | PA      | $3109655.18    | 0.02%             | 2055-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                         | Cellnex Telecom SA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      1700000 | PA      | $2098798.36    | 0.02%             | 2028-07-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS                                   | National Mentor Holdings Inc                                                                                                               | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |      6670000 | PA      | $6981584.85    | 0.05%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                          | LHMC Finco 2 Sarl                                                                                                                          | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |      1581961 | PA      | $1955223.42    | 0.01%             | 2030-05-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                               | Voya CLO 2013-1 Ltd                                                                                                                        | CUSIP: 92917DAA8<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4542210.00    | 0.03%             | 2030-10-15      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                            | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                                         | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21240000 | PA      | $21398473.76   | 0.16%             | 2039-12-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618F25W1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10345984 | PA      | $11062952.62   | 0.08%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VineBrook Homes                                            | VINE 2024-SFR1 Trust                                                                                                                       | CUSIP: 92737DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $4770134.00    | 0.04%             | 2041-03-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $6218.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                       | CP Atlas Buyer Inc 2025 Term Loan                                                                                                          | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |      6334085 | PA      | $5698713.12    | 0.04%             | 2030-07-08      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ABV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       300541 | PA      | $271645.56     | 0.00%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385GQB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16679208 | PA      | $16964151.92   | 0.13%             | 2055-04-20      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HKL36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4444134 | PA      | $4527553.31    | 0.03%             | 2055-03-25      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust 2026-1                                                                                              | CUSIP: 92262WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3233409 | PA      | $3185433.36    | 0.02%             | 2056-02-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HABQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3939470 | PA      | $4063065.29    | 0.03%             | 2053-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                   | Chobani LLC / Chobani Finance Corp Inc                                                                                                     | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2215000 | PA      | $2261405.96    | 0.02%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                             | Galaxy 34 Clo Ltd                                                                                                                          | CUSIP: 36322BAA8<br>LEI: 3912002JK68FWHXUMG23 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2969721.00    | 0.02%             | 2037-10-20      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                   | Kaisa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       133960 | PA      | $160.75        | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                       | YPF SA                                                                                                                                     | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      2355211 | PA      | $2467365.02    | 0.02%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Masan Group Corp                                           | Masan Group Corp                                                                                                                           | CUSIP: 000000000<br>LEI: 254900M1892CMJ87XD24 | Long             | EC               | CORP              | VN        |       678300 | NS      | $1979044.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                      | INTOWN 2025-STAY Mortgage Trust                                                                                                            | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000000 | PA      | $25013555.00   | 0.19%             | 2042-03-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| PARTNERRE ILS FUND SAC LTD.                                | PARTNERRE ILS FUND SAC LTD.                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     34000000 | NS      | $47855000.00   | 0.36%             |  |  |  | No            |                  3 | On Loan: No      |
| Great Wolf Trust                                           | GWT 2024-WLF2                                                                                                                              | CUSIP: 362414AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10800000 | PA      | $10860771.60   | 0.08%             | 2041-05-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                             | Crown City CLO III                                                                                                                         | CUSIP: 22824DAN9<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $972718.00     | 0.01%             | 2034-07-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Western Asset High Income Opportunity Fund Inc             | Western Asset High Income Opportunity Fund Inc                                                                                             | CUSIP: 95766K109<br>LEI: 549300S7N70O2ERKYG47 | Long             | EC               | RF                | US        |       383997 | NS      | $1416948.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR 2025-SFR5 Trust                                       | STAR 2025-SFR5 Trust                                                                                                                       | CUSIP: 85520CAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2499989.50    | 0.02%             | 2042-02-17      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                       | Michaels Cos Inc/The                                                                                                                       | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      6975000 | PA      | $6893566.18    | 0.05%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TULLOW HOLDCO 2 LTD                                        | Tullow Holdco 2 Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 213800HJ1NZUNL683T86 | Long             | DBT              | CORP              | JE        |      4415464 | PA      | $4546603.28    | 0.03%             | 2028-11-15      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                   | Ameritex Holdco Intermediate LLC                                                                                                           | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7630000 | PA      | $7940724.12    | 0.06%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                              | CoreWeave Inc                                                                                                                              | CUSIP: 21873SAH1<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       285000 | PA      | $342570.00     | 0.00%             | 2032-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 31393YQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       382741 | PA      | $12349.07      | 0.00%             | 2034-05-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                          | Ipoteka-Bank ATIB                                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  19980000000 | PA      | $1730129.00    | 0.01%             | 2028-10-09      | Fixed         | 17.50%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618GMJT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       110074 | PA      | $112790.20     | 0.00%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384XRM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9378661 | PA      | $9288146.29    | 0.07%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      1258332 | PA      | $6971.16       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BQPM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10675276 | PA      | $11154726.40   | 0.08%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618GMGA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       211878 | PA      | $221879.72     | 0.00%             | 2054-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WINDHILL CLO 5                                             | WINDHILL CLO 5                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36072575 | PA      | $36766936.00   | 0.27%             | 2035-10-22      | Variable      | 13.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR Trust 2019-HQA3                                                                                                          | CUSIP: 35564XBE0<br>LEI: 549300EUJICRX5L38Y52 | Long             | ABS-MBS          | USGSE             | US        |      1250000 | PA      | $1406153.88    | 0.01%             | 2049-09-25      | Floating      | 11.26%                | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                             | 1261229 BC Ltd                                                                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     11440000 | PA      | $11822587.92   | 0.09%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                                       | Constellation Oil Services Holding SA                                                                                                      | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |      5843000 | PA      | $6140993.00    | 0.05%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       550800 | PA      | $314506.80     | 0.00%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-222243.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                   | Kaisa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       136655 | PA      | $2733.10       | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                              | EchoStar Corp                                                                                                                              | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      3904000 | PA      | $4241236.93    | 0.03%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382J4V5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4382513 | PA      | $22855.68      | 0.00%             | 2050-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                                      | Euronet Worldwide Inc                                                                                                                      | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |      2315000 | PA      | $2087840.63    | 0.02%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                                       | Longfor Group Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |      1943000 | PA      | $1849415.27    | 0.01%             | 2027-04-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                                                                                    | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      7037000 | PA      | $3870350.00    | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HKBV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7269150 | PA      | $7363975.44    | 0.05%             | 2055-03-25      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618AKMR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       144119 | PA      | $150763.89     | 0.00%             | 2062-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3426700 | PA      | $1957502.38    | 0.01%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Taurus CMBS                                                | Taurus 2025-3 UK Designated Activity Co                                                                                                    | CUSIP: 000000000<br>LEI: 635400XWNSMBWUUQIW58 | Long             | ABS-MBS          | CORP              | IE        |      3750000 | PA      | $5090304.45    | 0.04%             | 2035-07-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica          | FRESB 2021-SB91 Mortgage Trust                                                                                                             | CUSIP: 30322XAE5<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |     21056859 | PA      | $537263.65     | 0.00%             | 2041-08-25      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                             | CFMT 2024-HB14 LLC                                                                                                                         | CUSIP: 12530XAD3<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |      1550000 | PA      | $1499313.76    | 0.01%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 16 Ltd                                                                                                                       | CUSIP: 05877AAE6<br>LEI: 2549003CI27B7ZDOMR46 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2753610.00    | 0.02%             | 2038-04-20      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136G5QY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9473984 | PA      | $9434426.27    | 0.07%             | 2055-01-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd                                  | Shimao Group Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | EC               | CORP              | KY        |       495945 | NS      | $10575.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SECURE INTERNATIONAL FIN                                   | Secure International Finance Co Inc                                                                                                        | CUSIP: 81373LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GY        |      1147059 | PA      | $1152794.11    | 0.01%             | 2029-06-03      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                    | Asbury Automotive Group Inc                                                                                                                | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      9530000 | PA      | $9143700.97    | 0.07%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BKMJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6265209 | PA      | $6652952.61    | 0.05%             | 2053-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                                 | Rapid7 Inc                                                                                                                                 | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |       815000 | PA      | $773231.96     | 0.01%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD SERIES 2024                                 | EDEN RE II LTD SERIES 2024                                                                                                                 | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |        64938 | NS      | $926571.85     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| B&M EUROPEAN VALUE RET                                     | B&M European Value Retail plc                                                                                                              | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | JE        |      2800000 | PA      | $3634462.13    | 0.03%             | 2028-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     14960000 | PA      | $14920000.70   | 0.11%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                                    | Allegany Park CLO Ltd                                                                                                                      | CUSIP: 01714PAL3<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $840577.00     | 0.01%             | 2035-01-20      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Dominion Mortgage Trust                                    | Dominion Mortgage Trust 2025-RTL1                                                                                                          | CUSIP: 25746DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9000000 | PA      | $9116901.90    | 0.07%             | 2030-03-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                   | Azul Secured Finance LLP                                                                                                                   | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1739000 | PA      | $1549883.75    | 0.01%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KQSZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4096574 | PA      | $4283970.44    | 0.03%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain CLO XXVI Ltd                                                                                                                  | CUSIP: 09630GAU7<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3505047.00    | 0.03%             | 2034-10-20      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                           | ACHM Mortgage Trust 2024-HE1                                                                                                               | CUSIP: 00449TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       599665 | PA      | $620271.95     | 0.00%             | 2039-05-25      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                      | Nickel Industries Ltd                                                                                                                      | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |      1010000 | PA      | $1053322.60    | 0.01%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Empresa Distribuidora Y Comercializadora Norte             | Empresa Distribuidora Y Comercializadora Norte                                                                                             | CUSIP: 29244A102<br>LEI: 254900JU7TV6VS9GRW29 | Long             | EC               | CORP              | AR        |         1500 | NS      | $37575.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QSQ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       799244 | PA      | $833869.08     | 0.01%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ISK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |            1 | NC      | $-23610.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                 | MHP Lux SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      3272000 | PA      | $2963986.78    | 0.02%             | 2029-09-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                     | Canyon CLO 2018-1 Ltd                                                                                                                      | CUSIP: 13877AAA8<br>LEI: 2549001KZI4SL4Y7BH27 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1970774.00    | 0.01%             | 2031-07-15      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618FGRJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1227663 | PA      | $1306709.72    | 0.01%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                     | FIS Fabbrica Italiana Sintetici SpA                                                                                                        | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |      3100000 | PA      | $3611560.81    | 0.03%             | 2031-02-05      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                   | White Cap Supply Holdings LLC                                                                                                              | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10118880.00   | 0.08%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NOMURA CORPORATE FDG AMERS LLC                             | NOMURA CORPORATE FDG AMERS LLC                                                                                                             | CUSIP: 65538RAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145276716 | PA      | $145980290.86  | 1.09%             | 2059-01-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                            | Oaktree CLO 2025-32 Ltd                                                                                                                    | CUSIP: 67389FAL0<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2872272.00    | 0.02%             | 2038-07-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                     | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      7712000 | PA      | $7001810.79    | 0.05%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AEGIS LUX                                                  | Aegis Lux 1a Sarl                                                                                                                          | CUSIP: 000000000<br>LEI: 529900WB6L9XYCR8YT98 | Long             | DBT              | CORP              | LU        |      4640000 | PA      | $5475475.56    | 0.04%             | 2031-10-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                           | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      4400000 | PA      | $5658745.99    | 0.04%             | 2029-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PIRAMAL FINANCE LTD                                        | Piramal Finance Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 335800M751HM7MSTFQ19 | Long             | DBT              | CORP              | IN        |      6393000 | PA      | $6542400.64    | 0.05%             | 2028-01-29      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                          | Nexstar Media Inc                                                                                                                          | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      2065000 | PA      | $2082224.17    | 0.02%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HJH59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24707760 | PA      | $26935956.07   | 0.20%             | 2055-02-25      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                         | EFMT 2024-RM2                                                                                                                              | CUSIP: 268431AA1<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |     15377464 | PA      | $15106236.07   | 0.11%             | 2054-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2025-GW                                                                                                                           | CUSIP: 12433GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19750000 | PA      | $19842501.10   | 0.15%             | 2042-07-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| AUNA SA                                                    | Auna SA                                                                                                                                    | CUSIP: 05151AAA1<br>LEI: 254900SOGP7YC0N9I368 | Long             | DBT              | CORP              | LU        |      5369858 | PA      | $5600761.89    | 0.04%             | 2029-12-18      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mobile World Investment Corp                               | Mobile World Investment Corp                                                                                                               | CUSIP: 000000000<br>LEI: 254900ZRFNB8CRAHHO95 | Long             | EC               | CORP              | VN        |      2479200 | NS      | $7929647.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                     | JB Poindexter & Co Inc                                                                                                                     | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |      8915000 | PA      | $9249250.10    | 0.07%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                    | K Hovnanian Enterprises Inc                                                                                                                | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      3560000 | PA      | $3579921.76    | 0.03%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384UHX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42444472 | PA      | $43927012.43   | 0.33%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                         | APLD ComputeCo LLC                                                                                                                         | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1317377.08    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2025-167G Mortgage Trust                                                                                                              | CUSIP: 12674VAJ0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     20220000 | PA      | $20072470.84   | 0.15%             | 2040-08-10      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BVCH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8496090 | PA      | $8348680.69    | 0.06%             | 2055-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                          | Ipoteka-Bank ATIB                                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  51340000000 | PA      | $4526379.69    | 0.03%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BKM30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4431144 | PA      | $4674807.15    | 0.03%             | 2053-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384JW75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3554932 | PA      | $3659123.47    | 0.03%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                                | UPX HIL 2025-1 Issuer Trust                                                                                                                | CUSIP: 916925AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4857000 | PA      | $4905591.86    | 0.04%             | 2047-01-25      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| GENER MEDIT/CENT TERMICA                                   | Generacion Mediterranea SA / Central Termica Roca SA                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |       230000 | PA      | $173650.00     | 0.00%             | 2031-11-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384UBB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2442924 | PA      | $2528598.91    | 0.02%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-422252.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383X6V1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5036489 | PA      | $5209492.90    | 0.04%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                           | Cytokinetics Inc                                                                                                                           | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |      1405000 | PA      | $2020390.00    | 0.02%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                                                 | CUSIP: 21H030658<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -680640000 | PA      | $-606354542.02 | -4.51%            | 2056-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HR7C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30648347 | PA      | $32627594.76   | 0.24%             | 2056-04-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                          | Battalion CLO XXII Ltd                                                                                                                     | CUSIP: 07134KAJ8<br>LEI: 5493003R1TSL3IKE4V49 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1898142.00    | 0.01%             | 2035-01-20      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384BLW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6021525 | PA      | $6262011.42    | 0.05%             | 2053-06-20      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                         | KWG Group Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |       519000 | PA      | $28545.00      | 0.00%             | 2024-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HBUF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18020016 | PA      | $18065943.36   | 0.13%             | 2054-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                           | FREED Mortgage Trust 2022-HE1                                                                                                              | CUSIP: 35634KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1122647 | PA      | $1149504.52    | 0.01%             | 2037-10-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                  | SHR Trust 2024-LXRY                                                                                                                        | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5500000 | PA      | $5541032.20    | 0.04%             | 2041-10-15      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                                | Enovis Corp                                                                                                                                | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |      3105000 | PA      | $3028151.25    | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B96ZAV092 CDS USD R V 03MEVENT Z96ZAV1D2 CCPCDX / Short: B96ZAV092 CDS USD P F  1.00000 Z96ZAV0X9 CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |        50000 | OU      | $249.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382VLD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28434943 | PA      | $3259221.70    | 0.02%             | 2049-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                             | CFMT 2024-HB15 LLC                                                                                                                         | CUSIP: 15723AAF8<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |      3750000 | PA      | $3631915.88    | 0.03%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                   | Alexandrite Lake Lux Holdings Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |      4000000 | PA      | $4625916.49    | 0.03%             | 2030-07-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TX Trust 24-HOU                                            | TX Trust 2024-HOU                                                                                                                          | CUSIP: 90216DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6000000 | PA      | $6043215.60    | 0.04%             | 2039-06-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 31394CQU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       574340 | PA      | $43792.18      | 0.00%             | 2035-03-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618M6J82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13063930 | PA      | $13674434.76   | 0.10%             | 2065-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BUCT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24509335 | PA      | $20501602.71   | 0.15%             | 2055-01-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 3                                    | Match Group Financeco 3 Inc                                                                                                                | CUSIP: 44932KAA4<br>LEI: 5493003IEL8HSZKWUI17 | Long             | DBT              | CORP              | US        |      1905000 | PA      | $1736407.50    | 0.01%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384ARX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3526709 | PA      | $3737461.73    | 0.03%             | 2053-05-20      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGL4XD1 IRS KRW R V 03MKSDA BMIGL4XF6 CCPNDF / Short: BMIGL4XD1 IRS KRW P F  3.69850 BMIGL4XE9 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  20439800000 | OU      | $81897.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecoagro SA                                               | Adecoagro SA                                                                                                                               | CUSIP: 000000000<br>LEI: 529900Q00UR5LFELO811 | Long             | EC               | CORP              | LU        |         2700 | NS      | $38043.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain CLO XXX Ltd                                                                                                                   | CUSIP: 09630RAG4<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1886650.00    | 0.01%             | 2035-04-15      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                         | VENTURE GLOBAL CALCASI PAS LLC 2026 TERM LOAN B                                                                                            | CUSIP: 12867PAB7<br>LEI: 254900QL2WSD96B4YM44 | Long             | LON              | CORP              | US        |      1133414 | PA      | $1138372.69    | 0.01%             | 2033-04-11      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2026-ESH2                                                                                                      | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8838625 | PA      | $8896606.77    | 0.07%             | 2043-02-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BDJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1452527 | PA      | $1500763.68    | 0.01%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust 2025-5                                                                                              | CUSIP: 92262KAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1988921 | PA      | $1965206.12    | 0.01%             | 2055-12-25      | Variable      | 9.19%                 | No            |                  2 | On Loan: No      |
| Ocwen Loan Investment Trust                                | Onity Loan Investment Trust 2024-HB2                                                                                                       | CUSIP: 68278DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7750000 | PA      | $7433342.75    | 0.06%             | 2037-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                         | Willis Engine Structured Trust IX                                                                                                          | CUSIP: 970910AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6038190 | PA      | $6000754.78    | 0.04%             | 2050-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                      | Lumentum Holdings Inc                                                                                                                      | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |       835000 | PA      | $5731774.00    | 0.04%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIF35AK9 IRS ZAR R F  8.47000 BMIF35AL7 CCPVANILLA / Short: SMIF35AK9 IRS ZAR P V 03MJIBAR BMIF35AM5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1643200000 | OU      | $2361620.95    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO LATINOAMERICANO SA                                   | Banco Latinoamericano de Comercio Exterior SA                                                                                              | CUSIP: 05968CAD4<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              | NUSS              | PA        |      2429000 | PA      | $2492141.86    | 0.02%             | 2032-09-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381NMP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7384579 | PA      | $7675585.57    | 0.06%             | 2055-06-20      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385E2E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6781152 | PA      | $6902403.26    | 0.05%             | 2055-04-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                      | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                         | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1333500.00    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3617FCZU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        54577 | PA      | $55988.66      | 0.00%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6G6F6 IRS KRW R F  3.42450 BMIG6G6G4 CCPNDF / Short: SMIG6G6F6 IRS KRW P V 03MKSDA BMIG6G6H2 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  80000000000 | OU      | $-864476.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385PKK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21562054 | PA      | $21440217.73   | 0.16%             | 2056-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      1308500 | PA      | $673223.25     | 0.01%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                             | CFMT 2024-HB13 LLC                                                                                                                         | CUSIP: 12530VAD7<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |      1150000 | PA      | $1113553.17    | 0.01%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                               | Bridge 2024-SFR1 Trust                                                                                                                     | CUSIP: 10806DAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2915000 | PA      | $2793911.48    | 0.02%             | 2040-08-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381NB23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19948017 | PA      | $19821293.90   | 0.15%             | 2055-07-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381UZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3066797 | PA      | $3050958.12    | 0.02%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | VCC 2025-MC1 Trust                                                                                                                         | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17709713 | PA      | $17632783.75   | 0.13%             | 2055-05-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING X                                       | Alpha Star Holding X Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900VZ1ZLI7YNEMZ61 | Long             | DBT              | CORP              | AE        |      2233000 | PA      | $2160966.21    | 0.02%             | 2029-08-05      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137AUKL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1227361 | PA      | $64011.95      | 0.00%             | 2032-09-15      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137H9W88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10900000 | PA      | $11249850.76   | 0.08%             | 2052-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust 2025-5                                                                                              | CUSIP: 92262KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2486367 | PA      | $2452142.15    | 0.02%             | 2055-12-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |            1 | NC      | $-769382.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bridge Trust                                               | Bridge 2025-SFR1 Trust                                                                                                                     | CUSIP: 10807GAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1447762 | PA      | $1339180.11    | 0.01%             | 2042-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HLQB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51763396 | PA      | $53261298.86   | 0.40%             | 2055-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                    | Versant Media Group Inc                                                                                                                    | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |      7240000 | PA      | $7520582.51    | 0.06%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SWISS RE CORE NAT CAT FUND                                 | SWISS RE CORE NAT CAT FUND                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     50540977 | NS      | $67927072.95   | 0.51%             |  |  |  | No            |                  3 | On Loan: No      |
