# EDGAR Filing Document

**Accession Number:** 0001070287
**File Stem:** 0000940400-26-025761
**Filing Date:** 2026-6
**Character Count:** 474031
**Document Hash:** fa079bbd4d8f947f270aea81d39a52ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025761.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-025761

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL INVESTMENT PORTFOLIOS 9
- **CENTRAL INDEX KEY:** 0001070287

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09101
- **FILM NUMBER:** 261125217

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH  FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102-4077
- **BUSINESS PHONE:** (973) 802-5032

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH  FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102-4077

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL INVESTMENT PORFOLIOS 9
- **DATE OF NAME CHANGE:** 20100217

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DRYDEN TAX-MANAGED FUNDS
- **DATE OF NAME CHANGE:** 20070801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DRYDEN TAX MANAGED FUNDS
- **DATE OF NAME CHANGE:** 20030716

## Series and Classes Contracts Data

### PGIM Absolute Return Bond Fund (Series ID: S000031707)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000098666 | Class A      | PADAX           |
| C000098667 | Class C      | PADCX           |
| C000098668 | Class R6     | PADQX           |
| C000098669 | Class Z      | PADZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential Investment Portfolios 9

- **b. Investment Company Act file number:** 811-09101

- **c. CIK number of Registrant:** 0001070287

- **d. LEI of Registrant:** 5493006TC8ECBK1GPV34

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 1-800-225-1852

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

- **a. Name of Series:** PGIM Absolute Return Bond Fund

- **b. EDGAR series identifier (if any):** S000031707

- **c. LEI of Series:** EBKSE2F2Z4D82NLOW668

**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:** $3589476449.04

**Total Liabilities:** $116272268.05

**Net Assets:** $3473204180.99

**Delayed Delivery Securities:** $3023885.25

**Stand-by Commitments:** $19986019.10

**Cash Not Reported:** $16672463.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8639.79378000 | **1-Year:** 87411.13394000 | **5-Year:** 388196.14361000 | **10-Year:** 114193.73673000 | **30-Year:** 2417.21280000