| DURST Commercial Mortgage Trust                            | Durst Commercial Mortgage Trust 2025-151                                                                                                   | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20700000 | PA      | $21432916.62   | 0.16%             | 2042-08-10      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QSLA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8779029 | PA      | $9012627.70    | 0.07%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HHXC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16614306 | PA      | $16616420.62   | 0.12%             | 2055-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 31396LCN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       363524 | PA      | $23221.95      | 0.00%             | 2036-10-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137ALAQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       404386 | PA      | $57639.61      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384K3H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1905747 | PA      | $1969047.15    | 0.01%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                 | JD.com Inc                                                                                                                                 | CUSIP: 47215PAJ5<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |      4535000 | PA      | $4630235.00    | 0.03%             | 2029-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       389600 | PA      | $222948.60     | 0.00%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383UQX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100449257 | PA      | $610902.24     | 0.00%             | 2052-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                    | Digital Realty Trust LP                                                                                                                    | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |      3115000 | PA      | $3502817.50    | 0.03%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                | AASET MT-1 Ltd                                                                                                                             | CUSIP: 00039NAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      8053053 | PA      | $7940476.32    | 0.06%             | 2050-02-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HLZA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8297958 | PA      | $8427224.06    | 0.06%             | 2055-06-25      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-2470.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pagaya AI Technology in Housing Trust 2021-1               | Pagaya AI Technology in Housing Trust 2023-1                                                                                               | CUSIP: 69547YAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4500000 | PA      | $4038854.40    | 0.03%             | 2040-10-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384E8K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4415086 | PA      | $5110828.82    | 0.04%             | 2053-10-20      | Floating      | 13.44%                | No            |                  2 | On Loan: No      |
| GENERIC G2 30YR G2 6 6.45 360                              | GENERIC G2 30YR G2 6 6.45 360                                                                                                              | CUSIP: 000000000<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     22335802 | PA      | $22920371.26   | 0.17%             | 2056-04-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $19966.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ABAV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3023463 | PA      | $295521.29     | 0.00%             | 2043-01-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382J3W4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       984217 | PA      | $151932.99     | 0.00%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                             | Orion CLO 2024-4 LTD                                                                                                                       | CUSIP: 68626KAA4<br>LEI: 213800ZBDSVKWOW3O877 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1972172.00    | 0.01%             | 2037-10-20      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| EDEN REII LTD 0.000 17MAR2028                              | EDEN REII LTD 0.000 17MAR2028                                                                                                              | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |        81053 | NS      | $213354.86     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618G7AE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       191438 | PA      | $195504.32     | 0.00%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383WK54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14354818 | PA      | $924707.96     | 0.01%             | 2053-03-20      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     14890000 | PA      | $14839496.99   | 0.11%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AAJK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1921406 | PA      | $236227.75     | 0.00%             | 2042-12-25      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HLTA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6352716 | PA      | $6453692.80    | 0.05%             | 2055-02-25      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BKMT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7390476 | PA      | $7661312.28    | 0.06%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                     | Canyon Capital CLO 2017-1 Ltd                                                                                                              | CUSIP: 13876HAA4<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1949204.00    | 0.01%             | 2030-07-15      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                        | Elmwood CLO VI Ltd                                                                                                                         | CUSIP: 29001VBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1302210.00    | 0.01%             | 2037-07-18      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BLLW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2742999 | PA      | $292596.71     | 0.00%             | 2045-09-15      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                    | WE Soda Investments Holding PLC                                                                                                            | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |       739000 | PA      | $748547.79     | 0.01%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HFKD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14670025 | PA      | $14372948.39   | 0.11%             | 2054-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                   | Transocean International Ltd                                                                                                               | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      3810000 | PA      | $3957908.01    | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                           | Alpha Holding SA de CV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      1439790 | PA      | $10798.43      | 0.00%             | 2022-12-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                        | Avianca Midco 2 PLC                                                                                                                        | CUSIP: 05369YAD1<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |      1504000 | PA      | $1402480.00    | 0.01%             | 2031-01-28      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-9282.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BKMQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4051213 | PA      | $4301936.10    | 0.03%             | 2053-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137ASS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       317655 | PA      | $8272.62       | 0.00%             | 2032-07-15      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618A0PG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2032604 | PA      | $2096210.82    | 0.02%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                           | TKC Holdings Inc                                                                                                                           | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       550000 | PA      | $573555.95     | 0.00%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                    | Dream Finders Homes Inc                                                                                                                    | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6350000 | PA      | $6232463.28    | 0.05%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 36179W5K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        46655 | PA      | $48981.50      | 0.00%             | 2052-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asset Based Lending LLC                                    | ABL 2024-RTL1                                                                                                                              | CUSIP: 00092EAA6<br>LEI: 254900C9FQN3N2YOSF41 | Long             | ABS-MBS          | CORP              | US        |     11050000 | PA      | $11108609.20   | 0.08%             | 2029-09-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                    | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                            | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6350000 | PA      | $6650700.69    | 0.05%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| NCB FINANCIAL GROUP                                        | NCB Financial Group Ltd                                                                                                                    | CUSIP: 639935AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |      7070000 | PA      | $7431771.90    | 0.06%             | 2030-07-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                        | Avianca Midco 2 PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |       812338 | PA      | $789998.71     | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Constellation Oil Services Holding SA                      | Constellation Oil Services Holding SA                                                                                                      | CUSIP: 000000000<br>LEI: 5493005YJTU769NW5I10 | Long             | EC               | CORP              | LU        |       104100 | NS      | $1605565.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BXSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23959302 | PA      | $23664780.18   | 0.18%             | 2055-10-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                             | CFMT 2024-R1 LLC                                                                                                                           | CUSIP: 12530YAE9<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |      9932000 | PA      | $9163525.40    | 0.07%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136A1B20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           88 | PA      | $0.17          | 0.00%             | 2026-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                | Taurus 2025-3 UK Designated Activity Co                                                                                                    | CUSIP: 000000000<br>LEI: 635400XWNSMBWUUQIW58 | Long             | ABS-MBS          | CORP              | IE        |      3150000 | PA      | $4273892.59    | 0.03%             | 2035-07-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383LBU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3498964 | PA      | $3859149.08    | 0.03%             | 2052-11-20      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                 | EW Scripps Company (The) 2025 Term Loan B3                                                                                                 | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      8350753 | PA      | $8246368.72    | 0.06%             | 2029-11-30      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | CARLYLE US CLO 2019-4 LTD                                                                                                                  | CUSIP: 14317VAY6<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1743098.00    | 0.01%             | 2035-04-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ABAD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3349091 | PA      | $345070.73     | 0.00%             | 2043-01-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                               | DoorDash Inc                                                                                                                               | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |      4110000 | PA      | $3929160.00    | 0.03%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137H2W59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16380645 | PA      | $2551829.31    | 0.02%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384XWU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6868046 | PA      | $7108869.01    | 0.05%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383U4S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5113721 | PA      | $5513540.16    | 0.04%             | 2052-10-20      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                      | Lumentum Holdings Inc                                                                                                                      | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      1130000 | PA      | $5538017.00    | 0.04%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381ETV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64377196 | PA      | $2998818.55    | 0.02%             | 2061-02-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFF6V13 IRS PLN R V 03MWIBOR BMIFF6V39 CCPVANILLA / Short: BMIFF6V13 IRS PLN P F  4.61000 BMIFF6V21 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1716360000 | OU      | $1419756.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384H5M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2500000 | PA      | $2582460.00    | 0.02%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                   | Olympus Water US Holding Corp                                                                                                              | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $8138624.56    | 0.06%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BWMD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3808099 | PA      | $3961218.97    | 0.03%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          130 | NC      | $-218114.29    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                                                 | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83000000 | PA      | $83484541.55   | 0.62%             | 2056-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                        | Braskem Netherlands Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      2164000 | PA      | $1360615.00    | 0.01%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HHFJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7718570 | PA      | $6106265.68    | 0.05%             | 2054-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                    | Bryant Park Funding 2023-21 Ltd                                                                                                            | CUSIP: 117650AS0<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2981250.00    | 0.02%             | 2038-10-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Kinh Bac City Development Holding Corp                     | Kinh Bac City Development Holding Corp                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      2227400 | NS      | $2868182.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                     | Canyon Capital CLO 2016-1 Ltd                                                                                                              | CUSIP: 13876EAF0<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3461304.00    | 0.03%             | 2031-07-15      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                                                                                         | CUSIP: 3142FR2X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24993316 | PA      | $4519628.83    | 0.03%             | 2050-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RIKISBREF                                                  | Iceland Rikisbref                                                                                                                          | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |    384686042 | PA      | $3140182.10    | 0.02%             | 2035-09-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381UBY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4092804 | PA      | $4133495.85    | 0.03%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TBC BANK JSC                                               | TBC Bank JSC                                                                                                                               | CUSIP: 000000000<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |      3481000 | PA      | $3511236.14    | 0.03%             | 2026-11-06      | Fixed         | 8.89%                 | Yes           |                  2 | On Loan: No      |
| CRSNT Trust                                                | CRSNT Trust 2026-MOON                                                                                                                      | CUSIP: 12642SAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9500000 | PA      | $9555552.20    | 0.07%             | 2043-02-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QRSP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4039467 | PA      | $4224250.91    | 0.03%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                               | Champs Trust 2025-1                                                                                                                        | CUSIP: 158926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63399350 | PA      | $65339984.88   | 0.49%             | 2060-04-25      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                         | New Flyer Holdings Inc                                                                                                                     | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5080000 | PA      | $5484820.12    | 0.04%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities Trust                        | Brean Asset Backed Securities Trust 2023-RM6                                                                                               | CUSIP: 10638AAA4<br>LEI: 98450003CE714EY3D313 | Long             | ABS-MBS          | CORP              | US        |      3397242 | PA      | $3406871.08    | 0.03%             | 2063-01-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384YYX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9120670 | PA      | $9036162.87    | 0.07%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618H9TS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4790714 | PA      | $5076723.99    | 0.04%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MT LOGAN RE SIDECAR 2021                                   | MT LOGAN RE SIDECAR 2021                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         1721 | NS      | $6363497.51    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B97J5BG58 CDS USD R V 03MEVENT Z97J5BJ55 CCPCDX / Short: B97J5BG58 CDS USD P F  1.00000 Z97J5BH57 CCPCDX                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3798377252 | OU      | $-79041267.88  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383WN93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9525878 | PA      | $621319.23     | 0.00%             | 2053-03-20      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BFCT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1516740 | PA      | $172490.55     | 0.00%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-54761.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383VUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11462335 | PA      | $550062.55     | 0.00%             | 2053-02-20      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGL5101 IRS KRW R V 03MKSDA BMIGL5127 CCPNDF / Short: BMIGL5101 IRS KRW P F  3.70945 BMIGL5119 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  19852000000 | OU      | $72824.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384AGA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4470748 | PA      | $4697138.27    | 0.03%             | 2053-05-20      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP                                   | Galaxy Digital Holdings LP                                                                                                                 | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2820000 | PA      | $2428020.00    | 0.02%             | 2031-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                     | Orbia Advance Corp SAB de CV                                                                                                               | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      1962000 | PA      | $1979077.25    | 0.01%             | 2035-05-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                       | New Mountain CLO 6 Ltd                                                                                                                     | CUSIP: 647908AJ1<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2003922.00    | 0.01%             | 2037-10-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD SAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-7076.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIDXP549 CDS USD R F  4.00000 BMIDXP556 CORPORATE / Short: BMIDXP549 CDS USD P V 01MEVENT BMIDXP564 CORPORATE                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      1390821 | OU      | $5438.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385BNP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3096648 | PA      | $3052363.68    | 0.02%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                   | Kaisa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        28403 | PA      | $99.41         | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Limited                      | Digicel International Finance Limited 2025 Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | BM        |      1019361 | PA      | $1022653.54    | 0.01%             | 2032-08-06      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO                                         | Blueberry Park CLO Ltd                                                                                                                     | CUSIP: 09609QAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1500000 | PA      | $1457565.00    | 0.01%             | 2037-10-20      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618AFV57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1582217 | PA      | $1655168.75    | 0.01%             | 2063-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BKL80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8391200 | PA      | $8622664.14    | 0.06%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                 | Evergy Inc                                                                                                                                 | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      1910000 | PA      | $2605717.50    | 0.02%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abry Liquid Credit CLO Ltd                                 | Abry Liquid Credit CLO 2025-1 Ltd                                                                                                          | CUSIP: 00383LAJ9<br>LEI: 254900B1K4HLAH4DXD74 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5011230.00    | 0.04%             | 2038-10-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3133TM7G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         9580 | PA      | $9767.91       | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                    | Santander Bank Auto Credit-Linked Notes Series 2024-A                                                                                      | CUSIP: 80290CCM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1070163 | PA      | $1086715.03    | 0.01%             | 2032-06-15      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                    | Bryant Park Funding 2023-19 Ltd                                                                                                            | CUSIP: 11765AAY5<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |      5250000 | PA      | $5101661.25    | 0.04%             | 2038-04-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HAXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3278014 | PA      | $2764493.94    | 0.02%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WISTRON CORP                                               | Wistron Corp                                                                                                                               | CUSIP: 000000000<br>LEI: 254900DIEONKUALBFM06 | Long             | DBT              | CORP              | TW        |      2700000 | PA      | $2498175.00    | 0.02%             | 2030-10-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383WHB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22615745 | PA      | $1448886.75    | 0.01%             | 2053-03-20      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Unison Trust                                               | Unison Trust 2021-1                                                                                                                        | CUSIP: 90919VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47076084 | PA      | $44724317.95   | 0.33%             | 2050-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $59909.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618B96M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       114319 | PA      | $119194.34     | 0.00%             | 2062-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE OCCIDENTE SA                                      | Banco de Occidente SA                                                                                                                      | CUSIP: 000000000<br>LEI: 54930072MY36044H8N63 | Long             | DBT              | CORP              | CO        |      5797000 | PA      | $6532639.30    | 0.05%             | 2034-08-13      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BDF76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1049678 | PA      | $103117.06     | 0.00%             | 2044-09-15      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                                           | CUSIP: 3133CKQZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       898532 | PA      | $961680.09     | 0.01%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HJN60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18687492 | PA      | $18696218.69   | 0.14%             | 2055-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina SA                                       | Telecom Argentina SA                                                                                                                       | CUSIP: 879273209<br>LEI: 549300MKPIRSJD8SB782 | Long             | EC               | CORP              | AR        |         6800 | NS      | $81192.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIE963K2 CDS USD R F  4.20000 BMIE963L0 CORPORATE / Short: BMIE963K2 CDS USD P V 01MEVENT BMIE963M8 CORPORATE                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |       978980 | OU      | $4111.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $35765.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MEN'S WEARHOUSE LLC                                    | Men's Wearhouse LLC/The                                                                                                                    | CUSIP: 587118AF7<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | DBT              | CORP              | US        |      8900000 | PA      | $9424049.80    | 0.07%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 15 Ltd                                                                                                                       | CUSIP: 05875UAE4<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1860632.00    | 0.01%             | 2038-01-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                           | Empower CLO 2024-1 Ltd                                                                                                                     | CUSIP: 29244RAG0<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3000150.00    | 0.02%             | 2037-04-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                             | Ziff Davis Inc                                                                                                                             | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      1230000 | PA      | $1212780.00    | 0.01%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGAY0P6 IRS KRW R F  3.38500 BMIGAY0Q4 CCPNDF / Short: SMIGAY0P6 IRS KRW P V 03MKSDA BMIGAY0R2 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  58993000000 | OU      | $-710091.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                        | Braskem Netherlands Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      1087000 | PA      | $654221.82     | 0.00%             | 2031-01-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AMPHASTAR PHARMACEUTICAL                                   | Amphastar Pharmaceuticals Inc                                                                                                              | CUSIP: 03209RAB9<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | DBT              | CORP              | US        |      2905000 | PA      | $2655460.50    | 0.02%             | 2029-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                                 | Rapid7 Inc                                                                                                                                 | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |       970000 | PA      | $799377.00     | 0.01%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 31397L3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1157430 | PA      | $57030.92      | 0.00%             | 2038-07-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                  | Block Inc                                                                                                                                  | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      1615000 | PA      | $1520522.50    | 0.01%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                                          | H World Group Ltd                                                                                                                          | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |      2227000 | PA      | $3074373.50    | 0.02%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                              | ForteBank JSC                                                                                                                              | CUSIP: 000000000<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      8957000 | PA      | $9188825.07    | 0.07%             | 2030-11-03      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3689 | NC      | $-9964488.68   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| PRMI Securitization Trust                                  | PRMI Securitization Trust 2025-CMG1                                                                                                        | CUSIP: 74291CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $998354.10     | 0.01%             | 2055-12-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384GZ45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6784361 | PA      | $7015071.34    | 0.05%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618AVC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       198887 | PA      | $204031.00     | 0.00%             | 2062-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $2840.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382WGF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13149396 | PA      | $289874.48     | 0.00%             | 2051-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                   | Venture Global Calcasieu Pass LLC                                                                                                          | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      6350000 | PA      | $5662441.69    | 0.04%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                                  | RMF Buyout Issuance Trust 2021-HB1                                                                                                         | CUSIP: 74969TAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4500000 | PA      | $4273510.95    | 0.03%             | 2031-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                   | Builders FirstSource Inc                                                                                                                   | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     10170000 | PA      | $9445050.87    | 0.07%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 31346AF83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        19686 | PA      | $19440.13      | 0.00%             | 2030-06-01      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATION WORLDW                                   | Marriott Vacations Worldwide Corp                                                                                                          | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      2870000 | PA      | $2786770.00    | 0.02%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HTS Funding DE LLC                                         | HTS Fund II LLC                                                                                                                            | CUSIP: 40456GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1150000 | PA      | $1149140.72    | 0.01%             | 2045-06-23      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 31394UD90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       468988 | PA      | $32139.98      | 0.00%             | 2035-12-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                            | WHARF Commercial Mortgage Trust 2025-DC                                                                                                    | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16250000 | PA      | $16725088.25   | 0.12%             | 2040-07-15      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82879105 | PA      | $10527763.90   | 0.08%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385PCP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34455407 | PA      | $36726808.77   | 0.27%             | 2056-03-20      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Mello Warehouse Securitization Trust                       | Mello Warehouse Securitization Trust 2025-1                                                                                                | CUSIP: 58550CAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9000000 | PA      | $9046792.80    | 0.07%             | 2059-05-25      | Floating      | 10.15%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HJCR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20510583 | PA      | $20527932.30   | 0.15%             | 2054-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERIC G2 30YR G2 6 6.5 360 0                             | GENERIC G2 30YR G2 6 6.5 360 0                                                                                                             | CUSIP: 000000000<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |      8474311 | PA      | $8870949.43    | 0.07%             | 2056-04-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618GWYD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       287331 | PA      | $293074.88     | 0.00%             | 2054-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $60958.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BUW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19505115 | PA      | $19515443.49   | 0.15%             | 2054-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BVHL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16211862 | PA      | $17653668.54   | 0.13%             | 2055-03-25      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384UVE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8586287 | PA      | $8881708.15    | 0.07%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382LQ53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6126632 | PA      | $780232.74     | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384EDD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2618000 | PA      | $2707179.03    | 0.02%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618F26S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1008584 | PA      | $1040848.48    | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BCVY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1628938 | PA      | $1648097.11    | 0.01%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                          | Magnetite XXII Ltd                                                                                                                         | CUSIP: 55954HBE1<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2003894.00    | 0.01%             | 2036-07-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384HZ92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12142406 | PA      | $12336348.76   | 0.09%             | 2054-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618HQWU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       126374 | PA      | $131826.11     | 0.00%             | 2054-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HQXU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7739957 | PA      | $7723422.54    | 0.06%             | 2055-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA DEL PERU S.A.                                   | Integratel Peru SAA                                                                                                                        | CUSIP: 000000000<br>LEI: 549300L59XR0I8CDIL13 | Long             | DBT              | CORP              | PE        |      4500000 | PA      | $481070.76     | 0.00%             | 2027-04-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                            | Nebius Group NV                                                                                                                            | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      4220000 | PA      | $5466166.00    | 0.04%             | 2030-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS                                    | Infrastrutture Wireless Italiane SpA                                                                                                       | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |      1285000 | PA      | $1348865.83    | 0.01%             | 2031-04-19      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Great Wolf Trust                                           | Great Wolf Trust 2024-WOLF                                                                                                                 | CUSIP: 39152MAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7500000 | PA      | $7558324.50    | 0.06%             | 2039-03-15      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618B1RV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       929304 | PA      | $972151.20     | 0.01%             | 2063-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                                                 | CUSIP: 21H030658<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    680640000 | PA      | $606354542.02  | 4.51%             | 2056-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BDJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       539248 | PA      | $569251.26     | 0.00%             | 2053-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-20125.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                           | Cajun Global LLC                                                                                                                           | CUSIP: 12803VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $9933403.00    | 0.07%             | 2055-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383WHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28577636 | PA      | $1863957.72    | 0.01%             | 2053-03-20      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     10202200 | PA      | $10153186.89   | 0.08%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618GYJR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       100338 | PA      | $104996.09     | 0.00%             | 2064-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                    | K Hovnanian Enterprises Inc                                                                                                                | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      3560000 | PA      | $3592965.60    | 0.03%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                       | Grupo Aeromexico SAB de CV                                                                                                                 | CUSIP: 40054JAD1<br>LEI: 529900BECKHBL62WD126 | Long             | DBT              | CORP              | MX        |      6345000 | PA      | $6178443.75    | 0.05%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                   | Biffa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |      5030000 | PA      | $6866007.67    | 0.05%             | 2031-06-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381QYK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7101412 | PA      | $7220964.53    | 0.05%             | 2055-04-20      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ADAG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       880160 | PA      | $48520.03      | 0.00%             | 2033-03-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                         | Ally Financial Inc                                                                                                                         | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     16000000 | PA      | $15968169.60   | 0.12%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384J7D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16298437 | PA      | $16869472.61   | 0.13%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384B4A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13235779 | PA      | $13687698.79   | 0.10%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                                                                                    | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      2067000 | PA      | $1127806.88    | 0.01%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust 2025-4                                                                                              | CUSIP: 92262JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1220553 | PA      | $1213939.29    | 0.01%             | 2055-09-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd                                         | Elmwood CLO 14 Ltd                                                                                                                         | CUSIP: 29003WAU9<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2013466.00    | 0.01%             | 2038-10-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                             | Barings Clo Ltd 2022-IV                                                                                                                    | CUSIP: 06763HAU0<br>LEI: 549300NRFNRCBGSJ3239 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4990975.00    | 0.04%             | 2037-10-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HN3P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33125631 | PA      | $34210790.41   | 0.25%             | 2055-09-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3617FCZX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       161776 | PA      | $165960.25     | 0.00%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lithium Argentina AG                                       | Lithium Argentina AG                                                                                                                       | CUSIP: 000000000<br>LEI: 25490091H0GF6CS01G98 | Long             | EC               | CORP              | CH        |        10800 | NS      | $109836.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocwen Loan Investment Trust                                | Onity Loan Investment Trust 2024-HB2                                                                                                       | CUSIP: 68278DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1462511.55    | 0.01%             | 2037-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1759141.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                                         | TBC Bank Group PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | CORP              | GB        |  16650000000 | PA      | $1401726.48    | 0.01%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AL5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1325630 | PA      | $244187.93     | 0.00%             | 2045-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                    | PNMAC GMSR ISSUER TRUST 2024-GT1                                                                                                           | CUSIP: 69354WAJ5<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |     41000000 | PA      | $41124656.40   | 0.31%             | 2029-03-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BA5T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       379565 | PA      | $65659.36      | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-115408.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1972217.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                            | Golub Capital Partners CLO 74 B Ltd                                                                                                        | CUSIP: 38190CAA1<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $1968716.00    | 0.01%             | 2037-07-25      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                               | Hudson Yards 2025-SPRL Mortgage Trust                                                                                                      | CUSIP: 44855PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1750000 | PA      | $1774157.53    | 0.01%             | 2040-01-13      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                   | HLTN Commercial Mortgage Trust 2026-DPLO                                                                                                   | CUSIP: 40446RAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13000000 | PA      | $13117447.20   | 0.10%             | 2041-04-15      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                     | Navigator 2024-1 Aviation Ltd                                                                                                              | CUSIP: 63943DAB5<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |      4845238 | PA      | $4824988.98    | 0.04%             | 2049-08-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385GYJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12354969 | PA      | $12566038.60   | 0.09%             | 2055-05-20      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HFA96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23743002 | PA      | $24480861.80   | 0.18%             | 2054-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383CZ52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19046929 | PA      | $2159372.26    | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381PAA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31721373 | PA      | $33048219.05   | 0.25%             | 2055-07-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137AYTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       776268 | PA      | $42723.64      | 0.00%             | 2032-11-15      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-1848.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HRMQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43681819 | PA      | $45652013.19   | 0.34%             | 2056-05-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                               | Champs Trust 2026-1                                                                                                                        | CUSIP: 15878EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95032117 | PA      | $98630983.27   | 0.73%             | 2061-09-25      | Fixed         | 8.91%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2881 | NC      | $2000406.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1663534416 | PA      | $100481666.15  | 0.75%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BDKA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3526021 | PA      | $3640913.89    | 0.03%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Khang Dien House Trading and Investment JSC                | Khang Dien House Trading and Investment JSC                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      1986700 | NS      | $1918217.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381DZF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60282719 | PA      | $3072013.40    | 0.02%             | 2063-04-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-5776847.35   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUXPP2 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92XUXPP2 CDS USD P F  1.00000 2 CCPSOVEREIGN                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      8615000 | OU      | $-131498.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                 | Sixth Street CLO XX Ltd                                                                                                                    | CUSIP: 83012QAW4<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3989044.00    | 0.03%             | 2038-07-17      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    637100000 | PA      | $31677449.99   | 0.24%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                              | ForteBank JSC                                                                                                                              | CUSIP: 34955XAB7<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      9679000 | PA      | $9994683.68    | 0.07%             | 2030-02-04      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds                   | Venezuela Government International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       183000 | PA      | $86467.50      | 0.00%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Great Wolf Trust                                           | GWT 2024-WLF2                                                                                                                              | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12000000 | PA      | $11970662.40   | 0.09%             | 2041-05-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HB7B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14599473 | PA      | $15017258.82   | 0.11%             | 2053-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANICA LUX                                               | Oceanica Lux                                                                                                                               | CUSIP: 000000000<br>LEI: 635400VU48WVABC1TO64 | Long             | DBT              | CORP              | LU        |      4394000 | PA      | $4716422.93    | 0.04%             | 2029-10-02      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| TUI AG                                                     | TUI AG                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | DBT              | CORP              | DE        |      1800000 | PA      | $2245969.77    | 0.02%             | 2031-07-26      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2025-1918                                                                                            | CUSIP: 95004QAG3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      9500000 | PA      | $9467560.35    | 0.07%             | 2040-09-15      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HRP78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16666667 | PA      | $17661448.69   | 0.13%             | 2056-05-25      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383UAY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155431549 | PA      | $760495.48     | 0.01%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cresud SACIF y A                                           | Cresud SACIF y A                                                                                                                           | CUSIP: 226406106<br>LEI: 529900OJF9C0NUFNN613 | Long             | EC               | CORP              | AR        |         3025 | NS      | $34031.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618J7EV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2148029 | PA      | $2238288.86    | 0.02%             | 2064-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385ENX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11626084 | PA      | $11775483.41   | 0.09%             | 2065-03-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                    | Bryant Park Funding 2024-22 Ltd                                                                                                            | CUSIP: 11766CAJ3<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $6016866.00    | 0.04%             | 2037-04-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                | FIGRE Trust 2023-HE3                                                                                                                       | CUSIP: 31684CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2881590 | PA      | $2937731.67    | 0.02%             | 2053-11-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BTSJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        23534 | PA      | $83.18         | 0.00%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc               | BAMLL Trust 2024-BHP                                                                                                                       | CUSIP: 05493WAC6<br>LEI: 549300BOMGFOVRYRQK33 | Long             | ABS-MBS          | CORP              | US        |      8000000 | PA      | $8027525.60    | 0.06%             | 2039-08-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618FGD43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2104979 | PA      | $2204942.32    | 0.02%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      2272326 | PA      | $812356.55     | 0.01%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                                                                                        | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      2060000 | PA      | $2996785.00    | 0.02%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383AZU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13522936 | PA      | $1483998.19    | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                           | RCO 2025-Pr1 Trust                                                                                                                         | CUSIP: 74939AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16718952 | PA      | $16592164.02   | 0.12%             | 2055-03-02      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                        | Shift4 Payments Inc                                                                                                                        | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3655000 | PA      | $3457680.73    | 0.03%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                               | Voya CLO 2015-3 Ltd                                                                                                                        | CUSIP: 92913DAJ3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1864108.00    | 0.01%             | 2031-10-20      | Floating      | 10.14%                | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      1051164 | PA      | $32848.88      | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                    | Saluda Grade Alternative Mortgage Trust 2024-RTL5                                                                                          | CUSIP: 795935AA3<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |     10320797 | PA      | $10355321.51   | 0.08%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                        | Sword Purchaser LLC                                                                                                                        | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |      2485000 | PA      | $2544647.88    | 0.02%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                 | Dexcom Inc                                                                                                                                 | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |      1825000 | PA      | $1693143.75    | 0.01%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                   | Banco Mercantil del Norte SA/Grand Cayman                                                                                                  | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      2291000 | PA      | $2437979.11    | 0.02%             | 2030-10-14      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ZOETIS INC                                                 | Zoetis Inc                                                                                                                                 | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      3400000 | PA      | $3369400.00    | 0.03%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3617FMCP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2796890 | PA      | $2853823.09    | 0.02%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BXZR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10364708 | PA      | $10336676.23   | 0.08%             | 2055-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | VCC 2026-MC1                                                                                                                               | CUSIP: 91826LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15057042 | PA      | $15030007.18   | 0.11%             | 2031-01-27      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383UAW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34540344 | PA      | $410404.91     | 0.00%             | 2052-07-20      | Floating      | 0.26%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                   | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      6350000 | PA      | $6869322.05    | 0.05%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                       | Samarco Mineracao SA                                                                                                                       | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     19555639 | PA      | $19631729.99   | 0.15%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Champs Trust                                               | Champs Trust 2024-1                                                                                                                        | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33170696 | PA      | $33926805.24   | 0.25%             | 2059-07-25      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| RISEWELL HOMES INC                                         | Risewell Homes Inc                                                                                                                         | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |      6350000 | PA      | $6596703.85    | 0.05%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                   | Virgin Media Secured Finance PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      4930000 | PA      | $6009683.14    | 0.04%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $2389.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                   | Kaisa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        71008 | PA      | $85.21         | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                             | CFMT 2024-HB14 LLC                                                                                                                         | CUSIP: 12530XAE1<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |      8500000 | PA      | $8152022.75    | 0.06%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                   | Banco Mercantil del Norte SA/Grand Cayman                                                                                                  | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       736000 | PA      | $736744.76     | 0.01%             | 2027-01-24      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| IREN LTD                                                   | IREN Ltd                                                                                                                                   | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      3025000 | PA      | $2627968.75    | 0.02%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                             | Cloudflare Inc                                                                                                                             | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |      3125000 | PA      | $3595300.41    | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HK7F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72885751 | PA      | $71985083.30   | 0.54%             | 2055-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OHI GROUP SA                                               | OHI Group SA                                                                                                                               | CUSIP: 000000000<br>LEI: 529900GW2J8DSYJHEH26 | Long             | DBT              | CORP              | LU        |      5668650 | PA      | $5777968.44    | 0.04%             | 2029-07-22      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385NQJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50577005 | PA      | $53795905.34   | 0.40%             | 2056-03-20      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                           | Arches Buyer Inc                                                                                                                           | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5351814.60    | 0.04%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NOVA LTD                                                   | Nova Ltd                                                                                                                                   | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |      1075000 | PA      | $1853837.50    | 0.01%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                          | Battalion CLO XXIX Ltd                                                                                                                     | CUSIP: 07135TAJ8<br>LEI: 254900BHK74DPDADPT35 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5011770.00    | 0.04%             | 2038-03-31      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       376000 | PA      | $178506.00     | 0.00%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BKL98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       925247 | PA      | $972938.02     | 0.01%             | 2053-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136A1FC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15494 | PA      | $61.78         | 0.00%             | 2026-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados Holdings Inc                                 | Arcos Dorados Holdings Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 54930023P2MIZN13DQ85 | Long             | EC               | CORP              | VG        |        11500 | NS      | $102580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Point CLO, Ltd                                      | Silver Point CLO 12 Ltd                                                                                                                    | CUSIP: 82809MAJ1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3936712.00    | 0.03%             | 2038-10-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                   | Microchip Technology Inc                                                                                                                   | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      3475000 | PA      | $3801650.00    | 0.03%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                   | Ionis Pharmaceuticals Inc                                                                                                                  | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      2685000 | PA      | $2790721.88    | 0.02%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                                              | Jscb Agrobank                                                                                                                              | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |  13770000000 | PA      | $1207491.13    | 0.01%             | 2028-09-15      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                         | Braskem Idesa SAPI                                                                                                                         | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      5699000 | PA      | $4008876.07    | 0.03%             | 2032-02-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV                        | Staatsolie Maatschappij Suriname NV 2025 Revolver                                                                                          | CUSIP: 000000000<br>LEI: 254900R015RJG4RZ5G47 | Long             | LON              | CORP              | SR        |     47420715 | PA      | $47420714.80   | 0.35%             | 2032-04-26      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                    | Atos SE                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |       396000 | PA      | $531490.62     | 0.00%             | 2029-12-18      | Variable      | 9.36%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383TS46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34540344 | PA      | $424376.48     | 0.00%             | 2052-07-20      | Floating      | 0.09%                 | No            |                  2 | On Loan: No      |
| PORTEAST INVESTMENT PVT                                    | Porteast Investment Pvt Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 335800QCR33GHNFNA954 | Long             | DBT              | CORP              | IN        |    730000000 | PA      | $9261735.00    | 0.07%             | 2028-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                      | KKR CLO 52 Ltd                                                                                                                             | CUSIP: 48255XAW8<br>LEI: 2549002TMLB67HEXS124 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5032300.00    | 0.04%             | 2038-07-16      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | Long: BMIGGQLT6 TRS USD R E UBCSDVRP INDEX TRS / Short: BMIGGQLT6 TRS USD P F   .00000 RF NOINDEX+0BPS                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               |  | US        |    197233488 | OU      | $1097926.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP                                      | Envista Holdings Corp                                                                                                                      | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |      2760000 | PA      | $2756550.00    | 0.02%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2988 | NC      | $13416050.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HGDC HOLDINGS LIMITED                                      | HGDC HOLDINGS LIMITED TERM LOAN                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |     10690000 | PA      | $10663275.00   | 0.08%             | 2029-03-31      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                               | Champs Trust 2024-2                                                                                                                        | CUSIP: 15878BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27970118 | PA      | $28726832.50   | 0.21%             | 2059-11-25      | Variable      | 8.90%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                 | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62500000 | PA      | $65563950.00   | 0.49%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                       | New Mountain CLO 7 Ltd                                                                                                                     | CUSIP: 64754YAL3<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1980730.00    | 0.01%             | 2038-03-31      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AQR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       958958 | PA      | $66296.08      | 0.00%             | 2045-08-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3617FMCE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2569323 | PA      | $2729940.04    | 0.02%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUX                                       | Intralot Capital Luxembourg SA                                                                                                             | CUSIP: 000000000<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |      2723000 | PA      | $3119387.20    | 0.02%             | 2031-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                        | Clydesdale Acquisition Holdings Inc Term Loan B                                                                                            | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      1125000 | PA      | $1076416.88    | 0.01%             | 2029-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BJ6V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       717292 | PA      | $530173.66     | 0.00%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                   | Digicel International Finance Ltd / Difl US LLC                                                                                            | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      6060000 | PA      | $6308738.76    | 0.05%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381NXY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17816761 | PA      | $18532487.42   | 0.14%             | 2055-06-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB NL BV/INC                                    | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc                                                                                         | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | XX        |      3556000 | PA      | $4218669.06    | 0.03%             | 2031-01-15      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                           | CPUK Finance Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |      4960000 | PA      | $6814430.63    | 0.05%             | 2032-08-28      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137H3EF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10947906 | PA      | $6607877.92    | 0.05%             | 2050-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385LCQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110687938 | PA      | $119580678.98  | 0.89%             | 2056-01-20      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| ABC Technologies Inc                                       | ABC Technologies Inc EUR Term Loan A                                                                                                       | CUSIP: 000000000<br>LEI: 5493001F3JRVFSNAPG47 | Long             | LON              | CORP              | CA        |      3582000 | PA      | $4085670.21    | 0.03%             | 2031-08-22      | Floating      | 7.88%                 | No            |                  3 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                        | GS Mortgage-Backed Securities Trust 2025-NQM2                                                                                              | CUSIP: 36272EAE4<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-MBS          | CORP              | US        |       850000 | PA      | $870867.84     | 0.01%             | 2065-06-25      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA6                                                                                                    | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |     21140000 | PA      | $21763604.63   | 0.16%             | 2041-10-25      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                         | Harvest US CLO 2024-2 Ltd                                                                                                                  | CUSIP: 41756YAJ4<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3503570.00    | 0.03%             | 2037-10-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137AQX45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2651077 | PA      | $131261.72     | 0.00%             | 2032-06-15      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                     | CenterPoint Energy Inc                                                                                                                     | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      3065000 | PA      | $3251694.27    | 0.02%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 Trust                                       | STAR 2025-SFR6 Trust                                                                                                                       | CUSIP: 85520EAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5050000 | PA      | $5064273.83    | 0.04%             | 2042-08-17      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust                  | FARM 2023-1 Mortgage Trust                                                                                                                 | CUSIP: 30767YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2384933 | PA      | $1823397.62    | 0.01%             | 2052-03-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                          | Wellfleet Clo 2019-1 Ltd                                                                                                                   | CUSIP: 94950NAZ5<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2488135.00    | 0.02%             | 2032-07-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HMQ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10007439 | PA      | $10299298.35   | 0.08%             | 2055-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ISIN USBMIGLJ6H99                                          | ISIN USBMIGLJ6H99                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13181819 | PA      | $13788617.67   | 0.10%             | 2056-03-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BEACON RE COMMITTED                                        | BEACON RE COMMITTED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27008881 | NS      | $27184438.73   | 0.20%             |  |  |  | No            |                  3 | On Loan: No      |
| STAR 2025-SFR6 Trust                                       | STAR 2025-SFR6 Trust                                                                                                                       | CUSIP: 85520EAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2450000 | PA      | $2456276.66    | 0.02%             | 2042-08-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $449782.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-7070299.83   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HHWT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10062447 | PA      | $10235414.01   | 0.08%             | 2055-01-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618AKMN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        65909 | PA      | $67634.23      | 0.00%             | 2063-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                       | Cleveland-Cliffs Inc                                                                                                                       | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      8900000 | PA      | $8905576.74    | 0.07%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas del Sur SA                           | Transportadora de Gas del Sur SA                                                                                                           | CUSIP: 893870204<br>LEI: 5299002TRC7IFQYSW596 | Long             | EC               | CORP              | AR        |         5400 | NS      | $164754.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                              | Boeing Co/The                                                                                                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        52000 | NS      | $3754400.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2025-1918                                                                                            | CUSIP: 95004QAE8<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      5455000 | PA      | $5406644.15    | 0.04%             | 2040-09-15      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-154680.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TBC BANK JSC                                               | TBC Bank JSC                                                                                                                               | CUSIP: 000000000<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |      6004000 | PA      | $6437972.78    | 0.05%             | 2029-07-30      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| GNR26080B SD                                               | GNR26080B SD                                                                                                                               | CUSIP: 000000000<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |     48000000 | PA      | $51000000.00   | 0.38%             | 2056-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust 2025-4                                                                                              | CUSIP: 92262JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1494555 | PA      | $1471438.42    | 0.01%             | 2055-09-25      | Variable      | 9.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3617FMCC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2055288 | PA      | $2133177.03    | 0.02%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HHTC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34721595 | PA      | $34744388.43   | 0.26%             | 2054-12-25      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HRR68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23363636 | PA      | $24910465.24   | 0.19%             | 2056-05-25      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KQVD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2023881 | PA      | $2080263.82    | 0.02%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384UTJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6461638 | PA      | $6377899.65    | 0.05%             | 2054-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                                                 | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22300000 | PA      | $22744257.26   | 0.17%             | 2056-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                                                 | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    192000000 | PA      | $193420886.40  | 1.44%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUMMER BIDCO BV                                            | Summer BidCo BV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |      1850000 | PA      | $2198556.95    | 0.02%             | 2031-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                            | Wingspire Equipment Finance 2025-1 LLC                                                                                                     | CUSIP: 97415CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6000000 | PA      | $5998093.20    | 0.04%             | 2033-09-20      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-6860.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                            | Benefit Street Partners Clo XXII Ltd                                                                                                       | CUSIP: 08186UBA9<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2002890.00    | 0.01%             | 2035-04-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 36202C3Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          117 | PA      | $122.51        | 0.00%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BDNC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       217574 | PA      | $223201.94     | 0.00%             | 2063-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618AFWU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1598557 | PA      | $1672261.74    | 0.01%             | 2063-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIVE9 INC                                                  | Five9 Inc                                                                                                                                  | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |      1835000 | PA      | $1593147.00    | 0.01%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                   | IREN Ltd                                                                                                                                   | CUSIP: 46270CAG4<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      3200000 | PA      | $3528800.00    | 0.03%             | 2032-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                             | Orion CLO 2025-6 Ltd                                                                                                                       | CUSIP: 68627FAA4<br>LEI: 213800PW3G9F7R56TB25 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $5987334.00    | 0.04%             | 2038-10-20      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| CHECK POINT SOFTWARE                                       | Check Point Software Technologies Ltd                                                                                                      | CUSIP: 162775AA8<br>LEI: 2549003ZVBH73EPNS513 | Long             | DBT              | CORP              | IL        |      1450000 | PA      | $1312975.00    | 0.01%             | 2030-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HJC21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24561905 | PA      | $26574557.99   | 0.20%             | 2054-10-25      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                        | MidOcean Credit CLO XXII                                                                                                                   | CUSIP: 59803WAA2<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |      3875000 | PA      | $3875468.88    | 0.03%             | 2039-04-20      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                            | MV24 Capital BV                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3277210 | PA      | $3300196.01    | 0.02%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                       | Boots Group Finco LP                                                                                                                       | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      3180000 | PA      | $4422358.70    | 0.03%             | 2032-08-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Coteccons Construction JSC                                 | Coteccons Construction JSC                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       783877 | NS      | $2595254.