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

- **3-Month:** 2218.78248000 | **1-Year:** 56329.45565000 | **5-Year:** 102542.15231000 | **10-Year:** 21786.08128000 | **30-Year:** 442.58876000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000098666 | 0.49%                | -0.23%               | 0.83%                |
| Class ID C000098667 | 0.32%                | -0.18%               | 0.77%                |
| Class ID C000098668 | 0.40%                | -0.10%               | 0.86%                |
| Class ID C000098669 | 0.39%                | -0.21%               | 0.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3097984.26              | $12008508.21                               |
| Month 2  | $2624359.64              | $-60213345.29                              |
| Month 3  | $2419418.82              | $15776901.93                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF CHILE                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $9717.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | INR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $15578.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF FRANCE                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-513.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                          | PGIM Active High Yield Bond ETF                                    | CUSIP: 69344A206<br>LEI: 549300F10UK98WW68156 | Long             | EC               | RF                | US        |     325000 | NS      | $11407500.00  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                       | VENTGL 3.875 08/15/29 144A                                         | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71829.73     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2024-RVR                              | GSMS 2024-RVR A                                                    | CUSIP: 36272JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6900000 | PA      | $6923408.94   | 0.20%             | 2041-08-12      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                    | FYBR 6.75 05/01/29 144A                                            | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1375000.00   | 0.04%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                           | MHO 4.95 02/01/28                                                  | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994288.62    | 0.03%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                   | MINAU 6 05/01/32 144A                                              | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     910000 | PA      | $903020.30    | 0.03%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                        | DB V5.297 05/09/31                                                 | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2423822.64   | 0.07%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | HYNMTR 5.4 06/23/32 144A                                           | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     815000 | PA      | $830339.26    | 0.02%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FN MA4380                                                          | CUSIP: 31418D2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     433160 | PA      | $381835.75    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES1                                     | TPMT 2025-CES1 A2                                                  | CUSIP: 89183HAB0<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-O            | CORP              | US        |    5053000 | PA      | $5085133.04   | 0.15%             | 2055-02-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -54925000 | OU      | $-397146.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                  | ESKOM 8.45 08/10/28 REGS                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    3984000 | PA      | $4190769.60   | 0.12%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                 | VW 5.05 03/27/28 144A                                              | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    4020000 | PA      | $4045593.73   | 0.12%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO       | ECUA 8.75 01/29/34 144A                                            | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    7400000 | PA      | $7551380.32   | 0.22%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                               | SERBIA 1.5 06/26/29 REGS                                           | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1778000 | PA      | $1928261.06   | 0.06%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                   | MINAU 7 04/01/31 144A                                              | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     615000 | PA      | $637505.37    | 0.02%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                       | DISH 11.75 11/15/27 144A                                           | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $5312360.30   | 0.15%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| HPS SLF VI GP: DDTL                                                     | HPS SLF VI GP: DDTL                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     555932 | PA      | $555932.00    | 0.02%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| AKER BP ASA                                                             | AKERBP 5.6 06/13/28 144A                                           | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    2440000 | PA      | $2480607.21   | 0.07%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                        | DB V4.95 08/04/31                                                  | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2058500.41   | 0.06%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                | G2 MA7829                                                          | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1329261 | PA      | $1213223.98   | 0.03%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | CDS ARAB REPUBLIC OF EGYPT                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $181639.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC                         | SRFC 2023-2A D                                                     | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     430985 | PA      | $450602.10    | 0.01%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 29 LTD                                                      | ELM29 2024-5A AR1                                                  | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10010780.00  | 0.29%             | 2037-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                     | AFRMT 2025-2A D                                                    | CUSIP: 00833BAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9500000 | PA      | $9544904.60   | 0.27%             | 2033-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAP LLC             | UNIT 8.625 06/15/32 Feb                                            | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     495000 | PA      | $517766.35    | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-1                                 | OMFIT 2023-1A D                                                    | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $209207.92    | 0.01%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | C V3.887 01/10/28                                                  | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     980000 | PA      | $976319.08    | 0.03%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                 | MERIDI 6.25 04/30/31 144A                                          | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5805000 | PA      | $5805638.64   | 0.17%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 LLC                                                      | VCAT 2025-NPL3 A1                                                  | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2117920 | PA      | $2120239.73   | 0.06%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-GRP                          | WFCM 2024-GRP C                                                    | CUSIP: 95003YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2482447.50   | 0.07%             | 2041-10-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                   | MINAU 9.25 10/01/28 144A                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    1187000 | PA      | $1231512.50   | 0.04%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF COTE D'IVOIRE                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-3005.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                   | FRIDPT 5.315 04/14/32 REGS                                         | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     600000 | PA      | $600600.00    | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                    | RPLDCI 6.581 05/30/49 144A                                         | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17057000 | PA      | $17649725.90  | 0.51%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2004-7                                          | HEAT 2004-7 A2                                                     | CUSIP: 437084FL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     575646 | PA      | $572111.78    | 0.02%             | 2035-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2025-SPRL MORTGAGE TRUST                                   | HY 2025-SPRL D                                                     | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5010000 | PA      | $5135516.53   | 0.15%             | 2040-01-13      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE COMPANY SAU                                             | CLNXSM 2 02/15/33 EMTN                                             | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    1100000 | PA      | $1137771.26   | 0.03%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES1                                     | TPMT 2025-CES1 M2A                                                 | CUSIP: 89183HAD6<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3020591.40   | 0.09%             | 2055-02-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FR SD8494                                                          | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     762392 | PA      | $766609.78    | 0.02%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) (CA)                      | CA UNVHGR 3.93 05/15/2045                                          | CUSIP: 91412GXE0<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     625000 | PA      | $573185.59    | 0.02%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 4.25 06/30/29                                                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38500000 | PA      | $38866953.13  | 1.12%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                      | EXPAND ENERGY CORP COM                                             | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      12570 | NS      | $1284025.50   | 0.04%             |  |  |  | Yes           |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $430.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST 2024-PARK                                 | BPR 2024-PARK C                                                    | CUSIP: 05593UAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5350000 | PA      | $5483467.52   | 0.16%             | 2039-11-07      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                       | VENTGL 4.125 08/15/31 144A                                         | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      75000 | PA      | $70305.78     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                               | ASSDLN 8.125 05/14/30 REGS                                         | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    1625000 | PA      | $2042613.32   | 0.06%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TPC Group Rights                                                        | TPC Group Rights                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      56219 | NS      | $1105659.07   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES4                                     | TPMT 2025-CES4 M1                                                  | CUSIP: 89170UAD2<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2578775.16   | 0.07%             | 2065-10-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES1                                     | TPMT 2025-CES1 M1                                                  | CUSIP: 89183HAC8<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3518010.65   | 0.10%             | 2055-02-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                | JPMMT 2007-A1 4A1                                                  | CUSIP: 46630GAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6130 | PA      | $6167.20      | 0.00%             | 2035-07-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| MOROCCO, KINGDOM OF - MINISTRY OF FINANCE AND FOREIGN INVESTMENT        | MOROC 2.375 12/15/27 REGS                                          | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   30000000 | PA      | $28940400.00  | 0.83%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                 | XPO 7.125 02/01/32                                                 | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     385000 | PA      | $401822.38    | 0.01%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                | HILCRP 6 02/01/31 144A                                             | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1755636.02   | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | CDS KINGDOM OF BAHRAIN                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |          1 | NC      | $122872.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                     | TPMT 2024-CES5 M1                                                  | CUSIP: 89183QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3750000 | PA      | $3745037.25   | 0.11%             | 2064-09-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bayview Financing Trust                                                 | Bayview Financing Trust 2023-1F                                    | CUSIP: 07336HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     843087 | PA      | $847583.50    | 0.02%             | 2026-07-01      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL LLC                                                     | BIGBRS 6.625 01/31/29 144A                                         | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1603071.08   | 0.05%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                             | VTRS 4 06/22/50                                                    | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $1764305.90   | 0.05%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc                                                    | AVANTOR FUNDING INC                                                | CUSIP: 000000000<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |    2106204 | PA      | $2475802.20   | 0.07%             | 2032-10-11      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                             | MFF 2025-1A B                                                      | CUSIP: 588926AM7<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3492870.85   | 0.10%             | 2039-01-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CLAVEL RESIDENTIAL 4 DAC                                                | CLAVE 2025-1A C                                                    | CUSIP: 000000000<br>LEI: 9845007E874EA66E5D44 | Long             | ABS-O            | CORP              | IE        |    2575000 | PA      | $2953144.03   | 0.09%             | 2066-10-28      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                        | BMO V7.3 11/26/84                                                  | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    2380000 | PA      | $2490075.00   | 0.07%             | 2084-11-26      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP MORTGAGE TRUST                                               | IP 2025-IP A                                                       | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5750000 | PA      | $5797265.58   | 0.17%             | 2042-06-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-GRP                          | WFCM 2024-GRP B                                                    | CUSIP: 95003YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1494343.65   | 0.04%             | 2041-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                     | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $687797.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST 2004-3                                   | ACCR 2004-3 2A2                                                    | CUSIP: 004375BL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     347345 | PA      | $345341.47    | 0.01%             | 2034-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                    | ROCC 2024-CNTR E                                                   | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4435000 | PA      | $4641007.08   | 0.13%             | 2041-11-15      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                               | DONCASTERS US FINANCE LLC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3493700 | PA      | $3502434.25   | 0.10%             | 2030-04-23      | Floating      | 10.20%                | No            |                  3 | On Loan: No      |
| CDW FINANCE CORP                                                        | CDW 4.25 04/01/28                                                  | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4010000 | PA      | $3964190.91   | 0.11%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALBACORE EURO CLO II DAC                                                | ALBAC 2A B                                                         | CUSIP: 000000000<br>LEI: 549300WN8XXHR94EX575 | Long             | ABS-O            | CORP              | IE        |    1000000 | PA      | $1171210.92   | 0.03%             | 2034-06-15      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                | ARGENT 0.125 07/09/30 *                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    2035406 | PA      | $2000665.59   | 0.06%             | 2030-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                  | POWFIN 5.25 08/10/28 EMTN                                          | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    1100000 | PA      | $1112100.00   | 0.03%             | 2028-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                      | KTB 4.125 11/15/29 144A                                            | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1071665.61   | 0.03%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSCHLD 4.625 12/01/30 144a                                         | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $352908.63    | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | C V7.125 PERP CC                                                   | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6365000 | PA      | $6490320.25   | 0.19%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                        | CDS REPUBLIC OF PANAMA                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $10734.74     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MARINER CLO 8 LTD                                                       | SPEAK 2020-8A A1R                                                  | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12950000 | PA      | $12975866.33  | 0.37%             | 2037-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION AND STORAGE INC                                | BRKHEC 4.6 12/15/44 *                                              | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     125000 | PA      | $105900.79    | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                            | AM 5.375 06/15/29 144A                                             | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1123746.85   | 0.03%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                        | VEDLN 9.85 04/24/33 REGS                                           | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    3615000 | PA      | $3854602.20   | 0.11%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                            | CAS 2021-R01 1B1                                                   | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     600000 | PA      | $605846.76    | 0.02%             | 2041-10-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-CAR1 LLC                 | BVCLN 2024-CAR1 E                                                  | CUSIP: 07336QAE2<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     461349 | PA      | $467200.18    | 0.01%             | 2031-12-26      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                   | AR 5.375 03/01/30 144A                                             | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1408386.94   | 0.04%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | FN FS9725                                                          | CUSIP: 3140XRYX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1752246 | PA      | $1651777.40   | 0.05%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORPORATE DEFENSE PROPERTIES LP                                         | CDP 2 01/15/29                                                     | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2029183.24   | 0.06%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                              | IVYCST 5.25 03/22/30 REGS                                          | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    4202000 | PA      | $4928027.86   | 0.14%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS BANK OF AMERICA CORP                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $48122.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSCHLD 4.125 12/01/30 144A                                         | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     300000 | PA      | $178914.14    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                                        | NEW GENERATION GAS GATHERING LLC                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     351351 | PA      | $346081.08    | 0.01%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CLOUDHQ VA B1 - UNFUNDED                                                | CLOUDHQ VA B1 - UNFUNDED                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     511168 | PA      | $511168.00    | 0.01%             | 2040-01-02      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CROSS 2025-H6 MORTGAGE TRUST                                            | CROSS 2025-H6 M1                                                   | CUSIP: 22758TAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4988584.00   | 0.14%             | 2070-07-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD / DELTA AIR LINE INC                                    | DAL 4.75 10/20/28 144A                                             | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    7623333 | PA      | $7628898.36   | 0.22%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING 2023-1 LLC                                        | XCAP 2023-1A D                                                     | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1539087.75   | 0.04%             | 2030-12-16      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO         | COLOM 3.75 09/19/28                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   11390000 | PA      | $13174039.33  | 0.38%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29                                          | BBCMS 2024-5C29 XD                                                 | CUSIP: 05555PAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28469000 | PA      | $2290382.29   | 0.07%             | 2057-09-17      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                           | BLD 5.625 01/31/34 144A                                            | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    4910000 | PA      | $4972410.61   | 0.14%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                             | TENINC 8 11/17/28 144A                                             | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5561557.92   | 0.16%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF FRANCE                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $3600.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | CDEP 5.75 05/05/26 144a                                            | CUSIP: 147918AB2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    2415000 | PA      | $2414859.69   | 0.07%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                | HILCRP 6.25 11/01/28 144A                                          | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $703418.81    | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                   | QUIKHO 6.75 03/01/33 144A                                          | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     240000 | PA      | $243329.09    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB (PUBL)                                              | VERISURE HOLDING AB                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |    4675000 | PA      | $5497677.64   | 0.16%             | 2032-11-03      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                        | VMED 4.125 08/15/30 REGS                                           | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $847666.29    | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                   | MINAU 6.25 05/01/34 144A                                           | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     565000 | PA      | $558225.65    | 0.02%             | 2034-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL7 LLC                                                      | PRET 2025-NPL7 A1                                                  | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |    4203830 | PA      | $4211743.65   | 0.12%             | 2055-07-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                            | TEP 5.5 01/15/28 144A                                              | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $997623.37    | 0.03%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                    | FYBR 5 05/01/28 144A                                               | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1650000.00   | 0.05%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PLS GROUP LTD                                                           | PLSAU 6.875 05/01/31 144A                                          | CUSIP: 69393GAA2<br>LEI: 5299000VV1CZVF5K9C16 | Long             | DBT              | CORP              | AU        |     195000 | PA      | $199627.35    | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   54110000 | OU      | $186.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF PANAMA                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $882.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                           | ENELIM 5.125 06/26/29 144A                                         | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    6560000 | PA      | $6648902.43   | 0.19%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE (AMERICA) LLC                                            | SYENS 5.65 06/04/29 144A                                           | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3132749.97   | 0.09%             | 2029-06-04      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSCHLD 5.75 01/15/30 144A                                          | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $1193920.87   | 0.03%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                     | ASCRES 9 11/01/27 144A                                             | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     899000 | PA      | $1030647.36   | 0.03%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | CDEP 5.875 04/30/29 144A                                           | CUSIP: 147918AC0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |     600000 | PA      | $623948.28    | 0.02%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                   | QUIKHO 6.375 03/01/32 144A                                         | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1126873.45   | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS KINGDOM OF SPAIN                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $7158.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                  | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1719 | NC      | $1945599.78   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS ALTICE FRANCE SA                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $8781.