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                    | Halseypoint Clo 5 Ltd                                                                                                                      | CUSIP: 406371AG9<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3396834.00    | 0.03%             | 2035-01-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Limited                      | Digicel International Finance Limited 2026 Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | BM        |      3364784 | PA      | $3375651.92    | 0.03%             | 2032-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                                    | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     22489000 | PA      | $11868569.75   | 0.09%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HCQQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10000000 | PA      | $10291285.00   | 0.08%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                | Datadog Inc                                                                                                                                | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |      3484000 | PA      | $3516227.00    | 0.03%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HDMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16380650 | PA      | $16886084.69   | 0.13%             | 2054-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                                                 | CUSIP: 21H050664<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    327600000 | PA      | $324314778.06  | 2.41%             | 2056-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                           | TKC Holdings Inc                                                                                                                           | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6275000 | PA      | $6427187.58    | 0.05%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                      | FMC Issuer Trust-FMSR                                                                                                                      | CUSIP: 30191JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37000000 | PA      | $36759577.70   | 0.27%             | 2029-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                          | LHMC Finco 2 Sarl                                                                                                                          | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |      3467679 | PA      | $4285875.07    | 0.03%             | 2030-05-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383WCX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18040528 | PA      | $652085.71     | 0.00%             | 2053-02-20      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618V1F61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9820428 | PA      | $10279357.62   | 0.08%             | 2065-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPM1416 PS                                                 | JPM1416 PS                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90909092 | PA      | $95932264.79   | 0.71%             | 2056-03-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MARA HOLDINGS INC                                          | MARA Holdings Inc                                                                                                                          | CUSIP: 565788AH9<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |      3115000 | PA      | $2981989.50    | 0.02%             | 2031-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384B4Q1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11099115 | PA      | $11474379.41   | 0.09%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                               | Ares LXI CLO Ltd                                                                                                                           | CUSIP: 04019EAE0<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |      3350000 | PA      | $3145187.70    | 0.02%             | 2037-04-20      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                     | Cloud Software Group Inc                                                                                                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $7370363.55    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                     | Asurion LLC/ Asurion Co-Issuer Inc                                                                                                         | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      6350000 | PA      | $6270071.92    | 0.05%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                            | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                                         | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29000000 | PA      | $29382568.00   | 0.22%             | 2039-12-15      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                 | AMSR 2022-SFR1 Trust                                                                                                                       | CUSIP: 00179WAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14000000 | PA      | $13854187.20   | 0.10%             | 2039-03-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HAPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5356898 | PA      | $5520222.26    | 0.04%             | 2053-10-25      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384MLP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8927823 | PA      | $1512456.72    | 0.01%             | 2064-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                              | ForteBank JSC                                                                                                                              | CUSIP: 000000000<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      2123000 | PA      | $2192242.32    | 0.02%             | 2030-02-04      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust                                   | SPGN Trust 2026-TFLM                                                                                                                       | CUSIP: 847946AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25750000 | PA      | $25815688.25   | 0.19%             | 2041-02-15      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                                     | XPLR Infrastructure LP                                                                                                                     | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |      4215000 | PA      | $4204462.50    | 0.03%             | 2026-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                         | A&D Mortgage Trust 2024-NQM6                                                                                                               | CUSIP: 00249YAG1<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |      1440000 | PA      | $1464222.38    | 0.01%             | 2070-01-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                     | FIS Fabbrica Italiana Sintetici SpA                                                                                                        | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |      2500000 | PA      | $2912549.05    | 0.02%             | 2031-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383X2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18700282 | PA      | $19256237.90   | 0.14%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust 2026-1                                                                                              | CUSIP: 92262WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2487238 | PA      | $2451782.93    | 0.02%             | 2056-02-25      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                   | Kaisa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        79965 | PA      | $1299.43       | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGKKMD8 IRS CNY R F  1.56005 BMIGKKME6 CCPNDF / Short: SMIGKKMD8 IRS CNY P V 00MCNRR BMIGKKMF3 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    188350000 | OU      | $519.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384BY62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10000000 | PA      | $10339705.00   | 0.08%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RIKISBREF                                                  | Iceland Rikisbref                                                                                                                          | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |     45513940 | PA      | $357535.24     | 0.00%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BDWK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       168902 | PA      | $173270.62     | 0.00%             | 2063-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goddard Funding LLC                                        | Goddard Funding LLC                                                                                                                        | CUSIP: 380241AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6790000 | PA      | $6827381.67    | 0.05%             | 2052-10-30      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| ITRON INC                                                  | Itron Inc                                                                                                                                  | CUSIP: 465741AR7<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |      2150000 | PA      | $2022612.50    | 0.02%             | 2032-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS                                    | Infrastrutture Wireless Italiane SpA                                                                                                       | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |      1215000 | PA      | $1346083.59    | 0.01%             | 2032-10-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384GV49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2073436 | PA      | $2140736.62    | 0.02%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2025-ESH                                                                                                       | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6501150 | PA      | $6543012.22    | 0.05%             | 2042-10-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BUJD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15689779 | PA      | $16004608.49   | 0.12%             | 2055-01-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BUU32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11817745 | PA      | $11823794.92   | 0.09%             | 2054-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KERNEL HOLDING SA                                          | Kernel Holding SA                                                                                                                          | CUSIP: 000000000<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |     10116000 | PA      | $9812207.62    | 0.07%             | 2027-10-27      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    230000000 | PA      | $15508417.08   | 0.12%             | 2038-03-31      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BOBL FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -58 | NC      | $66045.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HKH98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5830323 | PA      | $5968618.50    | 0.04%             | 2055-03-25      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIDYNLX1 CDS USD R F  7.85000 / Short: BMIDYNLX1 CDS USD P V 01MEVENT                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |     19951387 | OU      | $71146.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618GBWA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4326021 | PA      | $4475092.06    | 0.03%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                            | Benefit Street Partners CLO XVI Ltd                                                                                                        | CUSIP: 08181VBG9<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2003516.00    | 0.01%             | 2038-01-17      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                              | VoltaGrid LLC                                                                                                                              | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      9530000 | PA      | $9895828.11    | 0.07%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd                                           | Eldridge CLO 2025-2 Ltd                                                                                                                    | CUSIP: 28473BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3023370.00    | 0.02%             | 2039-01-20      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383DUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31982298 | PA      | $4555814.39    | 0.03%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                                                 | CUSIP: 21H030666<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -680640000 | PA      | $-605902528.99 | -4.51%            | 2056-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                            | Nebius Group NV                                                                                                                            | CUSIP: 63954QAL0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      3700000 | PA      | $4095160.00    | 0.03%             | 2033-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                         | Harvest US CLO 2024-3 Ltd                                                                                                                  | CUSIP: 41756FAJ5<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002652.00    | 0.01%             | 2038-01-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                   | Live Nation Entertainment Inc                                                                                                              | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      3325000 | PA      | $3710700.00    | 0.03%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VineBrook Homes                                            | VINE 2023-SFR1 Trust                                                                                                                       | CUSIP: 91825KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000000 | PA      | $14474811.00   | 0.11%             | 2040-12-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                            | Ardagh Group SA                                                                                                                            | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      4560000 | PA      | $4839587.28    | 0.04%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                         | Cipher Compute LLC                                                                                                                         | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4190000 | PA      | $4348210.92    | 0.03%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383XYD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9859210 | PA      | $10468985.91   | 0.08%             | 2053-04-20      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                        | Limak Yenilenebilir Enerji AS                                                                                                              | CUSIP: 000000000<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |      2024000 | PA      | $2024706.25    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                    | Global Medical Response Inc                                                                                                                | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      6170000 | PA      | $6435371.70    | 0.05%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          205 | NC      | $-649639.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASURION LLC/ASURION CO                                     | Asurion LLC/ Asurion Co-Issuer Inc                                                                                                         | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      6350000 | PA      | $6637013.65    | 0.05%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                        | Avianca Midco 2 PLC                                                                                                                        | CUSIP: 05369YAC3<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |      3312806 | PA      | $3221703.84    | 0.02%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                   | Acadia Healthcare Co Inc                                                                                                                   | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      3844000 | PA      | $3936801.85    | 0.03%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384UBE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3092102 | PA      | $3199741.67    | 0.02%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO MACRO SA                                             | Banco Macro SA                                                                                                                             | CUSIP: 000000000<br>LEI: 579100KKDKKIFEBKK040 | Long             | DBT              | CORP              | AR        |       963000 | PA      | $983704.50     | 0.01%             | 2029-06-23      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HPAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21390169 | PA      | $22569122.55   | 0.17%             | 2055-12-25      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                    | Regatta 31 Funding Ltd                                                                                                                     | CUSIP: 758981AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2910591.00    | 0.02%             | 2038-03-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                             | BAHA Trust 2024-MAR                                                                                                                        | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7822500 | PA      | $8082161.63    | 0.06%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618N53Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65462243 | PA      | $66048093.78   | 0.49%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                             | CFMT 2024-HB13 LLC                                                                                                                         | CUSIP: 12530VAE5<br>LEI: 984500D67D63D8645054 | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $4822333.50    | 0.04%             | 2034-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                | LOANDEPOT GMSR Trust                                                                                                                       | CUSIP: 53946TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78929250 | PA      | $78407543.44   | 0.58%             | 2030-05-16      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGLHEC5 IRS ZAR R V 03MJIBAR BMIGLHEE1 CCPVANILLA / Short: BMIGLHEC5 IRS ZAR P F  7.52000 BMIGLHED3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    345230000 | OU      | $144728.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp America Airports SA                                   | Corp America Airports SA                                                                                                                   | CUSIP: 000000000<br>LEI: 959800AWF26KMY2SXF71 | Long             | EC               | CORP              | LU        |         2700 | NS      | $67365.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BKMG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1011683 | PA      | $1037672.75    | 0.01%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                            | CUSIP: 3140N8ZX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1209313 | PA      | $1273418.63    | 0.01%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                   | Vista Energy Argentina SAU                                                                                                                 | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      4562000 | PA      | $4850546.50    | 0.04%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nuveen Global High Income Fund                             | Nuveen Global High Income Fund                                                                                                             | CUSIP: 67075G103<br>LEI: 549300I4IAH7O6ZZEH53 | Long             | EC               | RF                | US        |        83400 | NS      | $1062516.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HHQN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9286317 | PA      | $9288774.56    | 0.07%             | 2054-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vista Energy SAB de CV                                     | Vista Energy SAB de CV                                                                                                                     | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |        24700 | NS      | $1835704.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENDI SA                                                 | Essendi SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      3690000 | PA      | $4456562.06    | 0.03%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                     | BMIGFD1N1 EATON VANCE                                                                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |    480000000 | OU      | $535747.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3617XR6C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14138229 | PA      | $14174271.97   | 0.11%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                    | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                                  | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      3615000 | PA      | $3388663.77    | 0.03%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   6450000000 | PA      | $560679.28     | 0.00%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| TINKOFF BK (TCS FINANCE)                                   | Tinkoff Bank JSC Via TCS Finance Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 213800VIPIONINOCLD68 | Long             | DBT              | CORP              | IE        |      1226000 | PA      | $0.00          | 0.00%             | 2026-12-20      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| SSI Securities Corp                                        | SSI Securities Corp                                                                                                                        | CUSIP: 000000000<br>LEI: 213800IF2RICE613K743 | Long             | EC               | CORP              | VN        |      4297560 | NS      | $4535190.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOL FINANCE                                                | Gol Finance Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |      1244000 | PA      | $1189823.80    | 0.01%             | 2030-06-06      | Fixed         | 14.38%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BKU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9004530 | PA      | $1497149.43    | 0.01%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                   | Microchip Technology Inc                                                                                                                   | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2860625.00    | 0.02%             | 2030-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRAB HOLDINGS LTD                                          | Grab Holdings Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | DBT              | CORP              | KY        |      3105000 | PA      | $3040955.93    | 0.02%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137B1SA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       400961 | PA      | $39567.09      | 0.00%             | 2042-12-15      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                   | Kaisa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        56806 | PA      | $71.01         | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                 | AMSR 2021-SFR1 Trust                                                                                                                       | CUSIP: 00179DAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2250000 | PA      | $2187864.68    | 0.02%             | 2038-06-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BKMN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4067420 | PA      | $4216477.52    | 0.03%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                     | Froneri Lux FinCo SARL                                                                                                                     | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      3430000 | PA      | $3911170.09    | 0.03%             | 2032-08-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618B9LK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       313196 | PA      | $321101.22     | 0.00%             | 2063-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                       | LifePoint Health Inc                                                                                                                       | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     10170000 | PA      | $9814865.63    | 0.07%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754RAJ5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      8500000 | PA      | $8694570.95    | 0.06%             | 2041-10-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381PWH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72891645 | PA      | $75908134.47   | 0.56%             | 2055-07-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382LPC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17933338 | PA      | $2277883.69    | 0.02%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                   | Univision Communications Inc                                                                                                               | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      2247000 | PA      | $2282063.96    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HDSQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13468942 | PA      | $13857105.91   | 0.10%             | 2054-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382J3U8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42918273 | PA      | $5442957.61    | 0.04%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384DLJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6541867 | PA      | $6759145.92    | 0.05%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38380TU53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2186894 | PA      | $81596.95      | 0.00%             | 2047-08-20      | Floating      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385LDB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88483045 | PA      | $96165014.50   | 0.72%             | 2056-01-20      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                             | CFMT 2024-HB14 LLC                                                                                                                         | CUSIP: 12530XAC5<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |      1250000 | PA      | $1214258.75    | 0.01%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                            | CUSIP: 3140Y6ZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42000540 | PA      | $43685587.24   | 0.33%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                           | Freddie Mac Strips                                                                                                                         | CUSIP: 3142FR3N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7572187 | PA      | $1487049.96    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384MR90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4109475 | PA      | $4253566.16    | 0.03%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BDH32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1047340 | PA      | $1103091.77    | 0.01%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383WAQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9020264 | PA      | $601119.86     | 0.00%             | 2053-02-20      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                     | NYC Commercial Mortgage Trust 2025-1155                                                                                                    | CUSIP: 67122BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $10167724.00   | 0.08%             | 2042-06-10      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                             | US Bank NA                                                                                                                                 | CUSIP: 90355PAM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14315567 | PA      | $14189806.41   | 0.11%             | 2046-12-25      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                       | IHO Verwaltungs GmbH                                                                                                                       | CUSIP: 44963BAJ7<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       425000 | PA      | $432456.00     | 0.00%             | 2033-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                                  | Coral-US Co-Borrower LLC 2025 Term Loan B7                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10838960 | PA      | $10836683.82   | 0.08%             | 2032-01-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                     | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      4269000 | PA      | $4019891.60    | 0.03%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 31396YQ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       764744 | PA      | $59672.76      | 0.00%             | 2038-04-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Techcom Securities JSC                                     | Techcom Securities JSC                                                                                                                     | CUSIP: 000000000<br>LEI: 254900HZTWFQ8DNFXG27 | Long             | EC               | CORP              | VN        |      1325200 | NS      | $2554429.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BDKD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1386801 | PA      | $1466993.66    | 0.01%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Military Commercial Joint Stock Bank                       | Military Commercial Joint Stock Bank                                                                                                       | CUSIP: 000000000<br>LEI: 5493007XE88E8JRNTJ93 | Long             | EC               | CORP              | VN        |      3369600 | NS      | $3339647.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                             | Barings CLO Ltd 2025-I                                                                                                                     | CUSIP: 067927AJ2<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2974527.00    | 0.02%             | 2038-04-20      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                            | CUSIP: 3140ARS92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1153355 | PA      | $1169031.93    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MONGOLIAN MINING CORP                                      | Mongolian Mining Corp                                                                                                                      | CUSIP: 000000000<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | DBT              | CORP              | KY        |      3327000 | PA      | $3388405.01    | 0.03%             | 2030-04-03      | Fixed         | 8.44%                 | Yes           |                  2 | On Loan: No      |
| LBM Acquisition LLC                                        | LBM Acquisition LLC 2024 Incremental Term Loan B                                                                                           | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      7012772 | PA      | $5894234.83    | 0.04%             | 2031-06-06      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BGL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1458948 | PA      | $915886.01     | 0.01%             | 2051-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                       | Federal Realty OP LP                                                                                                                       | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |      2395000 | PA      | $2501577.50    | 0.02%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384KR45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10835183 | PA      | $11197752.06   | 0.08%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                   | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      3810000 | PA      | $3727428.92    | 0.03%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381NAF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22758534 | PA      | $23544116.47   | 0.18%             | 2055-06-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc               | BAMLL Trust 2024-BHP                                                                                                                       | CUSIP: 05493WAE2<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |      1700000 | PA      | $1691020.77    | 0.01%             | 2039-08-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                  | Santander Mortgage Asset Receivable Trust 2025-NQM1                                                                                        | CUSIP: 80262BAE0<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $3043003.20    | 0.02%             | 2065-01-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                       | Bank of America Corp                                                                                                                       | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |         3300 | NS      | $4035141.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137F3E59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1257593 | PA      | $256944.43     | 0.00%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                   | Alexandrite Lake Lux Holdings Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1156479.12    | 0.01%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HL6W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11175199 | PA      | $11384956.42   | 0.08%             | 2055-05-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| SUA 2025-1 LLC                                             | SUA 2025-1 LLC                                                                                                                             | CUSIP: 78485NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $4020448.00    | 0.03%             | 2040-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 32 Ltd                                         | Elmwood CLO 32 Ltd                                                                                                                         | CUSIP: 29003TAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3004020.00    | 0.02%             | 2037-10-18      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300440000 | PA      | $263307508.77  | 1.96%             | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384WH81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5563992 | PA      | $5706613.81    | 0.04%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ISK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |            1 | NC      | $16631.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                 | MHP Lux SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      4102000 | PA      | $4211578.98    | 0.03%             | 2029-07-28      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382M2V0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26102328 | PA      | $3343351.96    | 0.02%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Central Puerto SA                                          | Central Puerto SA                                                                                                                          | CUSIP: 155038201<br>LEI: 2549005JLIWQ6B7VNR38 | Long             | EC               | CORP              | AR        |         7600 | NS      | $107236.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                    | Global Partners LP / GLP Finance Corp                                                                                                      | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5080000 | PA      | $5335778.00    | 0.04%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $7925.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                    | Saluda Grade Alternative Mortgage Trust 2024-RTL4                                                                                          | CUSIP: 79584CAA9<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |            0 | PA      | $0.26          | 0.00%             | 2030-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Funding                             | Golub Capital Partners ABS Funding 2024-2                                                                                                  | CUSIP: 38180AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $4878175.00    | 0.04%             | 2034-07-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                    | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1000000 | PA      | $1010447.81    | 0.01%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                                   | Synergy Infrastructure Holdings LLC                                                                                                        | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7630000 | PA      | $8029842.52    | 0.06%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                                                                           | CUSIP: 3133KQJL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1801751 | PA      | $1852367.85    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                          | BATTALION CLO LTD                                                                                                                          | CUSIP: 07134FAG5<br>LEI: 5493006S0D1X0TK7V334 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5029255.00    | 0.04%             | 2037-03-13      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HNPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3788765 | PA      | $3751372.35    | 0.03%             | 2053-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BASC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1001894 | PA      | $182091.90     | 0.00%             | 2044-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                 | Akbank TAS                                                                                                                                 | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |      3420000 | PA      | $3516349.30    | 0.03%             | 2029-03-14      | Fixed         | 9.37%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38380FYW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3245927 | PA      | $370094.39     | 0.00%             | 2047-07-20      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HAU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9995426 | PA      | $10557892.62   | 0.08%             | 2053-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384ELZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7099935 | PA      | $7862465.26    | 0.06%             | 2053-09-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                    | Flagstar Mortgage Trust 2021-6INV                                                                                                          | CUSIP: 33851GBS3<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |      3960523 | PA      | $3313658.89    | 0.02%             | 2051-08-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                   | Phoenix Aviation Capital Ltd                                                                                                               | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |      7630000 | PA      | $7793266.74    | 0.06%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BUTE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9577842 | PA      | $10390155.99   | 0.08%             | 2055-02-25      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137F7ZW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15525206 | PA      | $364045.89     | 0.00%             | 2050-12-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD HKD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $8779.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                                      | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323                                                                 | CUSIP: 171928AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      1693000 | PA      | $740687.50     | 0.01%             | 2030-09-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                             | Azorra Finance Ltd                                                                                                                         | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      5080000 | PA      | $5207228.60    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                    | Champions Financing Inc                                                                                                                    | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |       907000 | PA      | $883191.43     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618F2J97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7336565 | PA      | $7943993.13    | 0.06%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                     | RR 35 LTD                                                                                                                                  | CUSIP: 74988EAA8<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |      7500000 | PA      | $7523062.50    | 0.06%             | 2040-01-15      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Center Street Lending Resi-Investor Abs Trust              | Center Street Lending Resi-Investor ABS Mortgage Trust 2024-RTL1                                                                           | CUSIP: 15169CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8450000 | PA      | $8537073.87    | 0.06%             | 2029-10-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Bank of America Mortgage Trust                             | Bank of America Mortgage Trust                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5187631 | PA      | $5227622.19    | 0.04%             | 2028-06-16      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383LCP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7597499 | PA      | $8208823.45    | 0.06%             | 2052-11-20      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382URP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21664131 | PA      | $3712145.65    | 0.03%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618FCGF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2993154 | PA      | $3116872.97    | 0.02%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GMAC FINANCIERA SA                                         | GMAC Financiera SA de CV Sociedad Financiera de Objeto Ltdo                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | MX        |    619664591 | PA      | $6598025.81    | 0.05%             | 2036-03-25      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2025-ESH                                                                                                       | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15506447 | PA      | $15620623.75   | 0.12%             | 2042-10-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| LIMAK ISKENDERUN                                           | Limak Iskenderun Uluslararasi Liman Isletmeciligi AS                                                                                       | CUSIP: 000000000<br>LEI: 5299001DUZ9PI7TCRC47 | Long             | DBT              | CORP              | TR        |      3584584 | PA      | $3630753.67    | 0.03%             | 2036-07-10      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BLY35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5351894 | PA      | $5422871.19    | 0.04%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD                                         | Trip.com Group Ltd                                                                                                                         | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |      4330000 | PA      | $4667420.79    | 0.03%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | Long: BEV3FTUB2 IRS USD R V 00MCPURN CPURNSA INFL SWAP / Short: BEV3FTUB2 IRS USD P F  2.08500 INFL SWAP                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     19500000 | OU      | $3153345.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618B1RS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3310402 | PA      | $3393958.15    | 0.03%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                        | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      6820000 | PA      | $5774835.00    | 0.04%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                        | Avianca Midco 2 PLC                                                                                                                        | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |      2515000 | PA      | $2372588.13    | 0.02%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618B5XY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       996742 | PA      | $1000181.21    | 0.01%             | 2053-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385NK60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23942094 | PA      | $25222584.30   | 0.19%             | 2056-03-20      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 14 Ltd                                                                                                                       | CUSIP: 05874XAW9<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2502637.50    | 0.02%             | 2037-07-20      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIGLJ1W1 IRS COP R V 03MCPIBR BMIGLJ1Y7 CCPNDFOIS / Short: BMIGLJ1W1 IRS COP P F 11.41000 BMIGLJ1X9 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 103148000000 | OU      | $372688.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Technological & Commercial Joint Stock Bank        | Vietnam Technological & Commercial Joint Stock Bank                                                                                        | CUSIP: 000000000<br>LEI: 5493001XNKHV3FNIUD50 | Long             | EC               | CORP              | VN        |      3498200 | NS      | $4494648.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BEACON RE UNCOMMITTED                                      | BEACON RE UNCOMMITTED                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32491119 | NS      | $32491119.00   | 0.24%             |  |  |  | No            |                  3 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                   | Allwyn Entertainment Financing UK PLC                                                                                                      | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $1044053.32    | 0.01%             | 2031-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                                       | Longfor Group Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |      8143000 | PA      | $6707340.73    | 0.05%             | 2029-09-16      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BCJT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1511557 | PA      | $1598963.91    | 0.01%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385FPN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10274473 | PA      | $10401825.88   | 0.08%             | 2055-04-20      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                   | Specialty Building Products Holdings LLC 2021 Term Loan B                                                                                  | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |      3974507 | PA      | $3482681.83    | 0.03%             | 2028-10-16      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 15 Ltd                                                                                                                       | CUSIP: 05875TAS6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |      7000000 | PA      | $6832714.00    | 0.05%             | 2038-01-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| MT LOGAN RE B 1 EQUITY/EQUITY                              | MT LOGAN RE B 1 EQUITY/EQUITY                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         7464 | NS      | $16824721.82   | 0.13%             |  |  |  | No            |                  3 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2025-ESH                                                                                                       | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5553427 | PA      | $5601026.34    | 0.04%             | 2042-10-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                        | LBM Acquisition LLC                                                                                                                        | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2628704.10    | 0.02%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137FFSJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3410940 | PA      | $1462720.37    | 0.01%             | 2051-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384B3M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20000000 | PA      | $20559915.00   | 0.15%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                      | PRPM 2024-RCF5 LLC                                                                                                                         | CUSIP: 69381JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4003000 | PA      | $3858026.95    | 0.03%             | 2054-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                     | YPF SA                                                                                                                                     | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |        14700 | NS      | $663852.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $2660.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137AUJD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        80548 | PA      | $8260.35       | 0.00%             | 2041-12-15      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                  | PG&E Corp                                                                                                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |        58000 | NS      | $2439480.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384GA26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5444816 | PA      | $5630979.98    | 0.04%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA3                                                                                                    | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | USGSE             | US        |      6500000 | PA      | $8234558.80    | 0.06%             | 2033-10-25      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                   | Yinson Boronia Production BV                                                                                                               | CUSIP: 000000000<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      1905033 | PA      | $2110473.20    | 0.02%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $60224.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Global High Yield Fund Inc                            | PGIM Global High Yield Fund Inc                                                                                                            | CUSIP: 69346J106<br>LEI: F0ATD1Y4J8CHDKHSLD09 | Long             | EC               | RF                | US        |       430326 | NS      | $5151002.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-35294.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BVHK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8323097 | PA      | $8551489.11    | 0.06%             | 2055-03-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                            | CUSIP: 3140NP2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1117406 | PA      | $1174980.97    | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382WAY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4821772 | PA      | $826781.73     | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                      | ON Semiconductor Corp                                                                                                                      | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      3475000 | PA      | $4241237.50    | 0.03%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BX2R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5316573 | PA      | $5318774.67    | 0.04%             | 2055-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618VGYF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1872428 | PA      | $1952323.75    | 0.01%             | 2066-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                        | GS Mortgage-Backed Securities Trust 2024-PJ1                                                                                               | CUSIP: 36268VBX9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      5578566 | PA      | $5776553.53    | 0.04%             | 2054-06-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6QJ11 IRS KRW R F  3.44200 BMIG6QJ29 CCPNDF / Short: SMIG6QJ11 IRS KRW P V 03MKSDA BMIG6QJ37 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 159000000000 | OU      | $-1631433.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618B1QY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2921928 | PA      | $2956295.59    | 0.02%             | 2063-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BTYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40221223 | PA      | $42301947.36   | 0.31%             | 2054-10-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                             | Galaxy 31 Clo Ltd                                                                                                                          | CUSIP: 36320HAS8<br>LEI: 549300XTB6S9P2VMDV60 | Long             | ABS-CBDO         | CORP              | KY        |      2300000 | PA      | $2290735.60    | 0.02%             | 2038-07-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                      | Integer Holdings Corp                                                                                                                      | CUSIP: 45826HAD1<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |      2790000 | PA      | $2713275.00    | 0.02%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EMP DIST ELEC MENDOZA SA                                   | Empresa Distribuidora de Electricidad de Mendoza SA                                                                                        | CUSIP: 29245HAG1<br>LEI: 254900L7KLS0HQJ56Y35 | Long             | DBT              | CORP              | AR        |      7420000 | PA      | $7206675.00    | 0.05%             | 2031-07-28      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                        | GS Mortgage-Backed Securities Trust 2025-PJ8                                                                                               | CUSIP: 36272XCQ3<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |      3398527 | PA      | $3329736.98    | 0.02%             | 2056-02-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383WJD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34631301 | PA      | $2116545.64    | 0.02%             | 2053-03-20      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| BC2773 (2) SC                                              | BC2773 (2) SC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27500000 | PA      | $29162072.50   | 0.22%             | 2055-12-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                    | Park River Holdings Inc                                                                                                                    | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      2540000 | PA      | $2404372.81    | 0.02%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                   | Sinclair Television Group Inc                                                                                                              | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      6350000 | PA      | $6579965.25    | 0.05%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    413920389 | PA      | $23924732.92   | 0.18%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                    | OAK-Eagle Acquireco Inc                                                                                                                    | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      4225000 | PA      | $4399225.90    | 0.03%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Men's Wearhouse, Inc. (The)                                | Men's Wearhouse Inc (The) 2026 Term Loan B                                                                                                 | CUSIP: 58711MAK5<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | LON              | CORP              | US        |       600000 | PA      | $606189.00     | 0.00%             | 2031-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                   | Kaisa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        32674 | PA      | $653.48        | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384J2U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11262510 | PA      | $11289705.96   | 0.08%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                   | Kaisa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       145211 | PA      | $2904.22       | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618J8D70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3694857 | PA      | $3850114.51    | 0.03%             | 2064-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                            | Oaktree CLO 2019-4 Ltd                                                                                                                     | CUSIP: 67400JAE3<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2472462.50    | 0.02%             | 2037-07-20      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                   | Banco Mercantil del Norte SA/Grand Cayman                                                                                                  | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       922000 | PA      | $943139.62     | 0.01%             | 2028-01-10      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                   | Betclic Everest Group SAS                                                                                                                  | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | DBT              | CORP              | FR        |      6230000 | PA      | $7331979.83    | 0.05%             | 2031-12-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                        | Braskem Netherlands Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     15841000 | PA      | $9376446.31    | 0.07%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 2019-2 Ltd                                                                                                                   | CUSIP: 05875NAK6<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $5933166.00    | 0.04%             | 2038-10-25      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618B7YD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       147462 | PA      | $153750.03     | 0.00%             | 2062-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                      | Alibaba Group Holding Ltd                                                                                                                  | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      3204000 | PA      | $4630581.00    | 0.03%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                             | NRG Energy Inc                                                                                                                             | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      4480000 | PA      | $4465021.25    | 0.03%             | 2036-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137B66T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       516145 | PA      | $423591.49     | 0.00%             | 2043-11-15      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2020-DNA6                                                                                                    | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | USGSE             | US        |      6900000 | PA      | $7912708.17    | 0.06%             | 2050-12-25      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381NLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11955984 | PA      | $12342525.35   | 0.09%             | 2055-06-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                                       | Longfor Group Holdings Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |      1915000 | PA      | $1781990.59    | 0.01%             | 2028-01-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI                                    | Turkiye Garanti Bankasi AS                                                                                                                 | CUSIP: 000000000<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |      2805000 | PA      | $2852787.63    | 0.02%             | 2036-01-08      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Saigon Thuong Tin Commercial JSB                           | Saigon Thuong Tin Commercial JSB                                                                                                           | CUSIP: 000000000<br>LEI: 549300Y3VZJ8PV4GR334 | Long             | EC               | CORP              | VN        |      1318100 | NS      | $3383029.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BBVA Argentina SA                                    | Banco BBVA Argentina SA                                                                                                                    | CUSIP: 058934100<br>LEI: 579100KKDBKJFDKKD024 | Long             | EC               | CORP              | AR        |        11800 | NS      | $168268.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 42 Senior Loan Fund                                                                                                                 | CUSIP: 26245AAC1<br>LEI: 549300GTVIVSKVBYOB52 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1897120.00    | 0.01%             | 2037-07-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Bridge Trust                                               | Bridge 2024-SFR1 Trust                                                                                                                     | CUSIP: 10806DAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $964625.20     | 0.01%             | 2040-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                      | PRPM 2024-RCF3 LLC                                                                                                                         | CUSIP: 74390BAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3795405.20    | 0.03%             | 2054-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                                | Nutanix Inc                                                                                                                                | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |      3095000 | PA      | $2874636.00    | 0.02%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AK7C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       898930 | PA      | $184130.28     | 0.00%             | 2044-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                           | TRESTLES CLO 2017-1 Ltd                                                                                                                    | CUSIP: 89531GAJ4<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2757744.00    | 0.02%             | 2037-07-25      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                      | PRPM 2024-RCF3 LLC                                                                                                                         | CUSIP: 74390BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $968093.30     | 0.01%             | 2054-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383XXF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20000000 | PA      | $20302143.00   | 0.15%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG9W6Y7 IRS KRW R F  3.20450 BMIG9W6Z4 CCPNDF / Short: SMIG9W6Y7 IRS KRW P V 03MKSDA BMIG9W700 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  26226000000 | OU      | $-463202.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                      | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                         | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |      3810000 | PA      | $3951209.38    | 0.03%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                                     | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                                                                                | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6350000 | PA      | $6198311.84    | 0.05%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUMMER BIDCO BV                                            | Summer BidCo BV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |       470000 | PA      | $558552.30     | 0.00%             | 2031-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  55733000000 | PA      | $3128195.73    | 0.02%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       955955 | PA      | $246158.41     | 0.00%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      5500000 | PA      | $5458417.69    | 0.04%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                   | Venture Global Calcasieu Pass LLC                                                                                                          | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      1260000 | PA      | $1270398.96    | 0.01%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618FQ4S8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1633224 | PA      | $1755610.34    | 0.01%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618FLJP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3429115 | PA      | $3566997.08    | 0.03%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vietnam Prosperity JSC Bank                                | Vietnam Prosperity JSC Bank                                                                                                                | CUSIP: 000000000<br>LEI: 254900A0PM1YPJVDW880 | Long             | EC               | CORP              | VN        |      1798000 | NS      | $1807913.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                       | Boots Group Finco LP                                                                                                                       | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      1520000 | PA      | $1816447.66    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384ABM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12346900 | PA      | $12771596.32   | 0.10%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    293000000 | PA      | $166445291.08  | 1.24%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618GMJS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       481465 | PA      | $499979.20     | 0.00%             | 2054-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                       | Grupo Aeromexico SAB de CV                                                                                                                 | CUSIP: 000000000<br>LEI: 529900BECKHBL62WD126 | Long             | DBT              | CORP              | MX        |      2656000 | PA      | $2586280.00    | 0.02%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                                        | Bank of Georgia JSC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |      9577000 | PA      | $10036743.31   | 0.07%             | 2029-07-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384D7J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80787543 | PA      | $82964399.91   | 0.62%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $18351.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HJYC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26942068 | PA      | $27723591.79   | 0.21%             | 2055-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                    | Beach Acquisition Bidco LLC                                                                                                                | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     16095243 | PA      | $17713603.59   | 0.13%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384BS69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3000000 | PA      | $3102764.10    | 0.02%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd                                         | Elmwood CLO 16 Ltd                                                                                                                         | CUSIP: 29002UAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2004108.00    | 0.01%             | 2037-04-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BDH57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1465079 | PA      | $1562160.04    | 0.01%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618HTAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3304747 | PA      | $3458151.63    | 0.03%             | 2064-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BLUG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5836206 | PA      | $654699.22     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618FCGG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2702765 | PA      | $2816171.15    | 0.02%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4231900 | PA      | $2047181.63    | 0.02%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HCHN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5178736 | PA      | $5339453.74    | 0.04%             | 2054-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2026-ESH2                                                                                                      | CUSIP: 30227WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7146123 | PA      | $7206931.16    | 0.05%             | 2043-02-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384MG68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12662662 | PA      | $13098527.29   | 0.10%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BKMA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11241769 | PA      | $11460064.76   | 0.09%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                                                 | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -30800000 | PA      | $-31413592.98  | -0.23%            | 2056-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618GKQN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       178132 | PA      | $183083.94     | 0.00%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                          | Post Holdings Inc                                                                                                                          | CUSIP: 737446AT1<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      2810000 | PA      | $3147200.00    | 0.02%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |        77000 | PA      | $38788.75      | 0.00%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                        | SWORD PURCHASER LLC USD TERM LOAN B                                                                                                        | CUSIP: 87110SAB8<br>LEI: 254900S0VY2QTAITBR94 | Long             | LON              | CORP              | US        |      1100000 | PA      | $1069750.00    | 0.01%             | 2033-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPE ASIA INVST FIN BV                                   | Europe Asia Investment Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 724500NLUHSB0SRCRO66 | Long             | DBT              | CORP              | NL        |   1841900000 | PA      | $154648.25     | 0.00%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| Neuberger Berman CLO Ltd                                   | Neuberger Berman CLO XVII Ltd                                                                                                              | CUSIP: 64129VAQ6<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005642.00    | 0.01%             | 2038-07-22      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $9301.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HMLP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36681237 | PA      | $37732851.51   | 0.28%             | 2055-06-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| BILL HOLDINGS INC                                          | BILL Holdings Inc                                                                                                                          | CUSIP: 090043AF7<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $2756675.00    | 0.02%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                        | Braskem Netherlands Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      9310000 | PA      | $2642643.50    | 0.02%             | 2081-01-23      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384C7X1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1432794 | PA      | $1669315.97    | 0.01%             | 2053-10-20      | Floating      | 13.51%                | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                       | New Mountain CLO 3 Ltd                                                                                                                     | CUSIP: 647549AE4<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4430610.00    | 0.03%             | 2038-10-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Brookhaven Park CLO Ltd                                    | Brookhaven Park CLO LTD                                                                                                                    | CUSIP: 113520AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2973882.00    | 0.02%             | 2037-04-19      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Vinh Hoan Corp                                             | Vinh Hoan Corp                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       977300 | NS      | $2270094.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137B1DK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        74451 | PA      | $574.65        | 0.00%             | 2028-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd                                  | Liberty Latin America Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |       385000 | NS      | $3199350.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383DSE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20245393 | PA      | $125493.09     | 0.00%             | 2051-11-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ICNQ Mortgage Trust                                        | ICNQ 2024-MF Mortgage Trust                                                                                                                | CUSIP: 450953AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11850000 | PA      | $11834452.80   | 0.09%             | 2034-12-10      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                   | Olympus Water US Holding Corp                                                                                                              | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2209055.24    | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| INVERSIONES Y REPRESENTA                                   | IRSA Inversiones y Representaciones SA                                                                                                     | CUSIP: 450047AJ4<br>LEI: 549300QJINFBX83IZ837 | Long             | DBT              | CORP              | AR        |      5138528 | PA      | $5347666.09    | 0.04%             | 2035-03-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |            1 | NC      | $7308.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIV Ltd                                  | Marble Point Clo XXIV Ltd                                                                                                                  | CUSIP: 56607WBC1<br>LEI: 549300110Z5KVNWF6X83 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2494927.50    | 0.02%             | 2035-04-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Duc Giang Chemicals JSC                                    | Duc Giang Chemicals JSC                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       221400 | NS      | $450820.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                        | Peninsula Pacific Entertainment LLC 2025 Term Loan B                                                                                       | CUSIP: 70715SAB3<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |      1145000 | PA      | $1143087.85    | 0.01%             | 2032-10-01      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384YC25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1397445 | PA      | $1443366.97    | 0.01%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-6671041.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382JNM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5862502 | PA      | $848500.69     | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HKEH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42534458 | PA      | $41911923.84   | 0.31%             | 2054-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $61879.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137AQWC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       176423 | PA      | $2352.43       | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                   | Moog Inc                                                                                                                                   | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |       950000 | PA      | $953222.40     | 0.01%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                                                                           | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |         3400 | NS      | $4048754.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEBRIAR ABF LLC                                         | Stonebriar ABF Issuer LLC                                                                                                                  | CUSIP: 86177CAA7<br>LEI: 984500A76E25968C4F70 | Long             | DBT              | CORP              | US        |      8160000 | PA      | $8575678.56    | 0.06%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                   | PetSmart LLC / PetSmart Finance Corp                                                                                                       | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4450000 | PA      | $4509423.56    | 0.03%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                  | BPR Commercial Mortgage Trust 2024-PARK                                                                                                    | CUSIP: 05593UAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7300000 | PA      | $7923095.88    | 0.06%             | 2039-11-05      | Variable      | 10.01%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                            | CUSIP: 31416BUU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        41065 | PA      | $43049.39      | 0.00%             | 2032-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618B9T61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       687040 | PA      | $704810.09     | 0.01%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382KXR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7659282 | PA      | $940413.98     | 0.01%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MX        |            1 | NC      | $22013.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618B73P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       853936 | PA      | $876023.54     | 0.01%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BDH40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       771148 | PA      | $811776.55     | 0.01%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | Uzbek Industrial and Construction Bank ATB                                                                                                 | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |      6970000 | PA      | $7284405.69    | 0.05%             | 2030-10-23      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| ZSCALER INC.                                               | Zscaler Inc                                                                                                                                | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |      4305000 | PA      | $3915397.50    | 0.03%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                               | Parsons Corp                                                                                                                               | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |      2995000 | PA      | $2948577.50    | 0.02%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385EP24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13544847 | PA      | $13892195.59   | 0.10%             | 2055-04-20      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $306999.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frigorifico Concepcion SA                                  | Frigorifico Concepcion SA Term Loan B                                                                                                      | CUSIP: 000000000<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | LON              | CORP              | PY        |      2323012 | PA      | $2337530.83    | 0.02%             | 2026-12-08      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGL5F22 IRS THB R V 12MTHOR BMIGL5F48 CCPNDFOIS / Short: BMIGL5F22 IRS THB P F  1.68750 BMIGL5F30 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    540000000 | OU      | $20697.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Joint Stock Commercial Bank for Industry and Trade | Vietnam Joint Stock Commercial Bank for Industry and Trade                                                                                 | CUSIP: 000000000<br>LEI: 213800LHW17DHRGTI512 | Long             | EC               | CORP              | VN        |      1251540 | NS      | $1665071.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382KUB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10045459 | PA      | $1532720.56    | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AMYS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1725360 | PA      | $264387.52     | 0.00%             | 2045-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BPM81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11482457 | PA      | $11833218.50   | 0.09%             | 2053-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asia Commercial Bank JSC                                   | Asia Commercial Bank JSC                                                                                                                   | CUSIP: 000000000<br>LEI: 5493001VSLUXY7LJS086 | Long             | EC               | CORP              | VN        |      1444200 | NS      | $1291746.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                 | Progress Residential 2022-SFR3 Trust                                                                                                       | CUSIP: 74331UAN8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |      2500000 | PA      | $2500436.00    | 0.02%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                                      | CUSIP: 31335PL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        29370 | PA      | $30574.20      | 0.00%             | 2035-06-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                     | Canyon Capital CLO 2016-2 Ltd                                                                                                              | CUSIP: 13876WAG8<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $863261.00     | 0.01%             | 2031-10-15      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Bank of America Mortgage Trust                             | Bank of America Mortgage Trust                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53611986 | PA      | $54064096.34   | 0.40%             | 2027-09-10      | Variable      | 7.90%                 | No            |                  2 | On Loan: No      |