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | CNH/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $12104.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF PERU                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $9784.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | CDS REPUBLIC OF CHILE                                              | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-105377.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | USD CALL VERSUS INR PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    4195000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | THB/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $47319.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS KINGDOM OF SPAIN                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-145.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   20025000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | HUF CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    8369000 | NC      | $296479.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS FEDERATIVE REPUBLIC OF BRAZIL                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $7171.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS BARCLAYS PLC                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $3897.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX 24                                                                  | ASX 10 Year Treasury Bond Futures                                  | CUSIP: 000000000<br>LEI: 549300SDXT36XYPVWI79 | N/A              | DIR              | CORP              | AU        |        168 | NC      | $-136933.83   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | CZK CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    4195000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | HUF CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -8369000 | NC      | $-296479.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | CDS REPUBLIC OF SOUTH AFRICA                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-47686.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | MXN/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $24691.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS PETROLEOS MEXICANOS                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $444.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | USD/TWD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $79589.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | THB/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1057227.51   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | CLP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $23205.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | BRL/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-153794.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   32155000 | OU      | $5.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -54925000 | OU      | $-279213.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | SWOP CDS CDX.NA.IG.46.V1                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -73690000 | OU      | $-38173.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | CDS NATIONAL BANK OF CANADA                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $8004.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | CDS WELLS FARGO & COMPANY                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $7218.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                   | USD/PHP FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-72676.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                               | USD/BRL FORWARD                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-384364.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF ROMANIA                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $36641.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | CDS FEDERATIVE REPUBLIC OF BRAZIL                                  | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |          1 | NC      | $31264.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF SLOVAKIA                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $16711.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                         | CDS CDX.NA.IG.40.V1                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $852349.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                 | USD/ZAR FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $151086.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS SIMON PROPERTY GROUP LP                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $4780.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                              | MXN/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-98351.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                 | CDS SOFTBANK GROUP CORP                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2514.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                       | Euro(FGBL) Bund Futures                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         36 | NC      | $-149178.71   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | CDS KINGDOM OF MOROCCO                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-26803.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | COP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-29046.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | CDS REPUBLIC OF INDONESIA                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-46831.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | SWOP CDS CDX.NA.IG.46.V1                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   36845000 | OU      | $38390.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF EL SALVADOR                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-283897.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS VERIZON COMMUNICATIONS INC                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $22141.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF SERBIA                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $817.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | CZK CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    4195000 | NC      | $126551.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS FEDERATIVE REPUBLIC OF BRAZIL                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $3212.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | COP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-95825.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | CDS REPUBLIC OF PHILIPPINES                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-37430.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF FRANCE                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-17150.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | USD/TWD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-194927.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | CDS REPUBLIC OF ARGENTINA                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $22532.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                   | USD/CNH FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $99647.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF GREECE                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $24885.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                  | CDS REPUBLIC OF ARGENTINA                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $85393.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                  | CDS SKANDINAVISKA ENSKILDA BANKEN AB                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $17831.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | SWOP IRS EUR                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -31530000 | OU      | $-34966.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | PHP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $141344.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | CDS MORGAN STANLEY                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $8294.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | CDS REPUBLIC OF ARGENTINA                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $100643.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | CDS REPUBLIC OF ROMANIA                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1167.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    9177000 | OU      | $18114.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS BARCLAYS PLC                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $28731.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS NOMURA HOLDINGS INC                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $10600.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | USD CALL VERSUS INR PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    8409000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                              | USD/KRW FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7927.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | CDS REPUBLIC OF PANAMA                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-23013.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                 | CDS CITIGROUP INC                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $48380.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                              | USD/COP FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $267273.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | USD/COP FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $35643.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | CDS REPUBLIC OF COTE D'IVOIRE                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $134668.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | CDS WELLS FARGO & COMPANY                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $8080.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS ISRAEL ELECTRIC CORP LTD                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-38927.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | CDS REPUBLIC OF PANAMA                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2441.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | INR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-41077.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                          | CLP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $151063.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -108220000 | OU      | $-169712.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS UNITEDHEALTH GROUP INC                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $4242.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                  | CDS HSBC BANK PLC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $8729.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS STELLANTIS NV                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $13189.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                  | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -162 | NC      | $176856.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | SWOP IRS EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   36665000 | OU      | $116047.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | SWOP CDS CDX.NA.HY.46.V1                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |  -15715000 | OU      | $-76555.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | CDS KINGDOM OF SAUDI ARABIA                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1802.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   54925000 | OU      | $267.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | USD CALL VERSUS CLP PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    4190000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS UNITED STATES TREASURY NOTE/BOND                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $3163.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | CDS DEUTSCHE TELEKOM AG                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $3795.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | SWOP CDS CDX.NA.HY.46.V1                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |   20960000 | OU      | $191059.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | CDS BARCLAYS PLC                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $10047.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS UNICREDIT SPA                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $2022.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                       | Euro(FGBS) Schatz Futures                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -149 | NC      | $207961.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                             | Three-Month SOFR Futures, Mar-2026,ETH                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       1609 | NC      | $6852.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                        | USD/COP FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-37755.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | SWOP IRS EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -73330000 | OU      | $-110552.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS SOCIALIST REPUBLIC OF VIETNAM                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $31319.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | SWOP IRS EUR                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   31530000 | OU      | $74883.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF ITALY                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $6984.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS SIEMENS AG                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $6245.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS HALLIBURTON CO                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $6070.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS KINGDOM OF MOROCCO                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-109854.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                        | CDS REPUBLIC OF PANAMA                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-73986.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                  | 5-Year T-Note Futures, Jun-2026,ETH                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -3560 | NC      | $4647726.33   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | CDS REPUBLIC OF PANAMA                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $75417.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | SWOP IRS EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   36665000 | OU      | $171.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF ITALY                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $23029.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS TOTALENERGIES SE                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-213.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -9177000 | OU      | $-9212.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | USD CALL VERSUS PLN PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -8369000 | NC      | $-19633.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | CDS CDX.EM.44.V1                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-808630.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                  | 10-Year T-Note Futures, Jun-2026,ETH                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -752 | NC      | $397746.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | USD CALL VERSUS PLN PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    8369000 | NC      | $19633.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS CANADIAN IMPERIAL BANK OF COMMERCE                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $14858.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                 | CDS KINGDOM OF MOROCCO                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-164781.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS VERIZON COMMUNICATIONS INC                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $1556.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | CDS REPUBLIC OF ARGENTINA                                          | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |          1 | NC      | $350996.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF GREECE                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $8640.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   54110000 | OU      | $164397.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | CDS REPUBLIC OF TURKIYE                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $476010.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | SWOP CDS CDX.NA.HY.46.V1                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |  -15715000 | OU      | $-76555.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | CDS FEDERAL REPUBLIC OF NIGERIA                                    | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |          1 | NC      | $134011.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   40050000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -64310000 | OU      | $-103377.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1170062.99   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS GBP                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $85907.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $2007670.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS CAD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-309293.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS NZD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-305287.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | CSWAP EUR VS USD                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-387371.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1691440.74   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | CDS REPUBLIC OF SOUTH AFRICA                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $159025.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS JPY                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-242312.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                        | IRS MXN                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-292622.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS MXN                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-219270.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-300519.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1098356.14  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-2365712.88  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-95588.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS GBP                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $141917.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1021944.44   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $376582.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                 | CDS KINGDOM OF MOROCCO                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-54927.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS GBP                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1328294.78   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1658886.70   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $165280.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS GBP                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-481641.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $566886.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS JPY                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-493728.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $5018.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-2725202.48  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS CHF                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-53604.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                               | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1130266.85  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | MXN/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-121424.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Ln Trust 2019-A                               | LRK 2019-A R                                                       | CUSIP: 51889RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1013315 | PA      | $519350.92    | 0.01%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 4.625 11/15/44                                                   | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12715000 | PA      | $12192492.97  | 0.35%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                            | DHC 4.75 02/15/28                                                  | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24291.20     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG 3.875 02/15/32 144A                                            | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     950000 | PA      | $877735.63    | 0.03%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                | ISRELE 4.25 08/14/28 GMTN                                          | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    3000000 | PA      | $2947170.00   | 0.08%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2025-H7 MORTGAGE TRUST                                            | CROSS 2025-H7 A3                                                   | CUSIP: 22757JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3152998 | PA      | $3140676.87   | 0.09%             | 2070-09-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI                         | WFCM 2024-1CHI E                                                   | CUSIP: 95003PAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2919189.88   | 0.08%             | 2035-07-17      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | BBDBCN 7.45 05/01/34 144A                                          | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     550000 | PA      | $605610.50    | 0.02%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | VEGLPL 6.75 01/15/36 144A                                          | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     450000 | PA      | $478271.24    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                       | SCI 5.75 10/15/32                                                  | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     730000 | PA      | $736280.68    | 0.02%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | USD/INR FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14199.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                | G2 MA7989                                                          | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     973579 | PA      | $886933.02    | 0.03%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FN MA4847                                                          | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     745280 | PA      | $766300.56    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TIKEHAU US CLO V LTD                                                    | TKO 2023-2A A1                                                     | CUSIP: 88675YAA2<br>LEI: 254900B2V9LYKTKKHF52 | Long             | ABS-CBDO         | CORP              | BM        |   13250000 | PA      | $13259965.33  | 0.38%             | 2036-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 M1                                                   | CUSIP: 62916TAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     578000 | PA      | $580664.93    | 0.02%             | 2070-02-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H7 MORTGAGE TRUST                                            | CROSS 2025-H7 M1                                                   | CUSIP: 22757JAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2377278.96   | 0.07%             | 2070-09-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                      | BX 2025-ROIC D                                                     | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4899599 | PA      | $4890411.85   | 0.14%             | 2030-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                           | FREMOR 9.25 02/01/29 144A                                          | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     325000 | PA      | $336672.56    | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL HONG KONG BRANCH                                       | BBLTB V3.466 09/23/36 144A                                         | CUSIP: 059895AV4<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |     945000 | PA      | $856217.25    | 0.02%             | 2036-09-23      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                               | SERBIA 6.25 05/26/28 REGS                                          | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     937000 | PA      | $961755.54    | 0.03%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SALUS (EUROPEAN LOAN CONDUIT N.33) DAC                                  | EURO 33A A                                                         | CUSIP: 000000000<br>LEI: 635400BIYQM1LPPW1N05 | Long             | ABS-O            | CORP              | IE        |    9316824 | PA      | $12740344.86  | 0.37%             | 2032-01-23      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                       | USD/TWD FORWARD                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $35868.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RADNOR RE 2023-1 LTD                                                    | RMIR 2023-1 M1A                                                    | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-O            | CORP              | BM        |      74465 | PA      | $74642.58     | 0.00%             | 2033-07-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                | G2 MA8151                                                          | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     791733 | PA      | $769931.47    | 0.02%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 A2                                                   | CUSIP: 62916TAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     724015 | PA      | $726418.28    | 0.02%             | 2070-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | F 2.7 08/10/26                                                     | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2983773.12   | 0.09%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WSH Services Holding Ltd                                                | WSH SERVICES HOLDING LTD                                           | CUSIP: 000000000<br>LEI: 213800Q4GRDGCYS3TU11 | Long             | LON              | CORP              | GB        |     213954 | PA      | $291380.18    | 0.01%             | 2031-05-27      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FN MA4807                                                          | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20137629 | PA      | $20377242.06  | 0.59%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                    | GM 5.35 07/15/27                                                   | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2378364.50   | 0.07%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| RCO VIII MORTGAGE LLC 2025-3                                            | RCO 2025-3 A1                                                      | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5122098 | PA      | $5126375.68   | 0.15%             | 2030-05-27      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 A3                                                   | CUSIP: 62916TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1243241 | PA      | $1246443.82   | 0.04%             | 2070-02-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| AGL CLO 9 LTD                                                           | AGL 2020-9A AR                                                     | CUSIP: 001207AQ2<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |   19500000 | PA      | $19519422.00  | 0.56%             | 2037-04-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS PETROLEOS MEXICANOS                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $542.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                      | EVRI 9.25 07/01/32 144A                                            | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    1199000 | PA      | $1277350.16   | 0.04%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                | ARGENT 3.875 07/09/35 *                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     827000 | PA      | $699323.46    | 0.02%             | 2035-07-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | VEGLPL 6.125 12/15/30 144A                                         | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     805000 | PA      | $830104.13    | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                   | NBR 9.125 01/31/30 144A                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1811617.32   | 0.05%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING TRUST SERIES 2002-3                                       | CFAB 2002-3 2A1                                                    | CUSIP: 161546DB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     169772 | PA      | $168706.42    | 0.00%             | 2032-08-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-V3 MORTGAGE TRUST                                        | BMARK 2023-V3 XA                                                   | CUSIP: 08163VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   50544918 | PA      | $769157.19    | 0.02%             | 2056-07-17      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                          | PGIM Corporate Bond 5-10 Year ETF                                  | CUSIP: 69344A743<br>LEI: 529900047IV4FYTVWU33 | Long             | EC               | RF                | US        |     200000 | NS      | $9997820.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                    | FYBR 8.75 05/15/30 144A                                            | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2047526.96   | 0.06%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-DSC1                           | GSMBS 2025-DSC1 A1                                                 | CUSIP: 36275EAC5<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-O            | CORP              | US        |    7915537 | PA      | $7887402.21   | 0.23%             | 2065-06-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-CES2                               | BRAVO 2025-CES2 M1                                                 | CUSIP: 10568RAD5<br>LEI: 254900H5A4PX072RRR06 | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $695621.92    | 0.02%             | 2055-07-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | USD/KRW FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-122329.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL SCHOOLS PARTNERSHIP                                       | INTERNATIONAL SCHOOLS PARTNERSHIP                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2573756 | PA      | $2544930.34   | 0.07%             | 2040-01-02      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | VEGLPL 6.5 06/15/34 144A                                           | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     274000 | PA      | $285720.52    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                            | PEMEX 2.75 04/21/27 EMTN                                           | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2442000 | PA      | $2840258.82   | 0.08%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                         | CNSL 2026-1A A2                                                    | CUSIP: 315961AG7<br>LEI: 549300WW675Y48HDVX34 | Long             | ABS-O            | CORP              | US        |    6200000 | PA      | $6138575.36   | 0.18%             | 2056-03-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | F 5.8 03/05/27                                                     | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1042058.33   | 0.03%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 A1                                                   | CUSIP: 62916TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6459929 | PA      | $6486331.60   | 0.19%             | 2070-02-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                           | CRWV 9.25 06/01/30 144A                                            | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1235254.25   | 0.04%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| ADAPTHEALTH LLC                                                         | ADAHEA 6.125 08/01/28 144A                                         | CUSIP: 00653VAA9<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |     725000 | PA      | $725438.39    | 0.02%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | VENLNG V9 PERP 144a                                                | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    4565000 | PA      | $4510927.79   | 0.13%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| PRPM 2025-4 LLC                                                         | PRPM 2025-4 A1                                                     | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10326220 | PA      | $10315597.43  | 0.30%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | USD/BRL FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $69939.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                      | USD/GBP FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-149349.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                                 | RHP 6.5 04/01/32 144A                                              | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     900000 | PA      | $923859.57    | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| DOMAIN GREENBOUGH PARTNER 2                                             | DOMAIN GREENBOUGH PARTNER 2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2246403 | PA      | $2246403.00   | 0.06%             | 2032-01-23      | Floating      | 14.57%                | No            |                  3 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG 3.375 02/15/29 144A                                            | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1432327.86   | 0.04%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | CDEP 4.375 10/01/30 144A                                           | CUSIP: 147918AF3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    1000000 | PA      | $989452.20    | 0.03%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                        | LPLA 5.7 05/20/27                                                  | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1622976.61   | 0.05%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW                                                     | BPR 2024-PMDW C                                                    | CUSIP: 05592VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1921340.04   | 0.06%             | 2041-11-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                             | AKERBP 3.75 01/15/30 144A                                          | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    2760000 | PA      | $2656100.63   | 0.08%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG 3.625 02/15/31 144A                                            | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1462919.37   | 0.04%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM: DDTL                                                     | HPS SLF VI IM: DDTL                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     361887 | PA      | $361887.00    | 0.01%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| META CW GPU - UNFUNDED                                                  | META CW GPU - UNFUNDED                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2800663 | PA      | $2800663.23   | 0.08%             | 2032-03-15      | Fixed         | 6.20%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | CDS UNITED MEXICAN STATES                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-82038.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | POST 6.375 03/01/33 144A                                           | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     805000 | PA      | $804911.88    | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                            | DHC 4.375 03/01/31                                                 | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $809345.71    | 0.02%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | CAS 2022-R01 1B1                                                   | CUSIP: 20754LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     318000 | PA      | $321930.48    | 0.01%             | 2041-12-26      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                                        | DIAMOND SPORTS GRP LLC- WARRANTS                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      53156 | NS      | $0.53         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 4.625 05/15/44                                                   | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12430000 | PA      | $11950279.69  | 0.34%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 XS                                                   | CUSIP: 62916TAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9929140 | PA      | $248228.49    | 0.01%             | 2070-02-25      | Variable      | 0.90%                 | No            |                  3 | On Loan: No      |
| ADAPTHEALTH LLC                                                         | ADAHEA 4.625 08/01/29 144A                                         | CUSIP: 00653VAC5<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2103559.68   | 0.06%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | POST 4.625 04/15/30 144A                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     225000 | PA      | $217890.75    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                           | FREMOR 6.875 05/01/31 144A                                         | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1239161.54   | 0.04%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | ET V7.125 PERP G                                                   | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3360000 | PA      | $3452444.79   | 0.10%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | PHP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-140068.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FR SD8156                                                          | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     428663 | PA      | $362209.42    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                 | XPO 7.125 06/01/31 144A                                            | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     225000 | PA      | $232943.81    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                          | PGIM Corporate Bond 0-5 Year ETF                                   | CUSIP: 69344A750<br>LEI: 529900FOCAPT3GN1O867 | Long             | EC               | RF                | US        |     475000 | NS      | $23766625.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| 20 TIMES SQUARE TRUST 2018-20TS                                         | TSQ 2018-20TS H                                                    | CUSIP: 90137LAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2227527.00   | 0.06%             | 2035-05-17      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | VEGLPL 7.5 05/01/33 144A                                           | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     438000 | PA      | $485983.93    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 B3                                                   | CUSIP: 62916TAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     200000 | PA      | $185167.10    | 0.01%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | MS V2.239 07/21/32 GMTN                                            | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2521066.94   | 0.07%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                           | GS V6.484 10/24/29                                                 | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3110000 | PA      | $3244485.77   | 0.09%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                       | SM 8.625 11/01/30 144A                                             | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $2142468.11   | 0.06%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                               | SERBIA 1.65 03/03/33 REGS                                          | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     758000 | PA      | $741726.26    | 0.02%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS LINCOLN NATIONAL CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-19831.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VANTAGE ORACLE TX - UNFUNDED                                            | VANTAGE ORACLE TX - UNFUNDED                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4110806 | PA      | $4110806.18   | 0.12%             | 2030-04-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOMUNICACIONES SAPI DE CV                                | TOTALP 11.125 12/31/32 144A                                        | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |     696000 | PA      | $650377.20    | 0.02%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 B1                                                   | CUSIP: 62916TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     405000 | PA      | $399312.67    | 0.01%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 4.125 08/15/44                                                   | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   84175000 | PA      | $75665433.59  | 2.18%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARROW HANLEY CLO III LTD                                               | BARHN 2024-3A A1                                                   | CUSIP: 06875VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19500000 | PA      | $19530119.70  | 0.56%             | 2037-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2017-1                            | ODART 2025-1A D                                                    | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4600000 | PA      | $4692674.36   | 0.14%             | 2037-07-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 3.75 10/31/32                                                    | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5205000 | PA      | $5079348.05   | 0.15%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | S 0 11/15/45                                                       | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     430000 | PA      | $155095.61    | 0.00%             | 2045-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                               | AGCO 5.45 03/21/27                                                 | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     850000 | PA      | $856420.45    | 0.02%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | VEGLPL 7.75 05/01/35 144A                                          | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     733000 | PA      | $823242.13    | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                 | CDS ALPHABET INC                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $88842.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 B2                                                   | CUSIP: 62916TAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     319000 | PA      | $309563.88    | 0.01%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM - UNFUNDED: B                                             | HPS SLF VI IM - UNFUNDED: B                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2406392 | PA      | $2406392.00   | 0.07%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CLOUDHQ VA B3 - UNFUNDED                                                | CLOUDHQ VA B3 - UNFUNDED                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625109 | PA      | $625109.00    | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                         | DOMREP 6.6 06/01/36 144a                                           | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3340000 | PA      | $3440200.00   | 0.10%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                     | AFRMT 2025-1A D                                                    | CUSIP: 00833BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5020919.50   | 0.14%             | 2033-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FR SD8196                                                          | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     777375 | PA      | $712197.72    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP                             | JEFFIN 5 08/15/28                                                  | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $383396.12    | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                       | SM 8.75 07/01/31 144A                                              | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $157334.13    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FNMA-30YR                                                          | CUSIP: 01F052664<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3513582.10   | 0.10%             | 2056-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                                      | CLNXSM 1.75 10/23/30 EMTN                                          | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     700000 | PA      | $759581.98    | 0.02%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                 | THB/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $25261.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST 2026-1                                 | SCLP 2026-1 C                                                      | CUSIP: 83408AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2675437.29   | 0.08%             | 2035-12-26      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                     | SOCGEN V2.889 06/09/32 144A                                        | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    9090000 | PA      | $8176868.60   | 0.24%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-B33RP                        | WFCM 2025-B33RP A                                                  | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5450000 | PA      | $5445742.46   | 0.16%             | 2042-08-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | VEGLPL 6.5 01/15/34 144A                                           | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     450000 | PA      | $471413.26    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 A1                                                  | CUSIP: 17332HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9123162 | PA      | $8470760.40   | 0.24%             | 2064-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2018-1 LLC                                                   | CLVR 2018-1A A1RR                                                  | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15000000.00  | 0.43%             | 2037-04-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| RUTGERS THE STATE UNIVERSITY (NJ)                                       | NJ RUTHGR 5.67 05/01/2040                                          | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     200000 | PA      | $202848.27    | 0.01%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                            | ROCKIE 6.75 03/15/33 144A                                          | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     905000 | PA      | $943497.06    | 0.03%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                | ACI 5.625 03/31/32 144A                                            | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1002613.47   | 0.03%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7                | MSRM 2025-NQM7 A3                                                  | CUSIP: 61779KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3584177 | PA      | $3563965.09   | 0.10%             | 2070-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS WELLS FARGO & COMPANY                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $18869.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO INC                                                                 | QXO INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1610000.00   | 0.05%             | 2079-12-31      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| PENTA CLO 5 DAC                                                         | PENTA 2018-5A B1R                                                  | CUSIP: 000000000<br>LEI: 635400CJ99MQCYBUGV50 | Long             | ABS-O            | CORP              | IE        |   10000000 | PA      | $11738415.40  | 0.34%             | 2035-04-20      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| 20 TIMES SQUARE TRUST 2018-20TS                                         | TSQ 2018-20TS G                                                    | CUSIP: 90137LAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2295027.00   | 0.07%             | 2035-05-17      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FR SD8239                                                          | CUSIP: 3132DWEL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1838150 | PA      | $1820519.54   | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 M2                                                  | CUSIP: 17332HAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     235634 | PA      | $159490.92    | 0.00%             | 2064-01-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONAL GMBH                                          | LNZAV 7.95 01/26/32 144A                                           | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    3085000 | PA      | $3213089.20   | 0.09%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                          | WYNMAC 5.5 10/01/27 144A                                           | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    1025000 | PA      | $1021002.50   | 0.03%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-FIX1                                     | TPMT 2025-FIX1 M1                                                  | CUSIP: 89183MAC7<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-O            | CORP              | US        |    5200000 | PA      | $5118801.48   | 0.15%             | 2065-09-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B3 QUICK - UNFUNDED                                          | CLOUDHQ VA B3 QUICK - UNFUNDED                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     519525 | PA      | $519525.29    | 0.01%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| PALMER SQUARE EUROPEAN CLO 2022-2 DAC                                   | PLMER 2022-2A ARR                                                  | CUSIP: 000000000<br>LEI: 549300NBMUBW6AHGY771 | Long             | ABS-O            | CORP              | IE        |   10000000 | PA      | $11763660.61  | 0.34%             | 2038-01-15      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                   | COP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $112226.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TALKTALK TELECOM GROUP LTD                                              | TALKLN 11.75 03/01/28 144A                                         | CUSIP: 000000000<br>LEI: 213800WF53FVDRRHRF44 | Long             | DBT              | CORP              | GB        |    3394651 | PA      | $4.62         | 0.00%             | 2028-03-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| UBS GROUP AG                                                            | UBS V2.095 02/11/32 144A                                           | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3100000 | PA      | $2734492.33   | 0.08%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                | ACI 5.75 03/31/34 144A                                             | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     240000 | PA      | $233950.64    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                           | CRWV 9.75 10/01/31 144A                                            | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1016257.49   | 0.03%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FNMA-30YR                                                          | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $2930209.94   | 0.08%             | 2056-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 B1                                                  | CUSIP: 17332HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     176744 | PA      | $112436.30    | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                             | CRGYFN 9.75 10/15/30 144A                                          | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2029295.74   | 0.06%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                     | NLT 2025-INV1 AIOS                                                 | CUSIP: 62916TAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9929140 | PA      | $58228.45     | 0.00%             | 2070-02-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP                             | JEFFIN 6.625 10/15/31 144A                                         | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |     875000 | PA      | $851999.00    | 0.02%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 7 LTD                                                 | KLLM 7A A1R                                                        | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |    5050000 | PA      | $5057805.28   | 0.15%             | 2037-04-22      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -9177000 | OU      | $-83697.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B3 QUICK                                                     | CLOUDHQ VA B3 QUICK                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     813816 | PA      | $813815.71    | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                | ACI 5.5 03/31/31 144A                                              | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     170000 | PA      | $169151.58    | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                      | BX 2026-CSMO A                                                     | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10450000 | PA      | $10456531.25  | 0.30%             | 2031-02-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                         | CNR 8.75 08/01/28 144A                                             | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1212175.88   | 0.03%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                         | GEN 6.25 04/01/33 144A                                             | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    1494000 | PA      | $1455961.31   | 0.04%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                               | DUK 4 09/30/42                                                     | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      50000 | PA      | $41014.16     | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2022-2 LTD                                                | WELF 2022-2A AR                                                    | CUSIP: 94949FAL7<br>LEI: 2549008BRKHJZB917M86 | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $15033813.00  | 0.43%             | 2037-10-19      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN CLO 2021-2 DAC                                   | PLMER 2021-2A BR                                                   | CUSIP: 000000000<br>LEI: 5493008YA044FHERJ655 | Long             | ABS-O            | CORP              | IE        |   11000000 | PA      | $12919432.40  | 0.37%             | 2038-03-15      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 A2                                                  | CUSIP: 17332HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     441861 | PA      | $330608.22    | 0.01%             | 2064-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                           | SOAF 7.25 12/11/55 144A                                            | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3560000 | PA      | $3353520.00   | 0.10%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                                       | CDS STATE OF QATAR                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $10960.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONUMENT CLO 1 DAC                                                      | MNMNT 1A D                                                         | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-O            | CORP              | IE        |    4150000 | PA      | $4888716.63   | 0.14%             | 2037-05-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB DE CV                                            | ORBIA 6.8 05/13/30 144A                                            | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    4780000 | PA      | $4808680.00   | 0.14%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7                | MSRM 2025-NQM7 M1                                                  | CUSIP: 61779KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3469552.80   | 0.10%             | 2070-09-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| FINANCE AMERICA MORTGAGE LOAN TRUST                                     | FINA 2003-1 M1                                                     | CUSIP: 317350AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     506716 | PA      | $505074.28    | 0.01%             | 2033-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                    | GM 5.8 01/07/29                                                    | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     695000 | PA      | $715067.05    | 0.02%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WARWICK CAPITAL CLO 2 LTD                                               | WWICK 2023-2A A1                                                   | CUSIP: 936557AA5<br>LEI: 254900MNDJAT8Y3XZ919 | Long             | ABS-CBDO         | CORP              | JE        |   12500000 | PA      | $12500000.00  | 0.36%             | 2037-01-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| GGP TRUST 2026-TY                                                       | GGP 2026-TY A                                                      | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8350000 | PA      | $8267577.15   | 0.24%             | 2043-03-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 2.375 11/15/49                                                   | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72235000 | PA      | $45485476.56  | 1.31%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                            | UAL 4.875 03/01/29                                                 | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1624535.32   | 0.05%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD                                                    | DIGICEL INTL FIN LTD                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9592 | NS      | $123961.25    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS PETROLEOS MEXICANOS                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $183.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | CDS SIEMENS AG                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $5113.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                              | VMED 4 01/31/29 REGS                                               | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    2250000 | PA      | $2889115.48   | 0.08%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 M1                                                  | CUSIP: 17332HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     377067 | PA      | $267129.01    | 0.01%             | 2064-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                             | MCFE 7.375 02/15/30 144A                                           | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     675000 | PA      | $546703.22    | 0.02%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CIP COMMERCIAL MORTGAGE TRUST 2025-SBAY                                 | CIP 2025-SBAY A                                                    | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9500000 | PA      | $9511799.95   | 0.27%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC                                                    | ASHWOO 6.875 08/01/33 144A                                         | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1797544.69   | 0.05%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OMF 3.875 09/15/28                                                 | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1159998.85   | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                | ACI 6.5 02/15/28 144A                                              | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     450000 | PA      | $455322.29    | 0.01%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                  | YARNO 3.148 06/04/30 144A                                          | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    4755000 | PA      | $4425050.55   | 0.13%             | 2030-06-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 3 02/15/49                                                       | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4085000 | PA      | $2948859.38   | 0.08%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                               | MGM 4.75 10/15/28                                                  | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2377575.88   | 0.07%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS REPUBLIC OF ECUADOR                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $83361.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Connect Holdings 2 LLC                                                  | CONNECT HOLDING II LLC                                             | CUSIP: 20752KAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3925000 | PA      | $3730881.28   | 0.11%             | 2031-04-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                         | DOMREP 5.5 02/22/29 144A                                           | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1915000 | PA      | $1916723.50   | 0.06%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                         | DANBNK V5.019 03/04/31 144A                                        | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1500000 | PA      | $1507074.45   | 0.04%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 B3                                                  | CUSIP: 17332HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     141395 | PA      | $71173.79     | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                              | IVYCST 7.625 01/30/33 144A                                         | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    3025000 | PA      | $3177157.50   | 0.09%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                  | ESKOM 6.35 08/10/28 REGS                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     213000 | PA      | $216127.91    | 0.01%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 3.375 11/30/27                                                   | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8300000 | PA      | $8236128.91   | 0.24%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2004-HE7            | ABSHE 2003-HE6 A3B                                                 | CUSIP: 04541GGM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3136187 | PA      | $3223853.00   | 0.09%             | 2033-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                 | QXO Inc                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3593777.17   | 0.10%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOMUNICACIONES SAPI DE CV                                | TOTALP 11.125 12/31/32 REGS                                        | CUSIP: 000000000<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    6200000 | PA      | $5793590.00   | 0.17%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                  | U.S. Treasury Bond Futures, Jun-2026,ETH                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -576 | NC      | $958359.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LCOR ALEXANDRIA LLC                                                     | LCORA 6.8 12/15/31 AGMC                                            | CUSIP: 50181QAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4661631.45   | 0.13%             | 2031-12-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MONUMENT CLO 1 DAC                                                      | MNMNT 1A A                                                         | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-O            | CORP              | IE        |   20000000 | PA      | $23519441.33  | 0.68%             | 2037-05-15      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                         | DANBNK V4.613 10/02/30 144A                                        | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    2245000 | PA      | $2233357.43   | 0.06%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 B4                                                  | CUSIP: 17332HAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131463 | PA      | $54130.88     | 0.00%             | 2064-01-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| EAGLE RE 2021-2 LTD                                                     | EMIR 2021-2 M1C                                                    | CUSIP: 26982AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     113388 | PA      | $113572.54    | 0.00%             | 2034-04-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 3.375 11/15/48                                                   | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   68955000 | PA      | $53429350.78  | 1.54%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                        | Bayview Opportunity Master Fund VII Trust 2024-CAR1F               | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     259392 | PA      | $259924.23    | 0.01%             | 2032-07-29      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                                     | SPRIND 6.5 10/06/29 *                                              | CUSIP: 78500CAF1<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     272480 | PA      | $81645.17     | 0.00%             | 2029-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                    | BOOTFN 5.375 08/31/32 144a                                         | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     500000 | PA      | $593030.67    | 0.02%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                           | CRWV 9 02/01/31 144A                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     895000 | PA      | $889599.34    | 0.03%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                                          | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   32155000 | OU      | $95365.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                         | CMLTI 2005-OPT1 M1                                                 | CUSIP: 17307GNR5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125241 | PA      | $118994.71    | 0.00%             | 2035-02-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                | CIACN 7.875 07/15/32 144A                                          | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2525000 | PA      | $2646275.75   | 0.08%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CDR Firefly Bidco Plc                                                   | CD&R FIREFLY BIDCO PLC                                             | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |    6975000 | PA      | $9494458.27   | 0.27%             | 2029-04-29      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL         | BRAZIL 5.5 11/06/30                                                | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    6770000 | PA      | $6903707.50   | 0.20%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                               | MGM 6.5 04/15/32                                                   | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1824213.27   | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CHART INDUSTRIES INC                                                    | GTLS 7.5 01/01/30 144A                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     850000 | PA      | $882591.53    | 0.03%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL 20 LTD                                               | WOODS 2019-20A BR2                                                 | CUSIP: 66860TBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15950000 | PA      | $15968312.20  | 0.46%             | 2038-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 B2                                                  | CUSIP: 17332HAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     111951 | PA      | $64288.51     | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D                             | LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D                        | CUSIP: 51889BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1390213 | PA      | $1335854.64   | 0.04%             | 2043-11-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FR SD8233                                                          | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3877210 | PA      | $3823094.81   | 0.11%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS REPUBLIC OF SOUTH AFRICA                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-40417.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                               | MGM 6.125 09/15/29                                                 | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1698123.91   | 0.05%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                   | EGBLFN 11 11/30/28 144a                                            | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    3800000 | PA      | $4691158.86   | 0.14%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HPS SLF VI GP - UNFUNDED: A2                                            | HPS SLF VI GP - UNFUNDED: A2                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     663460 | PA      | $663460.00    | 0.02%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| TORO EUROPEAN CLO 10 DAC                                                | TCLO 10A A                                                         | CUSIP: 000000000<br>LEI: 6354001HJSVF7BJWDP89 | Long             | ABS-O            | CORP              | IE        |    8000000 | PA      | $9360037.14   | 0.27%             | 2038-04-15      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | CCL 5.125 05/01/29 144A                                            | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1040000 | PA      | $1033992.23   | 0.03%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                            | PEMEX 6.625 06/15/38                                               | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      42000 | PA      | $39081.00     | 0.00%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                                             | ASH 6.875 05/15/43                                                 | CUSIP: 044209AM6<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4058992.55   | 0.12%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                 | STACR 2021-DNA6 M2                                                 | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-O            | USGSE             | US        |    1111300 | PA      | $1113708.12   | 0.03%             | 2041-10-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 9 DAC                                                 | TCLO 9A A                                                          | CUSIP: 000000000<br>LEI: 635400O88YIWGH2M9N44 | Long             | ABS-O            | CORP              | IE        |    9000000 | PA      | $10576028.21  | 0.30%             | 2037-04-15      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | ET 5.15 03/15/45                                                   | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      55000 | PA      | $48189.85     | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                      | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $827950.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                    | OMF 6.625 05/15/29                                                 | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1781521.13   | 0.05%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                            | MPW 5 10/15/27                                                     | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194985.19    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                    | BA 3.25 02/01/35                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5710000 | PA      | $4932081.75   | 0.14%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-CHRS MORTGAGE TRUST                                          | BBCMS 2018-CHRS C                                                  | CUSIP: 05491VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     900000 | PA      | $840004.29    | 0.02%             | 2038-08-06      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                        | BRX 4.125 05/15/29                                                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    1441000 | PA      | $1423708.73   | 0.04%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FNMA-30YR                                                          | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $510416.27    | 0.01%             | 2056-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR SA                                      | TIGO 4.5 04/27/31 144A                                             | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     515000 | PA      | $481113.00    | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                             | BHCCN 5.25 02/15/31 144A                                           | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     275000 | PA      | $163341.75    | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | WFC V4.808 07/25/28 MTN                                            | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6475000 | PA      | $6501243.35   | 0.19%             | 2028-07-25      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                  | BX 2025-BCAT D                                                     | CUSIP: 12433HAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6128613 | PA      | $6147764.94   | 0.18%             | 2042-08-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS PETROLEOS MEXICANOS                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $209.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS BV                                          | MONDFI 5.125 05/07/29 REGS                                         | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     750298 | PA      | $740919.21    | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALBACORE EURO CLO II DAC                                                | ALBAC 2X B                                                         | CUSIP: 000000000<br>LEI: 549300WN8XXHR94EX575 | Long             | ABS-O            | CORP              | IE        |    4000000 | PA      | $4684843.68   | 0.13%             | 2034-06-15      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 B4                                                  | CUSIP: 173106AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     298036 | PA      | $31525.57     | 0.00%             | 2063-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                            | ENTG 4.75 04/15/29 144A                                            | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1365954.44   | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-CES1                               | BRAVO 2025-CES1 A1A                                                | CUSIP: 10569PAA4<br>LEI: 254900AZU85EXAPTTF77 | Long             | ABS-O            | CORP              | US        |     324964 | PA      | $326850.18    | 0.01%             | 2055-02-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                  | WCC 5.25 04/15/31 144A                                             | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     275000 | PA      | $275063.69    | 0.01%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                     | NSANY 6.375 07/17/33 144a                                          | CUSIP: 654744AK7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    7700000 | PA      | $9247759.92   | 0.27%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 1.625 11/15/50                                                   | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   48600000 | PA      | $25044187.50  | 0.72%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R05                            | CAS 2023-R05 1M2                                                   | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1400000 | PA      | $1446323.90   | 0.04%             | 2043-06-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| LINCT 2024-1 A1X                                                        | LINCT 2024-1 A1X                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5000000.00   | 0.14%             | 2027-06-27      | Floating      | 2.75%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | CDS KINGDOM OF SAUDI ARABIA                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-150272.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE FUNDING TRUST SERIES 2003-3                                       | CFAB 2003-4 1A5                                                    | CUSIP: 161546FV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     187997 | PA      | $185790.01    | 0.01%             | 2033-05-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                                        | NEW GENERATION GAS GATHERING LLC                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     421621 | PA      | $415296.69    | 0.01%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| LHOME MORTGAGE TRUST 2025-RTL3                                          | LHOME 2025-RTL3 A2                                                 | CUSIP: 50205YAB9<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2006651.20   | 0.06%             | 2040-08-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| ARES TRUST 2025-IND3                                                    | ARES1 2025-IND3 D                                                  | CUSIP: 039955AJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3160000 | PA      | $3163950.00   | 0.09%             | 2042-04-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                            | NCLH 7.75 02/15/29 144A                                            | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1700000 | PA      | $1774069.00   | 0.05%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 B3                                                  | CUSIP: 173106AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     164547 | PA      | $26766.96     | 0.00%             | 2063-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                             | BHCCN 5 02/15/29 144A                                              | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $106225.50    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                              | DLLTD 0 12/31/30 3B14                                              | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      44436 | PA      | $0.04         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                      | PRPM 2025-RPL1 A1                                                  | CUSIP: 74390WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3259973 | PA      | $3189471.21   | 0.09%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-HE2                                      | TPMT 2025-HE2 A2                                                   | CUSIP: 89183PAD8<br>LEI: 254900HCCXAYNB40M417 | Long             | ABS-O            | CORP              | US        |    5900000 | PA      | $5920462.97   | 0.17%             | 2065-09-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                              | TWD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-109328.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE EURO CLO 2019-1 DAC                                             | CGMSE 2019-1A A2RB                                                 | CUSIP: 000000000<br>LEI: 635400YFJCERZ9QJKR15 | Long             | ABS-O            | CORP              | IE        |    6500000 | PA      | $7468498.13   | 0.22%             | 2032-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX 5.2 03/01/47                                                  | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     145000 | PA      | $127862.07    | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST III LLC                               | ONDK 2025-2A A                                                     | CUSIP: 67108SAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6500000 | PA      | $6437733.25   | 0.19%             | 2032-11-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA4                                 | STACR 2022-DNA4 M1B                                                | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-O            | USGSE             | US        |     200000 | PA      | $204500.00    | 0.01%             | 2042-05-27      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CR FUND                                              | BLACKSTONE PRIVATE CR FUND                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $946675.95    | 0.03%             | 2027-05-03      | Fixed         | 5.61%                 | No            |                  3 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 SA                                                  | CUSIP: 173106AK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8183 | PA      | $7482.59      | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2024-WRHS                                                    | BFLD 2024-WRHS E                                                   | CUSIP: 05555HAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3059090 | PA      | $3060957.81   | 0.09%             | 2039-07-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 X                                                   | CUSIP: 173106AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8477012 | PA      | $847.70       | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 1.875 02/15/51                                                   | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12060000 | PA      | $6614156.25   | 0.19%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TAURUS 2025-3 UK DAC                                                    | TAURS 2025-UK3A D                                                  | CUSIP: 000000000<br>LEI: 635400XWNSMBWUUQIW58 | Long             | ABS-O            | CORP              | IE        |    1800000 | PA      | $2453126.90   | 0.07%             | 2035-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS REPUBLIC OF ECUADOR                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $398608.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMERON INTERNATIONAL CORP                                              | SLB 5.95 06/01/41                                                  | CUSIP: 13342BAF2<br>LEI: P2PV5Z2Z2UKRY3P3V155 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99756.29     | 0.00%             | 2041-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                             | BHCCN 4.875 06/01/28 144A                                          | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     407000 | PA      | $381053.75    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FR SD8279                                                          | CUSIP: 3132DWFU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4340788 | PA      | $4463216.59   | 0.13%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B2 - UNFUNDED                                                | CLOUDHQ VA B2 - UNFUNDED                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     562378 | PA      | $562378.00    | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CROWN CITY CLO II                                                       | CCITY 2020-2A A1AR                                                 | CUSIP: 22823KAQ7<br>LEI: 549300TQXORNUWLBOD84 | Long             | ABS-CBDO         | CORP              | KY        |    2750000 | PA      | $2753944.88   | 0.08%             | 2035-04-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                                        | NEW GENERATION GAS GATHERING LLC                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105405 | PA      | $103823.93    | 0.00%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                           | GS V3.814 04/23/29                                                 | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34500.73     | 0.00%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                               | CZR 7 02/15/30 144A                                                | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1471612.30   | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                       | CLH 5.75 10/15/33 144A                                             | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     535000 | PA      | $540300.71    | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-CHRS MORTGAGE TRUST                                          | BBCMS 2018-CHRS B                                                  | CUSIP: 05491VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2650000 | PA      | $2499207.32   | 0.07%             | 2038-08-06      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | SWOP CDS CDX.NA.HY.46.V1                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |  -31430000 | OU      | $-176622.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | CDS PEOPLE'S REPUBLIC OF CHINA                                     | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-230299.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | HRI 6 03/15/34 144A                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     195000 | PA      | $193273.20    | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ILLINOIS (IL), STATE OF                                                 | IL ILS 5.1 06/01/2033                                              | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     754755 | PA      | $766294.29    | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | F 5.875 11/07/29                                                   | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2345212.28   | 0.07%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                            | JELD 4.875 12/15/27 144A                                           | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1518763.34   | 0.04%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                    | CLF 7.5 09/15/31 144A                                              | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1017152.61   | 0.03%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO         | COLOM 5.375 01/21/29                                               | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3185000 | PA      | $3166367.75   | 0.09%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                        | BYD 4.75 06/15/31 144A                                             | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     545000 | PA      | $525182.13    | 0.02%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                      | MNET 2025-4A B                                                     | CUSIP: 59170JBF4<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2886721.48   | 0.08%             | 2055-12-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                            | PEMEX 6.84 01/23/30                                                | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2480000 | PA      | $2525880.00   | 0.07%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                      | BX 2025-ARIA A                                                     | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6650000 | PA      | $6694815.02   | 0.19%             | 2042-12-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                            | USD/BRL FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-150446.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                | WYNFIN 6.25 03/15/33 144A                                          | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1195538.11   | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST III LLC                               | ONDK 2025-2A B                                                     | CUSIP: 67108SAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     850000 | PA      | $841876.47    | 0.02%             | 2032-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                      | PRPM 2025-RPL1 M1A                                                 | CUSIP: 74390WAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     393000 | PA      | $376325.32    | 0.01%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                     | VICI 5.75 02/01/27 144A                                            | CUSIP: 92564RAJ4<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |     993000 | PA      | $997884.45    | 0.03%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                                              | DIAMOND SPORTS GRP LLC- CS                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28420 | NS      | $5854.52      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                               | ASSDLN 8 07/01/31 REGS                                             | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    3609000 | PA      | $4038552.06   | 0.12%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 M2                                                  | CUSIP: 173106AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     304204 | PA      | $234778.68    | 0.01%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                               | CZR 4.625 10/15/29 144A                                            | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $4415128.62   | 0.13%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                      | RADIATE HOLDCO LLC                                                 | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |   11182036 | PA      | $10174087.49  | 0.29%             | 2029-09-25      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH 5.125 06/01/29                                                | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     375000 | PA      | $344832.59    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                               | CDS TOTAL ENERGIES SE                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $19486.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                              | FORDF 2023-1 A1                                                    | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2600969.80   | 0.07%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                      | CIFR 7.125 11/15/30 144A                                           | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1685151.85   | 0.05%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| MPT OPERATING PARTNERSHIP LP                                            | MPW 3.5 03/15/31                                                   | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     250000 | PA      | $179611.25    | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                          | PK 4.875 05/15/29 144A                                             | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1336648.40   | 0.04%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                | WYNFIN 7.125 02/15/31 144A                                         | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     680000 | PA      | $720437.11    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST 2004-FF4                             | FFML 2004-FF5 A2                                                   | CUSIP: 32027NJU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     292699 | PA      | $274588.59    | 0.01%             | 2034-08-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | ET 5.3 04/15/47                                                    | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     125000 | PA      | $110243.88    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                      | PRPM 2025-RPL1 M1B                                                 | CUSIP: 74390WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     139000 | PA      | $132218.93    | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 M1                                                  | CUSIP: 173106AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     398943 | PA      | $333705.81    | 0.01%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                           | SATS 10.75 11/30/29 .                                              | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $5151542.54   | 0.15%             | 2029-11-30      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF COLOMBIA                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $4615.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                  | BCULC 5.625 09/15/29 144A                                          | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     610000 | PA      | $614471.30    | 0.02%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                      | MNET 2025-4A C                                                     | CUSIP: 59170JBH0<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3416355.02   | 0.10%             | 2055-12-22      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                             | CRGYFN 7.875 04/15/32 144A                                         | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1916608.61   | 0.06%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                      | SANTAN V5.552 03/14/28                                             | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3400000 | PA      | $3427563.46   | 0.10%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                    | CLF 6.875 11/01/29 144A                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     580000 | PA      | $590864.56    | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM: B                                                        | HPS SLF VI IM: B                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     833898 | PA      | $833898.00    | 0.02%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                  | WCC 5.5 04/15/34 144A                                              | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     310000 | PA      | $309225.00    | 0.01%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 QUICK                                                     | CLOUDHQ VA B1 QUICK                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1974473 | PA      | $1974472.60   | 0.06%             | 2030-01-29      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| SANDS CHINA LTD                                                         | SANLTD 5.4 08/08/28                                                | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     344000 | PA      | $347655.58    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 B2                                                  | CUSIP: 173106AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      64822 | PA      | $51761.42     | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                              | MXN/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $50064.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                  | BX 2025-BCAT A                                                     | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6647188 | PA      | $6653419.71   | 0.19%             | 2042-08-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                      | PRPM 2025-RPL1 A2                                                  | CUSIP: 74390WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     683000 | PA      | $659276.68    | 0.02%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                      | BX 2025-SPOT D                                                     | CUSIP: 12433FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3626568 | PA      | $3628823.42   | 0.10%             | 2040-04-16      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                   | EGBLFN 12 11/30/28 144A                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    2175000 | PA      | $2320464.00   | 0.07%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                              | ROMANI 4.625 03/04/33 144A                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    6000000 | PA      | $6669999.66   | 0.19%             | 2033-03-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE 2026-1 LLC                                   | CPTRS 2026-1A B                                                    | CUSIP: 14077FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4400000 | PA      | $4365831.36   | 0.13%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                      | SANTAN V5.538 03/14/30                                             | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2200000 | PA      | $2248863.10   | 0.06%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH 7.375 07/01/28                                                | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $171012.79    | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                    | CLF 7.375 05/01/33 144A                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     375000 | PA      | $378579.65    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | CCL 5.75 03/15/30 144A                                             | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2050000 | PA      | $2079704.50   | 0.06%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    9177000 | OU      | $47695.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS 2018-CHRS MORTGAGE TRUST                                          | BBCMS 2018-CHRS D                                                  | CUSIP: 05491VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1490000 | PA      | $1341254.49   | 0.04%             | 2038-08-06      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                    | ENTERP 6.7 06/01/34 144A                                           | CUSIP: 26882PAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     110000 | PA      | $122055.13    | 0.00%             | 2034-06-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) (CA)                      | CA UNVHGR 4.13 05/15/2045                                          | CUSIP: 91412GXY6<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     675000 | PA      | $602993.63    | 0.02%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred                          | FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     545000 | NS      | $592687.50    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 B1                                                  | CUSIP: 173106AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     179547 | PA      | $137882.90    | 0.00%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                      | PRPM 2025-RPL1 A3                                                  | CUSIP: 74390WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     403000 | PA      | $387965.12    | 0.01%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE 2026-1 LLC                                   | CPTRS 2026-1A C                                                    | CUSIP: 14077FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3471052.55   | 0.10%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                              | COF V7.624 10/30/31 .                                              | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     935000 | PA      | $1031980.92   | 0.03%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                | COMCEL 5.125 02/03/32 144A                                         | CUSIP: 12659BAA2<br>LEI: 5493003LN2KNNGM2Q244 | Long             | DBT              | CORP              | KY        |     760000 | PA      | $728976.80    | 0.02%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 3.375 02/29/28                                                   | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13830000 | PA      | $13708987.50  | 0.39%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | CDS REPUBLIC OF COLOMBIA                                           | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |          1 | NC      | $214516.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLAVEL RESIDENTIAL 4 DAC                                                | CLAVE 2025-1A B                                                    | CUSIP: 000000000<br>LEI: 9845007E874EA66E5D44 | Long             | ABS-O            | CORP              | IE        |    4500000 | PA      | $5183539.07   | 0.15%             | 2066-10-28      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| MENLO CLO I LTD                                                         | MENLO 2024-1A C                                                    | CUSIP: 586915AE0<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   12500000 | PA      | $12561113.75  | 0.36%             | 2038-01-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                   | FN FS1658                                                          | CUSIP: 3140XGZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     879920 | PA      | $833546.38    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFLCN 6.75 01/15/31 144A                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     210000 | PA      | $217704.90    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                          | WES 4.5 03/01/28                                                   | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    4990000 | PA      | $4985040.33   | 0.14%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                             | PETBRA 5.375 10/01/29 .                                            | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     800000 | PA      | $1071182.40   | 0.03%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 4 01/15/27                                                       | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   68890000 | PA      | $69021859.77  | 1.99%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                             | BHCCN 7 01/15/28 144A                                              | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     275000 | PA      | $241320.75    | 0.01%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                            | PEMEX 10 02/07/33                                                  | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     860000 | PA      | $1008780.00   | 0.03%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 3.875 09/30/29                                                   | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4110000 | PA      | $4100046.09   | 0.12%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF ITALY                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-93.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRIENT HOLDING BV                                                    | DSPPHA 6.75 05/30/30 REGS                                          | CUSIP: 000000000<br>LEI: 549300QHIYIRIMCM2345 | Long             | DBT              | CORP              | NL        |    2350000 | PA      | $2461639.33   | 0.07%             | 2030-05-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| PETROBRAS GLOBAL FINANCE BV                                             | PETBRA 6.625 01/16/34                                              | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $409296.59    | 0.01%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2003-WMC2                           | MABS 2003-WMC2 M2                                                  | CUSIP: 57643LBZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     317344 | PA      | $373299.40    | 0.01%             | 2033-08-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                                            | BCP V3.25 09/30/31 144A                                            | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    1055000 | PA      | $1044107.13   | 0.03%             | 2031-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | TRGP 6.15 03/01/29                                                 | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     316000 | PA      | $329249.89    | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                | G2 MA7769                                                          | CUSIP: 36179WT24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9509222 | PA      | $8686470.32   | 0.25%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                           | SOAF 3.75 07/24/26 12Y                                             | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   20000000 | PA      | $23464549.72  | 0.68%             | 2026-07-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FR SD8195                                                          | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2378403 | PA      | $2087839.47   | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                          | PGIM Ultra Short Bond ETF                                          | CUSIP: 69344A107<br>LEI: 549300OXS91LYTDQF355 | Long             | EC               | RF                | US        |    2350000 | NS      | $116466000.00 | 3.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                  | ESKOM 8.45 08/10/28 144A                                           | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     290000 | PA      | $305051.00    | 0.01%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS EUROPEAN INVESTMENT BANK                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-935.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                               | MEXCAT 5.5 07/31/47 144A                                           | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    6995000 | PA      | $6085650.00   | 0.18%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LIX LTD                                            | MDPK 2021-59A BR                                                   | CUSIP: 55822EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10048669.00  | 0.29%             | 2037-04-20      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3                                 | STACR 2022-DNA3 M1B                                                | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-O            | USGSE             | US        |    2020000 | PA      | $2054630.07   | 0.06%             | 2042-04-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FN MA4786                                                          | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2157530 | PA      | $2177964.84   | 0.06%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2019-1 LTD                                                   | CANYC 2019-1A BRR                                                  | CUSIP: 13887TAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10022879.00  | 0.29%             | 2037-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                 | PRIMBP 8.75 12/31/30 144A                                          | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    2336677 | PA      | $2217745.45   | 0.06%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA3                                 | STACR 2022-HQA3 M2                                                 | CUSIP: 35564KE70<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-O            | USGSE             | US        |     600000 | PA      | $630000.00    | 0.02%             | 2042-08-25      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| KINBANE 2025-RPL 2 DAC                                                  | KINBN 2025-RPL2A B                                                 | CUSIP: 000000000<br>LEI: 635400WTRFYG7SVTRF15 | Long             | ABS-O            | CORP              | IE        |    4400000 | PA      | $5109346.78   | 0.15%             | 2075-08-24      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                           | SBGI 8.125 02/15/33 144A                                           | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     275000 | PA      | $284728.20    | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                                      | AMN 4 04/15/29 144A                                                | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3774712.88   | 0.11%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                 | CDS CANADIAN IMPERIAL BANK OF COMMERCE                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $4580.07      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES2                                           | RCKT 2025-CES2 A1A                                                 | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-O            | CORP              | US        |    3271143 | PA      | $3284561.44   | 0.09%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                    | SFD 3 10/15/30 144A                                                | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    8270000 | PA      | $7573709.65   | 0.22%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                    | RGCARE 7 05/01/34 144A                                             | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2141457.29   | 0.06%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp.               | WIN 8.25 10/01/31 144A                                             | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     345000 | PA      | $365003.99    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | C V2.976 11/05/30                                                  | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     870000 | PA      | $822644.23    | 0.02%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                             | TRACTC 5.875 03/01/31 144A                                         | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3482922.61   | 0.10%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PARK HLDGS BV                                             | INTERNATIONAL PARK HLDGS BV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $3129244.31   | 0.09%             | 2031-12-31      | Floating      | 7.29%                 | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FN MA4709                                                          | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1843424 | PA      | $1825743.02   | 0.05%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4                              | NRZT 2018-4A A1S                                                   | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     630866 | PA      | $622705.43    | 0.02%             | 2048-01-27      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                 | STACR 2021-DNA7 M2                                                 | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-O            | USGSE             | US        |     100000 | PA      | $100475.06    | 0.00%             | 2041-11-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS STELLANTIS NV                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $6128.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                   | USD/SGD FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-120.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BERMUDA, GOVERNMENT OF                                                  | BERMUD 2.375 08/20/30 144A                                         | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     685000 | PA      | $621980.00    | 0.02%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXXII DAC                                                   | HARVT 32A A                                                        | CUSIP: 000000000<br>LEI: 635400AU6OVIWCGACH33 | Long             | ABS-O            | CORP              | IE        |    7000000 | PA      | $8226907.18   | 0.24%             | 2037-07-25      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                                                | CRNAU 9.25 10/01/29 144A                                           | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    1935000 | PA      | $1749181.95   | 0.05%             | 2029-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN BACCHUS ISSUER 2025-1 LLC                                        | SUNRN 2025-1A A1                                                   | CUSIP: 86771PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3206386 | PA      | $3197396.88   | 0.09%             | 2060-04-30      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                            | CHTR 4.75 03/01/30 144A                                            | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1232491.33   | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                | HHH 6.125 03/01/34 144A                                            | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     490000 | PA      | $480145.44    | 0.01%             | 2034-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST 2025-IND                                  | BLP 2025-IND D                                                     | CUSIP: 05625BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4793041 | PA      | $4787049.23   | 0.14%             | 2042-03-17      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                          | BRASKM 4.5 01/10/28 144A                                           | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1630000 | PA      | $1013045.00   | 0.03%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2023-2 LLC                                   | EFF 2023-2 A2                                                      | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     314989 | PA      | $316067.99    | 0.01%             | 2030-04-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ASURION LLC / ASURION CO-ISSUER INC                                     | ASUCOR 8.375 02/01/34 144A                                         | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1199517.93   | 0.03%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                 | CDS PACIFIC LIFE GLOBAL FUNDING II                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-25078.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS HOLDINGS CAPITAL LLC                                  | CLDCRN 11.5 09/01/28 144A                                          | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1958831.94   | 0.06%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11          | JPMCC 2013-LC11 XB                                                 | CUSIP: 46639YAT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13978734 | PA      | $5845.91      | 0.00%             | 2046-04-17      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                       | NWL 8.5 06/01/28 144A                                              | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     510000 | PA      | $532710.53    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EUTELSAT COMMUNICATIONS SA                                              | ETLFP 5.75 03/15/31 144A                                           | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | DBT              | CORP              | FR        |    1475000 | PA      | $1773104.27   | 0.05%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. LTD                                                        | BHCCN 10 04/15/32 144A                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     845000 | PA      | $872462.50    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CLOUDHQ VA B2 QUICK - UNFUNDED                                          | CLOUDHQ VA B2 QUICK - UNFUNDED                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1140693 | PA      | $1140693.12   | 0.03%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| TFS_18-3                                                                | TFS_18-3                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | N/A       |          1 | PA      | $1.17         | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                             | BHCCN 5 01/30/28 144A                                              | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $341128.00    | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                               | MEXCAT 5.5 10/31/46 144A                                           | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     415000 | PA      | $362170.50    | 0.01%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                  | ESKOM 6.35 08/10/28 144a                                           | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    1337000 | PA      | $1356633.85   | 0.04%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                       | Euro(FGBM) Bobl Futures                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -270 | NC      | $779550.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAZIL MINAS SPE                                                        | MINASG 5.333 02/15/28 REGS                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     658000 | PA      | $661290.00    | 0.02%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                | HHH 5.875 03/01/32 144A                                            | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     475000 | PA      | $465466.86    | 0.01%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST III LLC                               | ONDK 2023-1A B                                                     | CUSIP: 67108SAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6878000 | PA      | $6907635.93   | 0.20%             | 2030-08-19      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                       | KMI 5.1 08/01/29                                                   | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    6310000 | PA      | $6424004.42   | 0.18%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 4.375 12/15/26                                                   | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  113060000 | PA      | $113523722.66 | 3.27%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FR SD8191                                                          | CUSIP: 3132DWC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6913040 | PA      | $6318079.28   | 0.18%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC / ASURION CO-ISSUER INC                                     | ASUCOR 8 12/31/32 144A                                             | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2221114.34   | 0.06%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                            | PEMEX 8.75 06/02/29                                                | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2924000 | PA      | $3131604.00   | 0.09%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                            | PEMEX 6.7 02/16/32                                                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3418000 | PA      | $3429963.00   | 0.10%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                               | MEXCAT 3.875 04/30/28 144A                                         | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    2000000 | PA      | $1974000.00   | 0.06%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF SERBIA                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-10336.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANK NA                                                              | USCLN 2025-SUP2 B1                                                 | CUSIP: 90355PAB2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    4844500 | PA      | $4837968.41   | 0.14%             | 2032-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2024-1                        | GOOD 2024-1GS A                                                    | CUSIP: 38237BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1848068 | PA      | $1774978.45   | 0.05%             | 2057-06-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                | G2 MA7938                                                          | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2196984 | PA      | $2004175.79   | 0.06%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                | LIBMUT 4.569 02/01/29 144A                                         | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1614000 | PA      | $1609580.81   | 0.05%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | ELV 4.65 01/15/43                                                  | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     120000 | PA      | $104930.67    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | HNDLIN 6.375 08/15/33 144A                                         | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1586321.30   | 0.05%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                | ARGENT 0.75 07/09/30                                               | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    6152217 | PA      | $5309363.37   | 0.15%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                                  | HI 7.125 02/01/33 144A                                             | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1659730.34   | 0.05%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTHORITY (CA)                                            | CA BAYTRN 6.26 04/01/2049                                          | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     550000 | PA      | $568095.97    | 0.02%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 11 LTD                                            | ANCHC 2019-11A AR2                                                 | CUSIP: 03330NAU8<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |   16000000 | PA      | $16020374.40  | 0.46%             | 2037-07-22      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | CDS DOMINICAN REPUBLIC                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |          1 | NC      | $34101.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                                           | WMS 5.375 03/01/34 144A                                            | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     885000 | PA      | $873667.04    | 0.03%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | COOPR 2025-CES3 M1                                                 | CUSIP: 216926AF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    6213000 | PA      | $6116937.08   | 0.18%             | 2060-09-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| WIND RIVER 2020-1 CLO LTD                                               | WINDR 2020-1A BR                                                   | CUSIP: 973142AU6<br>LEI: 549300A14TZYBLI67020 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5021534.00   | 0.14%             | 2037-07-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                | ARGENT 5 01/09/38                                                  | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    2663000 | PA      | $2067819.50   | 0.06%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                       | NWL 6.625 05/15/32                                                 | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     185000 | PA      | $179565.25    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| OAK-EAGLE ACQUIRECO INC                                                 | EA 8.75 07/01/34 144A                                              | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     490000 | PA      | $509154.32    | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | ET 5.2 04/01/30                                                    | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1364316.01   | 0.04%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund                        | (PIPA070) PGIM Core Government Money Market Fund                   | CUSIP: 74440W862<br>LEI: FDBJO5TMSRMHJL5YKP11 | Long             | STIV             | RF                | US        |   76841115 | NS      | $76841114.56  | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FN MA4644                                                          | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1495672 | PA      | $1407668.46   | 0.04%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 2.25 05/15/41                                                    | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20165000 | PA      | $14584966.41  | 0.42%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF ITALY                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-450.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIII LTD                                         | MDPK 2019-33A AR                                                   | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4470099 | PA      | $4470107.10   | 0.13%             | 2032-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                             | BHCCN 5.25 01/30/30 144A                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     275000 | PA      | $178750.00    | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG V10.25 PERP 144A                                               | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1951186.78   | 0.06%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                       | LAD 3.875 06/01/29 144A                                            | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1292928.94   | 0.04%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FR SD8215                                                          | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5695218 | PA      | $5360119.13   | 0.15%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | CCL 4 08/01/28 144A                                                | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     125000 | PA      | $121861.74    | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-7                           | SAIL 2004-BNC1 A2                                                  | CUSIP: 86358EKV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1177847 | PA      | $1231750.88   | 0.04%             | 2034-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UNH 4.5 04/15/33                                                   | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1502256.51   | 0.04%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS (US) INC                                     | GFLCN 5.5 02/01/34 144A                                            | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1100400.00   | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                       | NWL 6.375 05/15/30                                                 | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     355000 | PA      | $347778.69    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS SECURITIES CORP.                                            | USD/CNH FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-131703.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                 | EA 7.25 07/01/33 144A                                              | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     310000 | PA      | $319020.59    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                     | ACRISU 7.5 11/06/30 144A                                           | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3350940.68   | 0.10%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                             | BHCCN 6.25 02/15/29 144A                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $735000.00    | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                          | BRASKM 8.5 01/12/31 REGS                                           | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1422000 | PA      | $846445.50    | 0.02%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                           | GS V4.223 05/01/29                                                 | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     135000 | PA      | $134141.99    | 0.00%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD Common Equity                                      | DIGICEL INTL FIN LTD Common Equity                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     147816 | NS      | $3750831.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMAIN GREENBOUGH PARTNER 2 - UNFUNDED                                  | DOMAIN GREENBOUGH PARTNER 2 - UNFUNDED                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1253597 | PA      | $1253597.00   | 0.04%             | 2032-01-24      | Fixed         | 14.57%                | No            |                  3 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                               | MEXCAT 4.25 10/31/26 144A                                          | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     218000 | PA      | $217537.84    | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | S 0 11/15/49                                                       | CUSIP: 912834VE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     580000 | PA      | $170424.48    | 0.00%             | 2049-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                              | PENSKE 5.25 07/01/29 144A                                          | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2140271.05   | 0.06%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | SWOP CDS CDX.NA.HY.46.V1                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |   10480000 | OU      | $95529.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                         | NGPLCO 4.875 08/15/27 144A                                         | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500643.53    | 0.01%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                           | GS 3.85 01/26/27                                                   | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $3931614.06   | 0.11%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | BACR V5.086 02/25/29                                               | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2240000 | PA      | $2259190.53   | 0.07%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | S 0 08/15/41                                                       | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     165000 | PA      | $76614.96     | 0.00%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 4 12/15/27                                                       | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38225000 | PA      | $38293685.55  | 1.10%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                | LW 4.125 01/31/30 144A                                             | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     175000 | PA      | $167676.92    | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                             | RCL 5.5 04/01/28 144A                                              | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     975000 | PA      | $985471.50    | 0.03%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OHIO STATE UNIVERSITY (THE) (OH)                                        | OH OHSHGR 4.8 06/01/2111                                           | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     180000 | PA      | $146132.86    | 0.00%             | 2111-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                      | URI 3.75 01/15/32                                                  | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     325000 | PA      | $301672.97    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | F 6.8 05/12/28                                                     | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     625000 | PA      | $644228.59    | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                 | CDS PETROLEOS MEXICANOS                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2978.08      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BOEING COMPANY (THE)                                                    | BA 3.25 02/01/28                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5555000 | PA      | $5448106.68   | 0.16%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                 | MKSI 4.25 02/15/34 144A                                            | CUSIP: 000000000<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $2059755.75   | 0.06%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2021-14 LTD                                               | AWPT 2021-14A BR                                                   | CUSIP: 28623RBG2<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |   16750000 | PA      | $16802387.30  | 0.48%             | 2038-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                | ARGENT 1 07/09/29                                                  | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    6287144 | PA      | $5614419.41   | 0.16%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD                                                            | DPWDU 2.375 09/25/26 144a                                          | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     601000 | PA      | $702027.28    | 0.02%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                     | MEDIND 3.875 04/01/29 144A                                         | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    5260000 | PA      | $5112745.52   | 0.15%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER (MAURITIUS) PTE LTD                               | CLRNPW 4.25 03/25/27 144A                                          | CUSIP: 18452NAB0<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |     349125 | PA      | $343888.13    | 0.01%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                               | SERBIA 1.5 06/26/29 144A                                           | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    4320000 | PA      | $4685088.74   | 0.13%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-4                        | GOOD 2023-4C A                                                     | CUSIP: 38237YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     782503 | PA      | $755100.49    | 0.02%             | 2057-03-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                         | DOMREP 5.5 02/22/29 REGS                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1637000 | PA      | $1638473.30   | 0.05%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS KINGDOM OF NORWAY                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-1925.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Root Bidco Sarl                                                         | ROOT BIDCO SARL                                                    | CUSIP: 000000000<br>LEI: 2221001M2GYTW1IIKD18 | Long             | LON              | CORP              | LU        |    4125000 | PA      | $4428488.07   | 0.13%             | 2030-09-27      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                 | FR SD7548                                                          | CUSIP: 3132DVL52<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    3206902 | PA      | $2739585.88   | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                | LW 4.375 01/31/32 144A                                             | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2190233.25   | 0.06%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORGANON & COMPANY                                                       | OGN 5.125 04/30/31 144A                                            | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     450000 | PA      | $447147.36    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                          | PGIM AAA CLO ETF                                                   | CUSIP: 69344A834<br>LEI: 5493000IJ4TGDWNHKI54 | Long             | EC               | RF                | US        |    3150000 | NS      | $161563500.00 | 4.65%             |  |  |  | No            |                  1 | On Loan: No      |
| FERRELLGAS PARTNERS LP                                                  | FERRELLGAS PARTNERS LP UNIT LTD PTNRSHP                            | CUSIP: 315293209<br>LEI: 529900YP52A6C5K57L34 | Long             | EC               | CORP              | US        |      32670 | NS      | $826975.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VANTAGE ORACLE TX                                                       | VANTAGE ORACLE TX                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     439194 | PA      | $439193.82    | 0.01%             | 2030-04-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                           | FWRD 9.5 10/15/31 144A                                             | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9294000 | PA      | $9520434.84   | 0.27%             | 2031-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ELEVATION CLO 2021-12 LTD                                               | AWPT 2021-12A A1R                                                  | CUSIP: 28623MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10013737.00  | 0.29%             | 2037-04-20      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                                | WWW 4 08/15/29 144A                                                | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     825000 | PA      | $770897.13    | 0.02%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                     | USD/SGD FORWARD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $205427.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                       | THB/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $22734.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | LVLT 7 03/31/34 144A                                               | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2510704.18   | 0.07%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 QUICK - UNFUNDED                                          | CLOUDHQ VA B1 QUICK - UNFUNDED                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1571230 | PA      | $1571230.40   | 0.05%             | 2030-01-29      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                          | BRASKM 4.5 01/31/30 144A                                           | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     629000 | PA      | $371110.00    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                               | BALL 6 06/15/29                                                    | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2416077.64   | 0.07%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO SAU                                                | LORCAT 5.75 04/30/29 144A                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    2350000 | PA      | $2833483.34   | 0.08%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                          | PMT Credit Risk Transfer Trust 2024-1R                             | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28141549 | PA      | $28368054.95  | 0.82%             | 2052-02-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO 3 LTD                                                          | ZCLO3 2015-3A A2R                                                  | CUSIP: 98887HAL8<br>LEI: 549300SYHU0CNKIXQ691 | Long             | ABS-CBDO         | CORP              | KY        |    8807402 | PA      | $8855048.04   | 0.25%             | 2031-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Pt Mineral Industri Indonesia (Persero)                                 | IDASAL 6.53 11/15/28 REGS                                          | CUSIP: 000000000<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    1050000 | PA      | $1095675.00   | 0.03%             | 2028-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                         | DOMREP 5.95 01/25/27 144A                                          | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1570000 | PA      | $1582560.00   | 0.05%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2025-PR1                                    | LMAT 2025-PR1 A1                                                   | CUSIP: 52476AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8703742 | PA      | $8643727.81   | 0.25%             | 2061-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | USD/CNH FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $86745.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                | CE 6.85 11/15/28                                                   | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     670000 | PA      | $700192.83    | 0.02%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                    | CAPCOP 6.75 03/31/33 144A                                          | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     445000 | PA      | $452787.50    | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                 | STACR 2021-HQA4 M2                                                 | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |     100000 | PA      | $100761.21    | 0.00%             | 2041-12-26      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2025-800D                             | GSMS 2025-800D A                                                   | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6445000 | PA      | $6445104.41   | 0.19%             | 2041-11-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 4.625 09/30/30                                                   | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36945000 | PA      | $37865738.67  | 1.09%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1                            | ODART 2023-1A D                                                    | CUSIP: 682685AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3700000 | PA      | $3803251.46   | 0.11%             | 2033-02-14      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX 4.8 02/15/31                                                  | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1358107.15   | 0.04%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-2R                                  | PMTCR 2024-2R A                                                    | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7513460 | PA      | $7568979.97   | 0.22%             | 2027-03-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | MS V6.407 11/01/29                                                 | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2678168.61   | 0.08%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | HNDLIN 6.875 01/30/30 144A                                         | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1112045.45   | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS REPUBLIC OF ECUADOR                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $93039.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | LVLT 6.875 06/30/33 144A                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1259982.19   | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | OKE 4.2 12/01/42                                                   | CUSIP: 682680BU6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     125000 | PA      | $97746.39     | 0.00%             | 2042-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                          | PGIM Floating Rate Income ETF                                      | CUSIP: 69344A883<br>LEI: 549300OXS91LYTDQF355 | Long             | EC               | RF                | US        |      50000 | NS      | $2463000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC                                                              | PHIN 6.75 04/15/29 144A                                            | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     375000 | PA      | $384495.49    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | MS V3.772 01/24/29 GMTN                                            | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1728034.30   | 0.05%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ICG EURO CLO 2023-1 DAC                                                 | ICGE 2023-1A AR                                                    | CUSIP: 000000000<br>LEI: 635400IDZDV7D9IJ8J46 | Long             | ABS-O            | CORP              | IE        |   15750000 | PA      | $18471155.18  | 0.53%             | 2038-10-19      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                      | MVMHU 6.5 03/13/31                                                 | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    1200000 | PA      | $1256280.00   | 0.04%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | HYNMTR 4.8 01/10/33 144A                                           | CUSIP: 44891AEF0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3484138.57   | 0.10%             | 2033-01-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                              | IVYCST 4.875 01/30/32 REGS                                         | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    2812000 | PA      | $3169809.79   | 0.09%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                     | SOFTBK 6.375 07/10/33 .                                            | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    5900000 | PA      | $6735045.10   | 0.19%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | USD/MXN FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-46020.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | HNDLIN 4.75 01/30/30 144A                                          | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     580000 | PA      | $555822.04    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | F 4.125 08/17/27                                                   | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     600000 | PA      | $592800.65    | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                              | ROMANI 5.75 09/16/30 144A                                          | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    5790000 | PA      | $5847900.00   | 0.17%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                 | BLKPRL 6.125 02/15/31 144A                                         | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1639249.27   | 0.05%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                      | URI 5.25 01/15/30                                                  | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     700000 | PA      | $701061.90    | 0.02%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                             | IMBLN 5.5 02/01/30 144A                                            | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    3200000 | PA      | $3286147.20   | 0.09%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd                                                | Regatta VIII Funding Ltd                                           | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   18000000 | PA      | $18000000.00  | 0.52%             | 2037-04-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                                   | ODART 2022-1A D                                                    | CUSIP: 68269DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2909479.52   | 0.08%             | 2030-12-16      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 40 LTD                                                      | ELM40 2025-3A A                                                    | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17500000 | PA      | $17525957.75  | 0.50%             | 2038-03-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-REV2                                  | FORDR 2023-2 D                                                     | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1232198.40   | 0.04%             | 2036-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | CDS EMIRATE OF ABU DHABI                                           | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-53573.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2023-HE3                                     | JPMMT 2023-HE3 M1                                                  | CUSIP: 465985AB5<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |     814222 | PA      | $818373.67    | 0.02%             | 2054-05-20      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | CAS 2022-R02 2M2                                                   | CUSIP: 20754BAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1806878 | PA      | $1829370.33   | 0.05%             | 2042-01-27      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                      | MVMHU 7.5 06/09/28                                                 | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    2330000 | PA      | $2441840.00   | 0.07%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                 | VW 5.35 03/27/30 144A                                              | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6055000 | PA      | $6131821.00   | 0.18%             | 2030-03-27      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                          | BRASKM 8.5 01/12/31 144A                                           | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    7471000 | PA      | $4447112.75   | 0.13%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 3.875 03/31/28                                                   | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  103855000 | PA      | $103834715.82 | 2.99%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                              | DLLTD 0 12/31/30 1B14                                              | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     128950 | PA      | $12.90        | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HPS SLF VI GP - UNFUNDED: B                                             | HPS SLF VI GP - UNFUNDED: B                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1604262 | PA      | $1604262.00   | 0.05%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                   | DD 4.725 11/15/28 144A                                             | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    1758000 | PA      | $1764235.40   | 0.05%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FN MA4737                                                          | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3236345 | PA      | $3205304.19   | 0.09%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   54925000 | OU      | $611065.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | C V4.542 09/19/30                                                  | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4108447.57   | 0.12%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                     | UAL 4.625 04/15/29 144A                                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     170000 | PA      | $167724.17    | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A                           | SDART 2023-2 C                                                     | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1240625 | PA      | $1253302.62   | 0.04%             | 2030-12-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC               | VSTJET 9.5 06/01/28 144A                                           | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1419204.55   | 0.04%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NASSAU EURO CLO IV DAC                                                  | NGCE 4A DR                                                         | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-O            | CORP              | IE        |    6300000 | PA      | $7385022.39   | 0.21%             | 2038-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | LVLT 8.5 01/15/36 144A                                             | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2413402.35   | 0.07%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                 | VW 5.65 03/25/32 144A                                              | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1779825.43   | 0.05%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CARVANA COMPANY                                                         | CVNA 9 06/01/31 144A                                               | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    2701500 | PA      | $2987780.07   | 0.09%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | BAC V4.271 07/23/29 MTN                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1442254.65   | 0.04%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2023-BRK2                                                     | BPR 2023-BRK2 C                                                    | CUSIP: 05610WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3123681.60   | 0.09%             | 2038-10-05      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                  | 2-Year T-Note Futures, Jun-2026,ETH                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -2053 | NC      | $2997782.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CANTOR FITZGERALD LP                                                    | CANTOR 7.2 12/12/28 144A                                           | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1341558.20   | 0.04%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ISLAND FINANCE TRUST 2025-1                                             | ISLN 2025-1A A                                                     | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3020700.90   | 0.09%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-8                                       | VERUS 2025-8 M1                                                    | CUSIP: 924930AH3<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-O            | CORP              | US        |    3200000 | PA      | $3183132.48   | 0.09%             | 2070-09-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CARVANA COMPANY                                                         | CVNA 9 06/01/30 144A                                               | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3901045.00   | 0.11%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                              | PENSKE 5.35 03/30/29 144A                                          | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    3440000 | PA      | $3499494.33   | 0.10%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING COMPANY LP                                         | FPH 8 10/01/30 144A                                                | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     370000 | PA      | $379368.44    | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                     | RKT 2.875 10/15/26 144A                                            | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3646000 | PA      | $3613384.40   | 0.10%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE COMPANY INC | FRTITA 6.75 01/15/30 144A                                          | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $629281.80    | 0.02%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3                           | GSKY 2025-3A D                                                     | CUSIP: 39571WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7100000 | PA      | $6993879.14   | 0.20%             | 2060-12-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                              | FMCN 7.25 02/15/34 144A                                            | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     595000 | PA      | $613409.30    | 0.02%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | COP CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   12578000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                 | STACR 2021-HQA3 M2                                                 | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |     100000 | PA      | $100248.29    | 0.00%             | 2041-09-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                     | CEG 5 02/01/31 144A                                                | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2695000 | PA      | $2702803.10   | 0.08%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA | SLG 2026-OMA E                                                     | CUSIP: 78451FAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6625000 | PA      | $6658519.85   | 0.19%             | 2041-04-17      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| STAR LEASING COMPANY LLC                                                | TRAILR 7.625 02/15/30 144A                                         | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    3415000 | PA      | $3299817.35   | 0.10%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL5 LLC                                                      | PRET 2025-NPL5 A1                                                  | CUSIP: 74143LAA4<br>LEI: 2549000L41AJEKAJNL30 | Long             | ABS-O            | CORP              | US        |    9710000 | PA      | $9718743.87   | 0.28%             | 2055-05-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES1                                     | TPMT 2024-CES1 A1A                                                 | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     347589 | PA      | $348232.21    | 0.01%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | C V6.875 PERP GG                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4042000 | PA      | $4106667.22   | 0.12%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                    | CHTR 2.25 01/15/29                                                 | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1140253.85   | 0.03%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                | VTRS 5.25 06/15/46                                                 | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      85000 | PA      | $69099.16     | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B2 QUICK                                                     | CLOUDHQ VA B2 QUICK                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     774886 | PA      | $774885.88    | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS BARCLAYS PLC                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $15118.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3                           | GSKY 2025-3A C                                                     | CUSIP: 39571WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4200000 | PA      | $4179105.42   | 0.12%             | 2060-12-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                             | IMBLN 3.875 07/26/29 144A                                          | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    3398000 | PA      | $3324976.64   | 0.10%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                | JACENT 6.75 02/15/29 144a                                          | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     450000 | PA      | $440515.54    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                 | SASOL 4.375 09/18/26                                               | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     350000 | PA      | $348591.25    | 0.01%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INGLES MARKETS INC                                                      | IMKTA 4 06/15/31 144A                                              | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |     275000 | PA      | $259881.84    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                              | FMCN 6.375 02/15/36 144A                                           | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1860000 | PA      | $1826334.00   | 0.05%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                            | MPW 8.5 02/15/32 144a                                              | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     125000 | PA      | $129839.03    | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST                              | BSABS 2003-3 A2                                                    | CUSIP: 07384YLS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      38063 | PA      | $38090.55     | 0.00%             | 2043-06-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1                               | AFFRM 2024-B E                                                     | CUSIP: 00835AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1251226.00   | 0.04%             | 2029-09-17      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| SKEENA RESOURCES LTD                                                    | SKECN 8.5 04/01/31 144A                                            | CUSIP: 83056PAA1<br>LEI: 549300DCWSQFVVZ21289 | Long             | DBT              | CORP              | CA        |    2775000 | PA      | $2905563.75   | 0.08%             | 2031-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                   | USD/ZAR FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $49444.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST SERIES 2005-5N                                          | SASC 2003-37A 3A7                                                  | CUSIP: 86359BBZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     121784 | PA      | $119571.14    | 0.00%             | 2033-12-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | C V4.952 05/07/31                                                  | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     975000 | PA      | $981647.28    | 0.03%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE AUTHORITY (NJ)                                      | NJ NJSTRN 7.41 01/01/2040                                          | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $2345591.58   | 0.07%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC                                                       | JERRGB 7.5 06/15/31 144A                                           | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |    6400000 | PA      | $8707580.77   | 0.25%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                               | DONCASTERS US FIN LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1203000.00   | 0.03%             | 2030-04-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FR RA5854                                                          | CUSIP: 3133KMQF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1248964 | PA      | $1070942.13   | 0.03%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 3.625 02/15/53                                                   | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $792187.50    | 0.02%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | S 0 11/15/41                                                       | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23665000 | PA      | $10822510.60  | 0.31%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                | JACENT 6.75 02/15/29 144A                                          | CUSIP: 469815AL8<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     690000 | PA      | $673806.27    | 0.02%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                                 | DIAMOND SPORTS NET LLC                                             | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     210869 | PA      | $37956.34     | 0.00%             | 2028-01-02      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | HUF CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    8369000 | NC      | $14.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                 | CDS CDX.NA.HY.42.V1                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $18712.78     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                        | VEDLN 9.125 10/15/32 REGS                                          | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    4260000 | PA      | $4425075.00   | 0.13%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                   | QNTELE 5.75 08/15/32 144A                                          | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     410000 | PA      | $414378.49    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 A2                                                  | CUSIP: 173106AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     593449 | PA      | $509346.83    | 0.01%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Lugo Funding DAC                                                        | LUGO 2024-1A C                                                     | CUSIP: 000000000<br>LEI: 635400ZKKXDKKVOM9V22 | Long             | ABS-O            | CORP              | IE        |    3100000 | PA      | $3559734.67   | 0.10%             | 2066-05-26      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                              | ROMANI 6.625 09/27/29 REGS                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    4500000 | PA      | $5656406.18   | 0.16%             | 2029-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCG TRUST 2025-SNIP                                                     | SCG 2025-SNIP A                                                    | CUSIP: 78398JAA2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |    8450000 | PA      | $8471125.00   | 0.24%             | 2042-09-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FR SD8135                                                          | CUSIP: 3132DWBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2442295 | PA      | $2065375.57   | 0.06%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2021-2 LTD                                                    | RMIR 2021-2 M1B                                                    | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-O            | CORP              | BM        |     142892 | PA      | $143766.83    | 0.00%             | 2031-11-25      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| INDIGO CREDIT MANAGEMENT II DAC                                         | INDI 2A C                                                          | CUSIP: 000000000<br>LEI: 635400ZBUBZKOZYRMX14 | Long             | ABS-O            | CORP              | IE        |    6500000 | PA      | $7621661.56   | 0.22%             | 2038-07-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | VST V8 PERP 144A                                                   | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4159937.68   | 0.12%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | CDS BANK OF NOVA SCOTIA                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $9022.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | BACR V4.476 11/11/29                                               | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4560000 | PA      | $4539970.20   | 0.13%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                          | WHR 6.125 06/15/30                                                 | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     275000 | PA      | $269363.74    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | VST V8.875 PERP C                                                  | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3502056.71   | 0.10%             | N/A             | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                              | FMCN 8 03/01/33 144A                                               | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    2775000 | PA      | $2910003.75   | 0.08%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA | SLG 2026-OMA D                                                     | CUSIP: 78451FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3650000 | PA      | $3676781.51   | 0.11%             | 2041-04-17      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                          | AN 1.95 08/01/28                                                   | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3774111.73   | 0.11%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP             | UNSEAM 6.875 06/15/30 144A                                         | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1723583.28   | 0.05%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                             | STWD 5.25 10/15/28 144A                                            | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     680000 | PA      | $677949.45    | 0.02%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                         | PRPM 2025-2 A1                                                     | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2967389 | PA      | $2957620.24   | 0.09%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXXII DAC                                                   | HARVT 32A B                                                        | CUSIP: 000000000<br>LEI: 635400AU6OVIWCGACH33 | Long             | ABS-O            | CORP              | IE        |   13750000 | PA      | $16160511.03  | 0.47%             | 2037-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                       | ZAR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5100.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                   | QNTELE 6.25 08/15/33 144A                                          | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     250000 | PA      | $255666.03    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | VST V7 PERP 144A                                                   | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2260396.94   | 0.07%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                  | CMLTI 2024-RP2 A1                                                  | CUSIP: 173106AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6472871 | PA      | $6068234.44   | 0.17%             | 2063-02-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                             | TENNECO INC                                                        | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     535899 | PA      | $535095.49    | 0.02%             | 2028-11-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE BUYER INC                                                  | GOLDEN STATE BUYER INC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1089000.00   | 0.03%             | 2031-03-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| HERC HOLDINGS INC                                                       | HRI 7.25 06/15/33 144A                                             | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     360000 | PA      | $376904.94    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 3.25 05/15/42                                                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5630000 | PA      | $4606923.44   | 0.13%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                           | VOLTAG 7.375 11/01/30 144A                                         | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1032980.24   | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                 | FR SD7551                                                          | CUSIP: 3132DVL86<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    1471487 | PA      | $1309860.08   | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1 LLC                                             | TRACTD 6.5 05/01/31 144A                                           | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2294660.16   | 0.07%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                          | USD/BRL FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-584934.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                                              | DVA 4.625 06/01/30 144A                                            | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4308051.44   | 0.12%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                               | ET 5.4 10/01/47                                                    | CUSIP: 86765BAV1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      60000 | PA      | $53547.83     | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2017-1                            | ODART 2026-1A C                                                    | CUSIP: 682940AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8600000 | PA      | $8521222.28   | 0.25%             | 2034-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2026-1 LLC                                   | PEAC 2026-1A C                                                     | CUSIP: 704583AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6300000 | PA      | $6265982.52   | 0.18%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                        | WULF 7.75 10/15/30 144A                                            | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2337676.81   | 0.07%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSCHLD 5.375 02/01/28 144A                                         | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1193477.25   | 0.03%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC                                                      | SBH 6.75 04/01/32                                                  | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |     390000 | PA      | $401850.65    | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | CAS 2024-R05 2M2                                                   | CUSIP: 20754XAC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     217712 | PA      | $218460.51    | 0.01%             | 2044-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ARES TRUST 2025-IND3