| WOW AIR EHF                                                | Wow Air hf                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300LW49V05P8Z2H93 | Long             | DBT              | CORP              | IS        |       919800 | PA      | $0.00          | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618HTAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2093038 | PA      | $2178371.34    | 0.02%             | 2064-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                     | Canyon Capital CLO 2022-1 Ltd                                                                                                              | CUSIP: 13877JAG6<br>LEI: 254900FXDN97BW4YMK55 | Long             | ABS-CBDO         | CORP              | JE        |      1900000 | PA      | $1889375.20    | 0.01%             | 2035-04-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Gemadept Corp                                              | Gemadept Corp                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       666000 | NS      | $1906714.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                     | CenterPoint Energy Inc                                                                                                                     | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      1585000 | PA      | $1900018.75    | 0.01%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                               | Orbia Advance Corp SAB de CV                                                                                                               | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | EC               | CORP              | MX        |      1917600 | NS      | $2286607.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAJUN GLOBAL LLC                                           | Cajun Global LLC                                                                                                                           | CUSIP: 12803PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12400000 | PA      | $12538899.84   | 0.09%             | 2055-02-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| C8862 SA                                                   | C8862 SA                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22300000 | PA      | $23199715.80   | 0.17%             | 2056-01-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                      | Hightower Holding LLC                                                                                                                      | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      2540000 | PA      | $2649354.62    | 0.02%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                     | FIS Fabbrica Italiana Sintetici SpA                                                                                                        | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |       180000 | PA      | $211687.77     | 0.00%             | 2031-02-05      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137B2EJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       909695 | PA      | $58827.51      | 0.00%             | 2043-05-15      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGAXEZ1 IRS KRW R F  3.37500 BMIGAXF07 CCPNDF / Short: SMIGAXEZ1 IRS KRW P V 03MKSDA BMIGAXF15 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 118136000000 | OU      | $-1458810.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618A9D51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       291862 | PA      | $298864.01     | 0.00%             | 2062-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                     | Service Experts Issuer 2025-1 LLC                                                                                                          | CUSIP: 81758JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1250000 | PA      | $1251467.75    | 0.01%             | 2037-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFF6VG0 IRS PLN R F  4.70500 BMIFF6VH8 CCPVANILLA / Short: SMIFF6VG0 IRS PLN P V 06MWIBOR BMIFF6VJ4 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1716360000 | OU      | $-827875.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                          | Magnetite XXII Ltd                                                                                                                         | CUSIP: 55954HBC5<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3504966.50    | 0.03%             | 2036-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                     | RR 38 Ltd                                                                                                                                  | CUSIP: 74988FAL1<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3906168.00    | 0.03%             | 2040-04-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust                  | FARM 2022-1 Mortgage Trust                                                                                                                 | CUSIP: 30328CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2281607 | PA      | $1741763.21    | 0.01%             | 2052-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                   | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                                        | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   1828547193 | NS      | $1828547193.16 | 13.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $20196.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384C6Y0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2578308 | PA      | $2682719.56    | 0.02%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                        | Meritage Homes Corp                                                                                                                        | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1724625.00    | 0.01%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                      | Palmer Square CLO 2018-1 Ltd                                                                                                               | CUSIP: 69703PAS8<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4463352.00    | 0.03%             | 2037-04-18      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BDHX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1681874 | PA      | $1782809.41    | 0.01%             | 2053-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABC Technologies Inc                                       | ABC Technologies Inc Term Loan A                                                                                                           | CUSIP: 000000000<br>LEI: 5493001F3JRVFSNAPG47 | Long             | LON              | CORP              | CA        |      6017031 | PA      | $5847651.80    | 0.04%             | 2031-08-22      | Floating      | 9.45%                 | No            |                  3 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       400979 | PA      | $182445.45     | 0.00%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bank National Association                             | US Bank NA                                                                                                                                 | CUSIP: 90355PAP1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6680598 | PA      | $6650123.83    | 0.05%             | 2046-12-25      | Fixed         | 10.19%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618J8X29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4128271 | PA      | $4258917.44    | 0.03%             | 2054-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AFPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       918900 | PA      | $15319.16      | 0.00%             | 2042-07-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                                           | Haemonetics Corp                                                                                                                           | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      2515000 | PA      | $2455646.00    | 0.02%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGMDSS3 IRS INR R V 06MMIBOR BMIGMDSU8 CCPNDFOIS / Short: BMIGMDSS3 IRS INR P F  6.64600 BMIGMDST1 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2448100000 | OU      | $14921.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ETSY INC                                                   | Etsy Inc                                                                                                                                   | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |      3750000 | PA      | $3397500.00    | 0.03%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    838000000 | PA      | $842681026.10  | 6.27%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GEORGE STREET RE FUNDED                                    | GEORGE STREET RE FUNDED                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          992 | NS      | $63198788.95   | 0.47%             |  |  |  | No            |                  3 | On Loan: No      |
| Brean Asset Backed Securities Trust                        | Brean Asset Backed Securities Trust 2023-SRM1                                                                                              | CUSIP: 10638RAE9<br>LEI: 98450003CE714EY3D313 | Long             | ABS-MBS          | CORP              | US        |      8644756 | PA      | $7336974.24    | 0.05%             | 2063-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                    | OAK-Eagle Acquireco Inc                                                                                                                    | CUSIP: 000000000<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1934851.80    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XV25W6 CDS USD R V 03MEVENT Z92XV25X4 CCPCORPORATE / Short: B92XV25W6 CDS USD P F  1.00000 Z92XV25Y2 CCPCORPORATE                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     36570000 | OU      | $-371049.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-30156.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 36179YUU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       379631 | PA      | $387753.55     | 0.00%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA4                                                                                                    | CUSIP: 35564KYC7<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |     32500000 | PA      | $35378122.00   | 0.26%             | 2042-05-25      | Floating      | 13.89%                | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                              | CoreWeave Inc                                                                                                                              | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      6100000 | PA      | $7926645.00    | 0.06%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384U6C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5100000 | PA      | $5191487.37    | 0.04%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383UAZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    345403443 | PA      | $3769249.61    | 0.03%             | 2052-07-20      | Floating      | 0.21%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                         | Cellnex Telecom SA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      1800000 | PA      | $2236912.97    | 0.02%             | 2030-08-11      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                                             | Barings CLO Ltd 2023-II                                                                                                                    | CUSIP: 06763GAC2<br>LEI: 5493000BRJ0JDPJBIK61 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2989530.00    | 0.02%             | 2038-10-20      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| BANCO MACRO SA                                             | Banco Macro SA                                                                                                                             | CUSIP: 05963GAK4<br>LEI: 579100KKDKKIFEBKK040 | Long             | DBT              | CORP              | AR        |      5936000 | PA      | $6063624.00    | 0.05%             | 2029-06-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ANEK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       430684 | PA      | $76384.54      | 0.00%             | 2045-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-4984.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                    | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      1486000 | PA      | $1637058.02    | 0.01%             | 2038-06-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-16760.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Champs Trust                                               | CHAMPS TRUST 2024-3                                                                                                                        | CUSIP: 15878CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52098330 | PA      | $53577667.50   | 0.40%             | 2060-01-25      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                      | Alibaba Group Holding Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     11715000 | PA      | $11709142.50   | 0.09%             | 2032-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-126677.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OHI GROUP SA                                               | OHI Group SA                                                                                                                               | CUSIP: 67712MAB5<br>LEI: 529900GW2J8DSYJHEH26 | Long             | DBT              | CORP              | LU        |     10440500 | PA      | $10641842.33   | 0.08%             | 2029-07-22      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-6255.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                    | Park River Holdings Inc                                                                                                                    | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      5080000 | PA      | $5113086.04    | 0.04%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-8945.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383VXN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6765198 | PA      | $450839.90     | 0.00%             | 2053-02-20      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                           | WULF Compute LLC                                                                                                                           | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000000 | PA      | $7361271.19    | 0.05%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                          | INEOS Finance PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      2120000 | PA      | $2419493.56    | 0.02%             | 2031-03-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| VEON MIDCO BV                                              | Veon Midco BV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      7407000 | PA      | $7246408.61    | 0.05%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618B5YV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       152783 | PA      | $159827.44     | 0.00%             | 2063-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                   | Kaisa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        35505 | PA      | $71.01         | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BU2C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21559190 | PA      | $21283184.63   | 0.16%             | 2055-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136B1TS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3128900 | PA      | $506584.61     | 0.00%             | 2048-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABC Technologies Inc                                       | ABC Technologies Inc 2025 USD Term Loan B                                                                                                  | CUSIP: 000000000<br>LEI: 5493001F3JRVFSNAPG47 | Long             | LON              | CORP              | US        |      7167488 | PA      | $6755751.50    | 0.05%             | 2031-08-22      | Floating      | 11.95%                | No            |                  3 | On Loan: No      |
| Madison Park Funding Ltd                                   | Madison Park Funding XXII Ltd                                                                                                              | CUSIP: 55819XBQ4<br>LEI: 254900YXXBTCF4NGD347 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2948214.00    | 0.02%             | 2038-01-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                                              | OTP Bank Nyrt                                                                                                                              | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      2979000 | PA      | $3123516.03    | 0.02%             | 2035-07-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT PRIVATE PLACEMENT                                  | ALLIANT PRIVATE PLACEMENT                                                                                                                  | CUSIP: 000000000<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      8224000 | NS      | $8078048.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ADECOAGRO SA                                               | Adecoagro SA                                                                                                                               | CUSIP: 00676LAC0<br>LEI: 529900Q00UR5LFELO811 | Long             | DBT              | CORP              | LU        |      4559000 | PA      | $4517695.46    | 0.03%             | 2032-07-29      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica          | FRESB 2021-SB92 Mortgage Trust                                                                                                             | CUSIP: 30323PAJ0<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |     19889852 | PA      | $542581.24     | 0.00%             | 2041-08-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BKJC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       514317 | PA      | $12528.19      | 0.00%             | 2044-09-15      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank for Foreign Trade of Vietnam JSC                      | Bank for Foreign Trade of Vietnam JSC                                                                                                      | CUSIP: 000000000<br>LEI: 2549004TS5QUBFGAWE51 | Long             | EC               | CORP              | VN        |       792600 | NS      | $1804233.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-10519.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      8000000 | PA      | $7944819.20    | 0.06%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                  | ORL Trust 2024-GLKS                                                                                                                        | CUSIP: 67120DAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33550000 | PA      | $33700196.64   | 0.25%             | 2039-12-15      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                     | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                                | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      7370000 | PA      | $6902957.20    | 0.05%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618B72W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1841175 | PA      | $1888797.29    | 0.01%             | 2063-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-812068.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tricon Residential                                         | Tricon Residential 2021-SFR1 Trust                                                                                                         | CUSIP: 89614YAH9<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |      3551000 | PA      | $3530073.60    | 0.03%             | 2038-07-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384YZU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5565780 | PA      | $5522976.93    | 0.04%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AFVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2339278 | PA      | $339767.46     | 0.00%             | 2043-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEANSPARK INC                                             | Cleanspark Inc                                                                                                                             | CUSIP: 18452BAD2<br>LEI: 254900VO7KBRJQDGY810 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $1983300.00    | 0.01%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 31396V5N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       723788 | PA      | $63365.62      | 0.00%             | 2037-06-25      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383BK92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29602143 | PA      | $30342680.92   | 0.23%             | 2055-10-20      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-116844.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                     | XPLR Infrastructure Operating Partners LP                                                                                                  | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      4450000 | PA      | $4770714.48    | 0.04%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                | FIGRE Trust 2024-HE2                                                                                                                       | CUSIP: 316927AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1192831 | PA      | $1218721.19    | 0.01%             | 2054-05-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust                                   | SPGN Trust 2026-TFLM                                                                                                                       | CUSIP: 847946AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50120000 | PA      | $50427977.38   | 0.38%             | 2041-02-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                             | Eden Re II Ltd                                                                                                                             | CUSIP: 27954JAA5<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |       872093 | PA      | $5457470.91    | 0.04%             | 2030-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     10905100 | PA      | $5575232.38    | 0.04%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                                                                                     | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2325860.10    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIGM7H09 IRS CLP R V 06MCLICP BMIGM7H25 CCPNDFCAMARAPROMEDIO / Short: BMIGM7H09 IRS CLP P F  5.09570 BMIGM7H17 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  34406000000 | OU      | $-16269.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                         | FS Luxembourg Sarl                                                                                                                         | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     10785000 | PA      | $9996346.88    | 0.07%             | 2036-02-11      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                         | Cerdia Finanz GmbH                                                                                                                         | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |      5080000 | PA      | $4889500.00    | 0.04%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                                   | Perrigo Finance Unlimited Co                                                                                                               | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      4700000 | PA      | $3438199.93    | 0.03%             | 2044-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                                       | Sonangol Finance Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |      5095000 | PA      | $5218029.37    | 0.04%             | 2031-01-29      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFASWV3 IRS PLN R V 03MWIBOR BMIFASWX9 CCPVANILLA / Short: BMIFASWV3 IRS PLN P F  4.48500 BMIFASWW1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    399914000 | OU      | $531655.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                      | Palmer Square CLO 2023-2 Ltd                                                                                                               | CUSIP: 69703CAE8<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4012464.00    | 0.03%             | 2038-07-20      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $8044.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                         | Harvest US CLO 2024-2 Ltd                                                                                                                  | CUSIP: 41756XAA5<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $994703.00     | 0.01%             | 2037-10-15      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 16 Ltd                                                                                                                       | CUSIP: 05876KAS4<br>LEI: 2549003CI27B7ZDOMR46 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2948277.00    | 0.02%             | 2038-04-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                 | MFA 2024-NPL1 Trust                                                                                                                        | CUSIP: 58004YAA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      5238498 | PA      | $5250298.16    | 0.04%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| TEAM SERVICES HLDG INC                                     | TEAM Services Holding Inc                                                                                                                  | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7630000 | PA      | $7638087.80    | 0.06%             | 2033-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                      | INTOWN 2025-STAY Mortgage Trust                                                                                                            | CUSIP: 46117WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13900000 | PA      | $13887212.00   | 0.10%             | 2042-03-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                            | Access Bank PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |      6696000 | PA      | $6676494.62    | 0.05%             | 2026-09-21      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                           | Duke Energy Corp                                                                                                                           | CUSIP: 26441CCL7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      2850000 | PA      | $2842162.50    | 0.02%             | 2029-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383VQL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30443391 | PA      | $2028779.57    | 0.02%             | 2053-02-20      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      2048200 | PA      | $970334.75     | 0.01%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential                                         | Tricon Residential 2025-SFR1 Trust                                                                                                         | CUSIP: 895974AD5<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |      4000000 | PA      | $4002264.00    | 0.03%             | 2042-03-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                        | STAR 2021-SFR2 Trust                                                                                                                       | CUSIP: 78474LAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4000000 | PA      | $4004102.40    | 0.03%             | 2039-01-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618J7ET3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4338430 | PA      | $4454712.29    | 0.03%             | 2064-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                                                    | CUSIP: 35564KZY8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |     30358594 | PA      | $34147307.07   | 0.25%             | 2042-06-25      | Floating      | 16.55%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382KWY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14354592 | PA      | $1782551.14    | 0.01%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                       | LifePoint Health Inc                                                                                                                       | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1301432.50    | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BSTQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1331496 | PA      | $233723.31     | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2025-GW                                                                                                                           | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3950000 | PA      | $3964535.21    | 0.03%             | 2042-07-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 40 Ltd                                         | Elmwood CLO 40 Ltd                                                                                                                         | CUSIP: 29004GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2017440.00    | 0.02%             | 2038-03-22      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-73500.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                       | Bridgebio Pharma Inc                                                                                                                       | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      3450000 | PA      | $3432405.00    | 0.03%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                   | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                     | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       352000 | PA      | $335934.72     | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                 | Sixth Street CLO XXII Ltd                                                                                                                  | CUSIP: 83011LAS5<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |      1400000 | PA      | $1395437.40    | 0.01%             | 2038-04-21      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     21500000 | PA      | $21472224.58   | 0.16%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-8380.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USINA CAETE SA                                             | Usina Caete SA Term Loan                                                                                                                   | CUSIP: 000000000<br>LEI: 2549009INR3BP24JO488 | Long             | LON              | CORP              | BR        |     10125000 | PA      | $10125000.00   | 0.08%             | 2028-05-31      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                            | CUSIP: 31385HJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       169645 | PA      | $168557.52     | 0.00%             | 2035-08-01      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618FGD35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4186261 | PA      | $4411328.85    | 0.03%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                | LOANDEPOT GMSR Master Trust                                                                                                                | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000000 | PA      | $20323060.00   | 0.15%             | 2030-07-16      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| JPM Lending Facility                                       | JPM Lending Facility                                                                                                                       | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | US        |     60225000 | PA      | $60435727.28   | 0.45%             | 2029-07-15      | Variable      | 10.65%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136G5TF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23000000 | PA      | $23762006.10   | 0.18%             | 2056-05-25      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BVF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10455899 | PA      | $10791798.73   | 0.08%             | 2055-05-25      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                           | NJ 2025-WBRK                                                                                                                               | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5875000 | PA      | $5586833.01    | 0.04%             | 2035-03-05      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HADD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20000000 | PA      | $20578436.00   | 0.15%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                   | Biffa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |      2315000 | PA      | $2690475.35    | 0.02%             | 2031-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFARFN2 IRS PLN R F  4.58500 BMIFARFP7 CCPVANILLA / Short: SMIFARFN2 IRS PLN P V 06MWIBOR BMIFARFQ5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    399914000 | OU      | $-387458.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                             | Orion Clo 2023-1 Ltd                                                                                                                       | CUSIP: 68626CAS3<br>LEI: 2138006D8Y42BDBTP628 | Long             | ABS-CBDO         | CORP              | JE        |      4000000 | PA      | $3937108.00    | 0.03%             | 2038-10-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA - Petrobras                         | Petroleo Brasileiro SA - Petrobras                                                                                                         | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |        68500 | NS      | $1509055.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385PCR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100522501 | PA      | $107285072.02  | 0.80%             | 2056-02-20      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Vingroup JSC                                               | Vingroup JSC                                                                                                                               | CUSIP: 000000000<br>LEI: 254900MJ9C15O3O1V757 | Long             | EC               | CORP              | VN        |      1295400 | NS      | $10604887.77   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383CV72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42416237 | PA      | $2309245.97    | 0.02%             | 2063-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| STATE BANK JSC                                             | State Bank JSC                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MN        |      6640000 | PA      | $6628158.49    | 0.05%             | 2028-09-25      | Fixed         | 8.90%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618FUBY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1115926 | PA      | $1161354.28    | 0.01%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                        | CSN Inova Ventures                                                                                                                         | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |      6287000 | PA      | $5365494.92    | 0.04%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BC7B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         7591 | PA      | $5.89          | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA2                                                                                                    | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |      6610000 | PA      | $8254298.97    | 0.06%             | 2033-08-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2024-3                                                                                                              | CUSIP: 81749JCG7<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |      1498024 | PA      | $1435848.61    | 0.01%             | 2054-04-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                     | NRM FNT1 Excess LLC                                                                                                                        | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23267256 | PA      | $23352858.60   | 0.17%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618GBVG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6004003 | PA      | $6216524.64    | 0.05%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                       | Amentum Holdings Inc                                                                                                                       | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      7630000 | PA      | $7902465.55    | 0.06%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                 | Progress Residential 2022-SFR1 Trust                                                                                                       | CUSIP: 74333YAS7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |     17650000 | PA      | $17140056.20   | 0.13%             | 2041-02-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Auna SA                                                    | Auna SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900SOGP7YC0N9I368 | Long             | EC               | CORP              | LU        |       559000 | NS      | $2834130.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HBGG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9051304 | PA      | $8990435.52    | 0.07%             | 2054-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                    | Vale SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |     50226400 | PA      | $4247405.99    | 0.03%             | 2049-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BKMV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9431546 | PA      | $10015248.86   | 0.07%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                 | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                                        | CUSIP: 46642NAJ5<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |       895000 | PA      | $601887.50     | 0.00%             | 2047-09-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                         | Uniti Services LLC                                                                                                                         | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      6348000 | PA      | $6687402.17    | 0.05%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                        | Elmwood CLO VI Ltd                                                                                                                         | CUSIP: 29001WAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $958238.00     | 0.01%             | 2037-07-18      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                     | XPLR Infrastructure Operating Partners LP                                                                                                  | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      2540000 | PA      | $2715326.04    | 0.02%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                    | Long: BMIGJH017 CDS GBP R F  4.50000 RF 4.5 CDS / Short: BMIGJH017 CDS GBP P V 03MEVENT PV CDS                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              |  | GB        |      8093408 | OU      | $-112245.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                   | PetSmart LLC / PetSmart Finance Corp                                                                                                       | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4450000 | PA      | $4497886.45    | 0.03%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital                                                            | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15250000 | PA      | $9363113.41    | 0.07%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                             | BAHA Trust 2024-MAR                                                                                                                        | CUSIP: 05493XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50500000 | PA      | $53024747.50   | 0.39%             | 2041-12-10      | Variable      | 9.20%                 | No            |                  2 | On Loan: No      |
| YUEXIU REIT MTN CO                                         | Yuexiu REIT MTN Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 3003005M4VITX5HI1X77 | Long             | DBT              |  | VG        |      1798000 | PA      | $1824895.04    | 0.01%             | 2029-02-12      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ORL TRUST                                                  | ORL Trust 2024-GLKS                                                                                                                        | CUSIP: 67120DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8250000 | PA      | $8296412.85    | 0.06%             | 2039-12-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BX3J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1623563 | PA      | $1611365.01    | 0.01%             | 2055-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                                                                                | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |        44000 | NS      | $2162160.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABL                                           | Leeward Renewable Energy Operations LLC                                                                                                    | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |      9530000 | PA      | $9122972.75    | 0.07%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385FCX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10058709 | PA      | $10368147.91   | 0.08%             | 2055-04-20      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-52165.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                   | Univision Communications Inc                                                                                                               | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      6525000 | PA      | $6757309.58    | 0.05%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD UNSECURED                                   | EDEN RE II LTD UNSECURED                                                                                                                   | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |       257143 | NS      | $700225.72     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Voya CLO Ltd                                               | Voya CLO 2018-2 Ltd                                                                                                                        | CUSIP: 92917TAA3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $917369.00     | 0.01%             | 2031-07-15      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust                  | FARM 2025-1 Mortgage Trust                                                                                                                 | CUSIP: 30768CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3549831 | PA      | $3158222.54    | 0.02%             | 2055-08-01      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Grupo Financiero Galicia SA                                | Grupo Financiero Galicia SA                                                                                                                | CUSIP: 399909100<br>LEI: 5299008H3AXIXV5G3C23 | Long             | EC               | CORP              | AR        |        19000 | NS      | $785460.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HCR87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36596125 | PA      | $36926229.11   | 0.27%             | 2054-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384ARZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3148002 | PA      | $3336123.43    | 0.02%             | 2053-05-20      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BTC92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1860567 | PA      | $1888985.69    | 0.01%             | 2054-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                            | Benefit Street Partners CLO XII-B Ltd                                                                                                      | CUSIP: 081917AG1<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3013845.00    | 0.02%             | 2037-10-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BXXS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46480093 | PA      | $47399227.63   | 0.35%             | 2055-10-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                       | APLD ComputeCo 2 LLC                                                                                                                       | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2476738.13    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                                      | Alphatec Holdings Inc                                                                                                                      | CUSIP: 02081GAD4<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |      1020000 | PA      | $1015308.00    | 0.01%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                   | Kaisa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |        78495 | NS      | $768.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385NVN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23016425 | PA      | $24533735.84   | 0.18%             | 2056-03-20      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                        | Limak Yenilenebilir Enerji AS                                                                                                              | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |      2400000 | PA      | $2400837.46    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                   | Kaisa Group Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        56806 | PA      | $82.37         | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 31396LLU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       313634 | PA      | $22687.41      | 0.00%             | 2036-11-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE                                                | Gol Finance Inc                                                                                                                            | CUSIP: 36254VAN8<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |     12269000 | PA      | $11734685.05   | 0.09%             | 2030-06-06      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                             | Home Partners of America 2021-2 Trust                                                                                                      | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28892801 | PA      | $28521412.52   | 0.21%             | 2026-12-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                            | CUSIP: 3140NQVE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1058482 | PA      | $1112276.80    | 0.01%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                      | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      3270000 | PA      | $3580813.50    | 0.03%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384UPY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5394032 | PA      | $5583467.61    | 0.04%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                    | Global Partners LP / GLP Finance Corp                                                                                                      | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5080000 | PA      | $5208951.18    | 0.04%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain CLO XXXIV Ltd                                                                                                                 | CUSIP: 09631KAA1<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $954486.00     | 0.01%             | 2035-04-20      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| FINANCIERA INDEPENDENCIA                                   | Financiera Independencia SAB de CV SOFOM ENR                                                                                               | CUSIP: 000000000<br>LEI: 4469000001BNUHDNSG66 | Long             | SN               | CORP              | MX        |      1121000 | PA      | $1118197.50    | 0.01%             | 2028-03-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BJD25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3467860 | PA      | $3572046.26    | 0.03%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384GX96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5000000 | PA      | $5151735.75    | 0.04%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                | OCP CLO 2024-32 Ltd                                                                                                                        | CUSIP: 67570CAJ1<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |      5000000 | PA      | $5014175.00    | 0.04%             | 2037-04-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HBLJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15256153 | PA      | $15036197.87   | 0.11%             | 2054-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                          | WBI Operating LLC                                                                                                                          | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |      4450000 | PA      | $4500307.25    | 0.03%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                                    | Alnylam Pharmaceuticals Inc                                                                                                                | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |      3405000 | PA      | $3164521.88    | 0.02%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 31396LLS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       470451 | PA      | $34847.91      | 0.00%             | 2036-11-25      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| PIH COMMUNICATION LLC                                      | PIH Communication LLC Term Loan                                                                                                            | CUSIP: 000000000<br>LEI: 254900AHBU7ZVXHYQB65 | Long             | LON              | CORP              | US        |      5704663 | PA      | $5704663.47    | 0.04%             | 2029-12-12      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                             | Cascade Funding Mortgage Trust                                                                                                             | CUSIP: 12531BAE8<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-MBS          | CORP              | US        |      9300000 | PA      | $8817146.79    | 0.07%             | 2035-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BLKB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       228408 | PA      | $5360.00       | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                            | Benefit Street Partners Clo 41 Ltd                                                                                                         | CUSIP: 08186GAG8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5012070.00    | 0.04%             | 2038-07-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain CLO 2016-3 Ltd                                                                                                                | CUSIP: 09628XAE0<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $760718.00     | 0.01%             | 2030-11-15      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                        | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      5480000 | PA      | $4619518.78    | 0.03%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                   | Puma International Financing SA                                                                                                            | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      2013000 | PA      | $2070074.63    | 0.02%             | 2029-04-25      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |       281788 | PA      | $9510.35       | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383CB74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10824294 | PA      | $25413.28      | 0.00%             | 2051-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137H9QF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23599486 | PA      | $3680173.53    | 0.03%             | 2051-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                 | BFLD Commercial Mortgage Trust 2025-660F                                                                                                   | CUSIP: 05556QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6400000 | PA      | $6417448.32    | 0.05%             | 2042-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HJG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23994435 | PA      | $26097224.37   | 0.19%             | 2055-02-25      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                   | Perrigo Finance Unlimited Co                                                                                                               | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      4580000 | PA      | $5216846.80    | 0.04%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGL5WH0 IRS THB R V 12MTHOR BMIGL5WK3 CCPNDFOIS / Short: BMIGL5WH0 IRS THB P F  1.68950 BMIGL5WJ6 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    240800000 | OU      | $8515.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2026-1250B                                                                                           | CUSIP: 949939AG7<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      2500000 | PA      | $2475349.50    | 0.02%             | 2041-03-10      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| ELDORADO INTL FIN GMBH                                     | Eldorado Intl. Finance GmbH                                                                                                                | CUSIP: 284697AC3<br>LEI: 2549002HQE45WFK9EY03 | Long             | DBT              | CORP              | AT        |     10177000 | PA      | $10370912.35   | 0.08%             | 2032-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BDJ97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1340714 | PA      | $1388589.48    | 0.01%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Siminn HF                                                  | Siminn HF                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900X9GQZM6UGXYF10 | Long             | EC               | CORP              | IS        |      2023336 | NS      | $199522.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                       | CHNGE Mortgage Trust 2022-NQM1                                                                                                             | CUSIP: 12569CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1764000 | PA      | $1763047.44    | 0.01%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                | FIGRE Trust 2023-HE2                                                                                                                       | CUSIP: 316925AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3050601 | PA      | $3115627.38    | 0.02%             | 2053-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382KAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11345619 | PA      | $1754902.28    | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                         | FORESEA Holding SA                                                                                                                         | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |      3523000 | PA      | $3494773.37    | 0.03%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618B7Y36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       148138 | PA      | $151969.86     | 0.00%             | 2063-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $23045.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XV29H5 CDS USD R V 03MEVENT Z92XV29J1 CCPCORPORATE / Short: B92XV29H5 CDS USD P F  1.00000 Z92XV29K8 CCPCORPORATE                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     15372000 | OU      | $191004.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA IO Trust                                               | SBAIO 2018-1 Trust                                                                                                                         | CUSIP: 78411DAA8<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     97503922 | PA      | $5221598.28    | 0.04%             | 2044-03-25      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                            | Oaktree CLO 2019-4 Ltd                                                                                                                     | CUSIP: 67402CBN5<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3006657.00    | 0.02%             | 2037-07-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                      | Palmer Square CLO 2021-2 Ltd                                                                                                               | CUSIP: 69702AAG8<br>LEI: 254900HTQ89UZTKY6247 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1911080.00    | 0.01%             | 2038-02-15      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                      | PRPM 2025-RCF1 LLC                                                                                                                         | CUSIP: 74390RAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1700000 | PA      | $1600867.22    | 0.01%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HCP71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13246511 | PA      | $13658616.89   | 0.10%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDSHININVESTBK (DILIJAN                                   | Ardshinbank CJSC Via Dilijan Finance BV                                                                                                    | CUSIP: 000000000<br>LEI: 549300DCGXFXAP2FEV07 | Long             | DBT              | CORP              | NL        |      5618000 | PA      | $5656805.44    | 0.04%             | 2031-01-22      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6RCM0 IRS KRW R F  3.47160 BMIG6RCN8 CCPNDF / Short: SMIG6RCM0 IRS KRW P V 03MKSDA BMIG6RCP3 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 104065000000 | OU      | $-971771.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                                                                                    | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      5649000 | PA      | $3097064.25    | 0.02%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6G6J8 IRS KRW R F  3.42550 BMIG6G6K5 CCPNDF / Short: SMIG6G6J8 IRS KRW P V 03MKSDA BMIG6G6L3 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 159000000000 | OU      | $-1713194.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                           | CSN Resources SA                                                                                                                           | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |       384000 | PA      | $263099.52     | 0.00%             | 2032-04-08      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384ACL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19116439 | PA      | $20287186.29   | 0.15%             | 2053-05-20      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| VMOS SA                                                    | VMOS SA TERM LOAN                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |     11070710 | PA      | $11070710.00   | 0.08%             | 2030-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                                                                            | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      4240000 | PA      | $4315260.00    | 0.03%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                     | Orbia Advance Corp SAB de CV                                                                                                               | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      1562000 | PA      | $1573324.50    | 0.01%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     20006206 | PA      | $7900450.75    | 0.06%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | Uzbek Industrial and Construction Bank ATB                                                                                                 | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |      4891000 | PA      | $5298328.45    | 0.04%             | 2029-07-24      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                           | Alpha Holding SA de CV                                                                                                                     | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      2653787 | PA      | $19903.41      | 0.00%             | 2025-02-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $296699.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | Long: BMIGCRLB7 TRS USD R E RE / Short: BMIGCRLB7 TRS USD P F   .00000 PF NOINDEX-15BPS                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     14928869 | OU      | $500960.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoa Phat Group JSC                                         | Hoa Phat Group JSC                                                                                                                         | CUSIP: 000000000<br>LEI: 549300ODJEFGL5CWKD32 | Long             | EC               | CORP              | VN        |      2273500 | NS      | $2397709.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRITE MONNET UK                                      | Alexandrite Monnet UK Holdco PLC                                                                                                           | CUSIP: 000000000<br>LEI: 254900UEO4639PJFQ079 | Long             | DBT              |  | GB        |      2150000 | PA      | $2526046.81    | 0.02%             | 2031-05-31      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FPT Corp                                                   | FPT Corp                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      2099900 | NS      | $6033353.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618HQWX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       649187 | PA      | $662163.33     | 0.00%             | 2054-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                      | PRPM 2025-RCF3 LLC                                                                                                                         | CUSIP: 69392PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $956803.40     | 0.01%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                             | Barings CLO Ltd 2025-I                                                                                                                     | CUSIP: 067928AA9<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3961428.00    | 0.03%             | 2038-04-20      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                           | VB-S1 Issuer LLC                                                                                                                           | CUSIP: 91825HAE4<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |      5984000 | PA      | $6016257.95    | 0.04%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Eurohold Bulgaria AD                                       | Eurohold Bulgaria AD                                                                                                                       | CUSIP: 000000000<br>LEI: 74780000J0W85Y204X80 | Long             | EC               | CORP              | BG        |      5122844 | NS      | $6564202.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                        | Global Payments Inc                                                                                                                        | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      3665000 | PA      | $3296667.50    | 0.02%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                    | Bryant Park Funding 2023-20 Ltd                                                                                                            | CUSIP: 117919AJ9<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4980155.00    | 0.04%             | 2038-04-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Phat Dat Real Estate Development Corp                      | Phat Dat Real Estate Development Corp                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |      1363200 | NS      | $855709.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BKMB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5228733 | PA      | $5420348.31    | 0.04%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385NDS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19153061 | PA      | $20110970.24   | 0.15%             | 2056-02-20      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AKJE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       934433 | PA      | $118943.10     | 0.00%             | 2044-07-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383GT76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       304378 | PA      | $169108.16     | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank for Investment and Development of Vietnam JSC         | Bank for Investment and Development of Vietnam JSC                                                                                         | CUSIP: 000000000<br>LEI: 254900FSO240QVE6NR86 | Long             | EC               | CORP              | VN        |      1865700 | NS      | $2845270.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          158 | NC      | $-871520.42    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FRIGORIFICO CONCEPCION                                     | Frigorifico Concepcion SA                                                                                                                  | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |       907000 | PA      | $235820.00     | 0.00%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $32067.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENER MEDIT/CENT TERMICA                                   | Generacion Mediterranea SA / Central Termica Roca SA                                                                                       | CUSIP: 36875KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |      3774525 | PA      | $2849766.38    | 0.02%             | 2031-11-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618HTBJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1007532 | PA      | $1048609.32    | 0.01%             | 2064-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                   | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      4640000 | PA      | $5466374.15    | 0.04%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HMNX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22473827 | PA      | $23149760.64   | 0.17%             | 2055-08-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                  | Retained Vantage Data Centers Issuer LLC                                                                                                   | CUSIP: 000000000<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     10000000 | PA      | $7395095.52    | 0.06%             | 2048-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618N2PM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2650857 | PA      | $2774737.11    | 0.02%             | 2066-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                    | Bryant Park Funding 2023-21 Ltd                                                                                                            | CUSIP: 11766BAE6<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2964957.00    | 0.02%             | 2038-10-18      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| VOUSSOIR RE SEGREGATED ACC                                 | VOUSSOIR RE SEGREGATED ACC                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |        41584 | NS      | $56585416.30   | 0.42%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384KGF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4214000 | PA      | $4354817.55    | 0.03%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BVX37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10397394 | PA      | $10666251.09   | 0.08%             | 2055-02-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BBMT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18374820 | PA      | $19122843.76   | 0.14%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                       | Unigel Luxembourg SA                                                                                                                       | CUSIP: 000000000<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |       309913 | PA      | $18594.78      | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384JQ56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2804439 | PA      | $2897651.68    | 0.02%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BVQF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1350737 | PA      | $1433909.99    | 0.01%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                    | Akamai Technologies Inc                                                                                                                    | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      3195000 | PA      | $3553638.75    | 0.03%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382NXA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9353000 | PA      | $1420045.88    | 0.01%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136G5ST8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12727273 | PA      | $13179462.83   | 0.10%             | 2056-05-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BUDK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10844732 | PA      | $11031360.81   | 0.08%             | 2055-01-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                   | Midcap Financial Issuer Trust                                                                                                              | CUSIP: 59590AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000000 | PA      | $35962850.00   | 0.27%             | 2033-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| KING US BIDCO INC                                          | King US Bidco Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 254900FMEU5P81WHKR41 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $5569912.75    | 0.04%             | 2032-12-01      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                   | Live Nation Entertainment Inc                                                                                                              | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      1440000 | PA      | $1495970.74    | 0.01%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |       256772 | PA      | $1925.79       | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Macro SA                                             | Banco Macro SA                                                                                                                             | CUSIP: 05961W105<br>LEI: 579100KKDKKIFEBKK040 | Long             | EC               | CORP              | AR        |         6800 | NS      | $489600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crash Champions LLC                                        | Crash Champions LLC 2024 Term Loan B                                                                                                       | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |      6471607 | PA      | $6193328.16    | 0.05%             | 2029-02-23      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BDKC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       480274 | PA      | $509246.52     | 0.00%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618G7AA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       234245 | PA      | $243106.54     | 0.00%             | 2054-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AMXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1960232 | PA      | $59169.80      | 0.00%             | 2043-06-25      | Floating      | 0.32%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                        | Century Communities Inc                                                                                                                    | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      5080000 | PA      | $5059700.32    | 0.04%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618GBVS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1522162 | PA      | $1614463.00    | 0.01%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385NDC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45574108 | PA      | $48526562.67   | 0.36%             | 2056-02-20      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     10000000 | PA      | $9944641.00    | 0.07%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 31396RKW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       665180 | PA      | $41347.30      | 0.00%             | 2036-05-15      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                              | Ballyrock CLO 18 Ltd                                                                                                                       | CUSIP: 05875XAE8<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1864596.00    | 0.01%             | 2038-04-15      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                | loanDepot FAMSR Master Trust                                                                                                               | CUSIP: 53949HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000000 | PA      | $95247381.90   | 0.71%             | 2030-12-19      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                       | IHO Verwaltungs GmbH                                                                                                                       | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       670000 | PA      | $799532.93     | 0.01%             | 2031-05-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-4083.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384KQ95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24976230 | PA      | $25811989.60   | 0.19%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                   | FS 2026-ORL                                                                                                                                | CUSIP: 30343YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7100000 | PA      | $7115377.18    | 0.05%             | 2041-02-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                          | Battalion CLO XXX Ltd                                                                                                                      | CUSIP: 07131MAJ7<br>LEI: 254900M3SCK6UC92LY53 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4006548.00    | 0.03%             | 2039-01-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Grupo Supervielle SA                                       | Grupo Supervielle SA                                                                                                                       | CUSIP: 40054A108<br>LEI: 549300IQJL3KLZ3IYQ14 | Long             | EC               | CORP              | AR        |         9800 | NS      | $80654.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                     | NRM FHT1 Excess Owner LLC                                                                                                                  | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51897849 | PA      | $52679082.89   | 0.39%             | 2032-03-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136G5SV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13181819 | PA      | $13776572.13   | 0.10%             | 2056-05-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US LONG BOND(CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          169 | NC      | $-802263.11    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1204400 | PA      | $553722.90     | 0.00%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AKBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       594511 | PA      | $107262.34     | 0.00%             | 2044-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                                        | New Zealand Government Inflation Linked Bond                                                                                               | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    127110342 | PA      | $76713616.67   | 0.57%             | 2050-09-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ABZ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5028582 | PA      | $538550.83     | 0.00%             | 2043-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | Long: BMIFZM168 TRS USD R F  0.00000 RF IBOXXTRS / Short: BMIFZM168 TRS USD P V 00MSOFR PV IBOXXTRS                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    100000000 | OU      | $1528763.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136A6AC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       129606 | PA      | $917.27        | 0.00%             | 2027-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $195396.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     45951683 | PA      | $18265793.99   | 0.14%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     15040000 | PA      | $14978421.58   | 0.11%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BC2772 SD                                                  | BC2772 SD                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17300000 | PA      | $18039315.50   | 0.13%             | 2056-03-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                      | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      6350000 | PA      | $6590487.20    | 0.05%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                        | Braskem Netherlands Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      1897000 | PA      | $1088403.75    | 0.01%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 31395T6U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       236661 | PA      | $14920.12      | 0.00%             | 2032-06-15      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                      | PRPM 2024-RCF4 LLC                                                                                                                         | CUSIP: 74448JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3100000 | PA      | $3007669.29    | 0.02%             | 2054-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HKLL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2231638 | PA      | $2287301.52    | 0.02%             | 2055-03-25      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HNHF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9980552 | PA      | $10192633.22   | 0.08%             | 2055-10-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                          | Herc Holdings Inc                                                                                                                          | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      3290000 | PA      | $3265671.77    | 0.02%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BDHY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2725847 | PA      | $2879212.55    | 0.02%             | 2053-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV                        | Staatsolie Maatschappij Suriname NV 2025 Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 254900R015RJG4RZ5G47 | Long             | LON              | CORP              | SR        |      4979285 | PA      | $5051181.09    | 0.04%             | 2032-05-24      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618GWYE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       119790 | PA      | $122558.93     | 0.00%             | 2054-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                            | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                                         | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36400000 | PA      | $36630597.64   | 0.27%             | 2039-12-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137B02M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       947145 | PA      | $51738.10      | 0.00%             | 2033-02-15      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| ECOBANK TRANSNATIONAL                                      | Ecobank Transnational Inc                                                                                                                  | CUSIP: 000000000<br>LEI: 213800USCE9Y111R4656 | Long             | DBT              | CORP              | TG        |      5526000 | PA      | $5972819.26    | 0.04%             | 2029-10-15      | Fixed         | 10.12%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136APHR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2314955 | PA      | $424031.52     | 0.00%             | 2045-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                        | Banco Davivienda SA                                                                                                                        | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |      6519000 | PA      | $6724022.55    | 0.05%             | 2035-07-02      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                 | Sixth Street CLO XV Ltd                                                                                                                    | CUSIP: 83012BAJ6<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4997280.00    | 0.04%             | 2037-10-24      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38379CAU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1677696 | PA      | $58200.28      | 0.00%             | 2042-10-20      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HJSR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23562003 | PA      | $23597842.10   | 0.18%             | 2055-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                                        | Bank of Georgia JSC                                                                                                                        | CUSIP: 062269AA3<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |       200000 | PA      | $209600.99     | 0.00%             | 2029-07-16      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                    | Saluda Grade Alternative Mortgage Trust 2025-NPL2                                                                                          | CUSIP: 79589BAA6<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |     21948428 | PA      | $21902237.36   | 0.16%             | 2030-05-25      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383LGB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4677112 | PA      | $4787931.30    | 0.04%             | 2052-11-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ALSTRIA S.A R.L.                                           | alstria Sarl                                                                                                                               | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | LU        |      2400000 | PA      | $2742330.75    | 0.02%             | 2029-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 55 CLO Ltd                                                                                                                          | CUSIP: 26245QAA0<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $988735.00     | 0.01%             | 2031-04-15      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384AF65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5477818 | PA      | $5648726.47    | 0.04%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                       | BlueMountain CLO 2015-3 Ltd                                                                                                                | CUSIP: 09628MAG9<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1468448.00    | 0.01%             | 2031-04-20      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| RIKISBREF                                                  | Iceland Rikisbref                                                                                                                          | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |   1145293777 | PA      | $7332693.52    | 0.05%             | 2042-02-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | CARLYLE US CLO 2019-4 LTD                                                                                                                  | CUSIP: 14317WAG3<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1970168.00    | 0.01%             | 2035-04-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618HTAP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1254237 | PA      | $1305372.41    | 0.01%             | 2064-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                          | MC Brazil Downstream Trading SARL                                                                                                          | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      5811259 | PA      | $5438306.58    | 0.04%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CONTROLADORA MABE SA CV                                    | Controladora Mabe SA de CV                                                                                                                 | CUSIP: 000000000<br>LEI: 549300TVP7EHIDGWNR87 | Long             | DBT              | CORP              | MX        |      2287000 | PA      | $2042485.40    | 0.02%             | 2028-10-23      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137FCT20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1022008 | PA      | $209460.48     | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $82715.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                             | Home Partners of America 2021-2 Trust                                                                                                      | CUSIP: 43732VAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44785652 | PA      | $44274769.12   | 0.33%             | 2026-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                     | Brazil Letras do Tesouro Nacional                                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1527300000 | PA      | $291872976.59  | 2.17%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                             | FirstKey Homes 2021-SFR2 Trust                                                                                                             | CUSIP: 33767TAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12501000 | PA      | $12327293.60   | 0.09%             | 2038-09-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                                       | LBTY Commercial Mortgage Trust 2026-225L                                                                                                   | CUSIP: 50178LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000000 | PA      | $19814164.00   | 0.15%             | 2043-02-10      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HQ2V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3778004 | PA      | $3769158.45    | 0.03%             | 2055-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3617FMCS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8144536 | PA      | $8261965.86    | 0.06%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                            | Rivian Automotive Inc                                                                                                                      | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3780562.50    | 0.03%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383XB86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19543921 | PA      | $1243211.28    | 0.01%             | 2053-04-20      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ALU90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       746585 | PA      | $137104.81     | 0.00%             | 2044-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618ATL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       754852 | PA      | $804257.72     | 0.01%             | 2053-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                            | Piraeus Bank SA                                                                                                                            | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |      3128000 | PA      | $3610775.09    | 0.03%             | 2032-10-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PT PAKUWON JATI                                            | Pakuwon Jati Tbk PT                                                                                                                        | CUSIP: 000000000<br>LEI: 254900GUXQAQB065PM73 | Long             | DBT              | CORP              | ID        |      1520000 | PA      | $1503606.24    | 0.01%             | 2028-04-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 31396KAB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       418010 | PA      | $41464.17      | 0.00%             | 2036-07-25      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                | LOANDEPOT GMSR Trust                                                                                                                       | CUSIP: 53946TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13070750 | PA      | $13056832.27   | 0.10%             | 2030-05-16      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                           | Cajun Global LLC                                                                                                                           | CUSIP: 12803VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17500000 | PA      | $17225033.00   | 0.13%             | 2055-11-20      | Fixed         | 8.72%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                     | AthenaHealth Group Inc                                                                                                                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     15250000 | PA      | $14546857.88   | 0.11%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                                        | Crown Point CLO 10 Ltd                                                                                                                     | CUSIP: 22846GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1902884.00    | 0.01%             | 2034-07-20      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-HQA1                                                                                                    | CUSIP: 35564KCP2<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-MBS          | USGSE             | US        |     35825000 | PA      | $42523322.06   | 0.32%             | 2033-08-25      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384GBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8554500 | PA      | $8820322.11    | 0.07%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Refrigeration Electrical Engineering Corp                  | Refrigeration Electrical Engineering Corp                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       191700 | NS      | $439137.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGAXXK3 IRS KRW R F  3.37400 BMIGAXXL1 CCPNDF / Short: SMIGAXXK3 IRS KRW P V 03MKSDA BMIGAXXM9 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  78658000000 | OU      | $-973763.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AKKH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       643436 | PA      | $33511.85      | 0.00%             | 2042-03-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SEV501CF5 IRS USD R F  2.08500 2 CCPINFLATIONZERO / Short: SEV501CF5 IRS USD P V 12MUSCPI 1 CCPINFLATIONZERO                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19500000 | OU      | $-3149353.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                     | Jazz Investments I Ltd                                                                                                                     | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2330000 | PA      | $3486845.00    | 0.03%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                          | Herc Holdings Inc                                                                                                                          | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      3275000 | PA      | $3284811.90    | 0.02%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                                        | Affirm Holdings Inc                                                                                                                        | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3405000 | PA      | $3600787.50    | 0.03%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust                  | FARM 2024-1 Mortgage Trust                                                                                                                 | CUSIP: 30335JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3140790 | PA      | $2783876.69    | 0.02%             | 2053-10-01      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618HTAN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       774885 | PA      | $810854.63     | 0.01%             | 2064-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ANH83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1172779 | PA      | $163584.84     | 0.00%             | 2045-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Loandepot GMSR Master Trust                                | LOANDEPOT GMSR Master Trust                                                                                                                | CUSIP: 53946TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12000000 | PA      | $12059868.00   | 0.09%             | 2030-07-16      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $2840.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382LJK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24465707 | PA      | $3765293.16    | 0.03%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385EJ21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16302930 | PA      | $16553100.19   | 0.12%             | 2055-03-20      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| STAR 2024-SFR4 Trust                                       | STAR 2024-SFR4 Trust                                                                                                                       | CUSIP: 85520AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8576000 | PA      | $8601523.03    | 0.06%             | 2041-10-17      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-5211.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618VF7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14233652 | PA      | $14659635.31   | 0.11%             | 2066-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-911.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGKKN21 IRS CNY R F  1.55960 BMIGKKN39 CCPNDF / Short: SMIGKKN21 IRS CNY P V 00MCNRR BMIGKKN47 CCPNDF                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    209940000 | OU      | $-83.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED ISK / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |            1 | NC      | $184084.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIEEYXF3 CDS USD R F  4.20000 / Short: BMIEEYXF3 CDS USD P V 01MEVENT                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |      3667400 | OU      | $15399.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38385K5F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104509299 | PA      | $111804366.57  | 0.83%             | 2055-11-20      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                                | TCW CLO 2024-3 Ltd                                                                                                                         | CUSIP: 87252WAA9<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1887002.00    | 0.01%             | 2037-10-20      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| OI S.A.                                                    | OI S.A.                                                                                                                                    | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |      3656574 | PA      | $1773438.39    | 0.01%             | 2027-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                    | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                                                  | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       939000 | PA      | $823613.71     | 0.01%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                              | Golar LNG Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |      3400000 | PA      | $3470048.26    | 0.03%             | 2029-09-19      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Bear Mountain Park CLO, Ltd                                | Bear Mountain Park CLO Ltd                                                                                                                 | CUSIP: 07403KAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1375000 | PA      | $1234028.13    | 0.01%             | 2037-07-15      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                   | FS 2026-ORL                                                                                                                                | CUSIP: 30343YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14300000 | PA      | $14344601.70   | 0.11%             | 2041-02-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| WORKIVA INC                                                | Workiva Inc                                                                                                                                | CUSIP: 98139AAD7<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |      3380000 | PA      | $3156075.00    | 0.02%             | 2028-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137AXRJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       848150 | PA      | $45351.83      | 0.00%             | 2033-01-15      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BPM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5346273 | PA      | $5514293.94    | 0.04%             | 2053-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HKF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55874777 | PA      | $56590985.11   | 0.42%             | 2054-06-25      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HJAN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13312023 | PA      | $13074697.62   | 0.10%             | 2054-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                               | Champs Trust 2025-2                                                                                                                        | CUSIP: 15878DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86405452 | PA      | $88967200.33   | 0.66%             | 2060-10-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                              | Snowflake Inc                                                                                                                              | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |      1435000 | PA      | $1684403.00    | 0.01%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BWGZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1744302 | PA      | $1742170.78    | 0.01%             | 2054-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECOBANK TRANSNATIONAL                                      | Ecobank Transnational Inc                                                                                                                  | CUSIP: 27889PAC7<br>LEI: 213800USCE9Y111R4656 | Long             | DBT              | CORP              | TG        |      2475000 | PA      | $2675122.63    | 0.02%             | 2029-10-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11721553 | PA      | $12051613.66   | 0.09%             | 2055-06-20      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3617FMCQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2777133 | PA      | $2882377.33    | 0.02%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                             | Barings CLO Ltd 2024-III                                                                                                                   | CUSIP: 067940AA4<br>LEI: 254900XKSMU0WUDSV074 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005260.00    | 0.01%             | 2037-07-20      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HKM35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14435612 | PA      | $14693713.31   | 0.11%             | 2055-03-25      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BCV87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        64050 | PA      | $65727.18      | 0.00%             | 2062-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                     | Cascade MH Asset Trust 2022-MH1                                                                                                            | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2352023 | PA      | $2308931.94    | 0.02%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618AKMP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       144876 | PA      | $151555.67     | 0.00%             | 2063-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                     | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1235000 | PA      | $1365328.43    | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                   | Neuberger Berman Loan Advisers CLO 28 Ltd                                                                                                  | CUSIP: 64130QAL5<br>LEI: 5493008C5LSWKG3UQ392 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2994312.00    | 0.02%             | 2038-10-20      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BUPX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1118238 | PA      | $135416.61     | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                                                                                  | CUSIP: 3128SGAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        12444 | PA      | $12205.23      | 0.00%             | 2035-01-01      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383UAV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17270172 | PA      | $84499.50      | 0.00%             | 2052-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                                        | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     15797800 | PA      | $15766445.79   | 0.12%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ACM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1664929 | PA      | $90184.13      | 0.00%             | 2033-03-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383V2Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9838081 | PA      | $659619.69     | 0.00%             | 2053-02-20      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HC2Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9062365 | PA      | $9337842.36    | 0.07%             | 2054-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BKM22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12539734 | PA      | $13315797.83   | 0.10%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-HQA2                                                                                                    | CUSIP: 35564KGS2<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | USGSE             | US        |      4425000 | PA      | $5374835.54    | 0.04%             | 2033-12-25      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                         | Liberty Media Corp-Liberty Formula One                                                                                                     | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1855000 | PA      | $2171277.50    | 0.02%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PetroVietnam Gas JSC                                       | PetroVietnam Gas JSC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       615400 | NS      | $1762142.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                    | Akamai Technologies Inc                                                                                                                    | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      4805000 | PA      | $6314971.25    | 0.05%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                        | ELECTRONIC ARTS INC USD TERM LOAN B                                                                                                        | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |      2000000 | PA      | $2003000.00    | 0.01%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                                     | Frigorifico Concepcion SA                                                                                                                  | CUSIP: 000000000<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |       914000 | PA      | $237640.00     | 0.00%             | 2028-07-21      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384AGE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9611905 | PA      | $10286558.89   | 0.08%             | 2053-05-20      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618MXPM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9414417 | PA      | $9666750.68    | 0.07%             | 2066-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618B5Y97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       100768 | PA      | $103374.10     | 0.00%             | 2063-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                                                                                    | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       843000 | PA      | $463650.00     | 0.00%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754JAC8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |       685869 | PA      | $694230.21     | 0.01%             | 2039-09-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                     | Cloud Software Group Inc                                                                                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      3180000 | PA      | $3098785.95    | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                     | PROGRESS SOFTWARE CORP                                                                                                                     | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |      2720000 | PA      | $2479008.00    | 0.02%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-5685.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BUBV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18455377 | PA      | $18884999.22   | 0.14%             | 2055-01-25      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                           | CSN Resources SA                                                                                                                           | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |       918000 | PA      | $629263.85     | 0.00%             | 2031-06-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                   | Allwyn Entertainment Financing UK PLC                                                                                                      | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      3360000 | PA      | $3897799.03    | 0.03%             | 2031-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384GB25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34097958 | PA      | $34417769.90   | 0.26%             | 2053-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                    | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                            | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       556000 | PA      | $582329.07     | 0.00%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD SERIES 2022 1 C                             | EDEN RE II LTD SERIES 2022 1 C                                                                                                             | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |        27451 | NS      | $95622.74      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      1293762 | PA      | $211853.53     | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HO IX LTD                                       | Alpha Star Holding IX Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |       484000 | PA      | $483330.00     | 0.00%             | 2028-08-26      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA5                                                                                                    | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     53570000 | PA      | $65127754.29   | 0.48%             | 2034-01-25      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Rain City Mortgage Trust                                   | Rain City Mortgage Trust 2024-RTL1                                                                                                         | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7350000 | PA      | $7404692.09    | 0.06%             | 2029-09-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BOFA PJ 26 A                                               | BOFA PJ 26 A                                                                                                                               | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      2369687 | PA      | $2369260.11    | 0.02%             | 2026-06-01      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382P3P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2112400 | PA      | $315181.97     | 0.00%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                            | United Group BV                                                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      2220000 | PA      | $2658603.72    | 0.02%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618AWLB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3385783 | PA      | $3425606.63    | 0.03%             | 2063-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                    | Currenta Group Holdings Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |      4640000 | PA      | $5493366.92    | 0.04%             | 2032-05-15      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137H8CD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59680845 | PA      | $10237264.26   | 0.08%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383CB33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21458395 | PA      | $50440.10      | 0.00%             | 2051-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137BFVY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       504867 | PA      | $360419.17     | 0.00%             | 2043-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLARIS RENEWABLE ENERGY                                   | Polaris Renewable Energy Inc                                                                                                               | CUSIP: 000000000<br>LEI: 254900IRAKXV4MM4QF30 | Long             | DBT              | CORP              | CA        |      3125000 | PA      | $3273437.50    | 0.02%             | 2029-12-03      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust                                       | STAR 2025-SFR5 Trust                                                                                                                       | CUSIP: 85520CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9670000 | PA      | $9678845.15    | 0.07%             | 2042-02-17      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137FCN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1289823 | PA      | $263313.35     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HJXH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7939578 | PA      | $7688527.23    | 0.06%             | 2055-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ANPQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2117389 | PA      | $294732.80     | 0.00%             | 2045-05-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                             | CFMT 2024-R1 LLC                                                                                                                           | CUSIP: 12530YAD1<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |      5770000 | PA      | $5438211.73    | 0.04%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                 | U.K. Gilts                                                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      8500000 | PA      | $11551575.18   | 0.09%             | 2027-01-29      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HCP22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4508639 | PA      | $4646313.76    | 0.03%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                             | FirstKey Homes 2021-SFR1 Trust                                                                                                             | CUSIP: 33767WAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37071000 | PA      | $36778083.49   | 0.27%             | 2038-08-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | Long: BMIG17Z36 TRS USD R E RE / Short: BMIG17Z36 TRS USD P F   .00000 PF NOINDEX-15BPS                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               |  | US        |     72614483 | OU      | $2069707.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGLHE35 IRS CZK R V 06MPRIBO BMIGLHE50 CCPVANILLA / Short: BMIGLHE35 IRS CZK P F  4.28000 BMIGLHE43 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    560100000 | OU      | $155957.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                     | CD&R Firefly Bidco PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $4219441.63    | 0.03%             | 2029-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD HKD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $488.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ABCZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2032845 | PA      | $192563.20     | 0.00%             | 2043-01-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381NNU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48527230 | PA      | $50718853.56   | 0.38%             | 2055-06-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                                   | Times China Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |       711339 | NS      | $4949.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618H9TR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4941754 | PA      | $5104321.44    | 0.04%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Loma Negra Cia Industrial Argentina SA                     | Loma Negra Cia Industrial Argentina SA                                                                                                     | CUSIP: 54150E104<br>LEI: 529900VKOQQJ8U9DDK92 | Long             | EC               | CORP              | AR        |         4000 | NS      | $44160.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38383BN40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14063644 | PA      | $14305477.01   | 0.11%             | 2055-09-20      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384AM75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4191256 | PA      | $4418688.33    | 0.03%             | 2053-06-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384BL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7955300 | PA      | $7940631.06    | 0.06%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38384GQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12883430 | PA      | $13281040.35   | 0.10%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                      | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      3360000 | PA      | $4113480.00    | 0.03%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                   | Azule Energy Finance Plc                                                                                                                   | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      2602000 | PA      | $2702666.18    | 0.02%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PRINCETON DIGITAL GROUP LTD                                | PRINCETON DIGITAL GROUP LTD TERM LOAN                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |      5028571 | PA      | $4958171.42    | 0.04%             | 2029-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                                         | CUSIP: 3618BA4D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2470562 | PA      | $2499621.25    | 0.02%             | 2063-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38381DRX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24569885 | PA      | $1188865.49    | 0.01%             | 2063-04-16      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                      | PRPM 2025-RCF3 LLC                                                                                                                         | CUSIP: 69392PAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1100000 | PA      | $1082784.45    | 0.01%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae                                                                                                                                 | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328400000 | PA      | $325812290.10  | 2.42%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                     | FIS Fabbrica Italiana Sintetici SpA                                                                                                        | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |       555000 | PA      | $652703.95     | 0.00%             | 2031-02-05      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | CARLYLE US CLO 2019-3 LTD                                                                                                                  | CUSIP: 14314KAN7<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2938920.00    | 0.02%             | 2039-04-20      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                       | Ineos US Finance LLC 2023 USD Term Loan B                                                                                                  | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      1386481 | PA      | $1294626.65    | 0.01%             | 2030-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                                                                                   | CUSIP: 38382MGX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23004481 | PA      | $2924802.34    | 0.02%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                                            | CUSIP: 3140QSBK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3643285 | PA      | $3805392.06    | 0.03%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                   | Neuberger Berman Loan Advisers CLO 59 Ltd                                                                                                  | CUSIP: 640973AA1<br>LEI: 254900ERHU6RJHYSL744 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1993770.00    | 0.01%             | 2039-01-23      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136A9Z50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1526790 | PA      | $61402.46      | 0.00%             | 2042-11-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR3 Trust                             | FirstKey Homes 2021-SFR3 Trust                                                                                                             | CUSIP: 33768JAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9268000 | PA      | $9073610.19    | 0.07%             | 2038-12-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Octagon 60 Ltd                                             | Octagon 60 Ltd                                                                                                                             | CUSIP: 675936AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2505222.50    | 0.02%             | 2037-10-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                    | Surgery Center Holdings Inc                                                                                                                | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      9833000 | PA      | $9819040.09    | 0.07%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RIYAD SUKUK                                                | Riyad Sukuk Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 549300P8GI2KKEMZUH97 | Long             | DBT              | CORP              | KY        |      1906000 | PA      | $1914845.27    | 0.01%             | 2035-07-14      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGL5AJ0 IRS THB R V 12MTHOR BMIGL5AN1 CCPNDFOIS / Short: BMIGL5AJ0 IRS THB P F  1.68550 BMIGL5AL5 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    315000000 | OU      | $13006.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MT LOGAN RE                                                | MT LOGAN RE                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |        10000 | NS      | $37489493.00   | 0.28%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BRASKEM IDESA SAPI                                         | Braskem Idesa SAPI                                                                                                                         | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      2234000 | PA      | $1574411.50    | 0.01%             | 2029-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                                    | Golomt Bank                                                                                                                                | CUSIP: 000000000<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |      2672000 | PA      | $2772712.14    | 0.02%             | 2027-05-20      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-19

**Name of Applicant:** Global Opportunities Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer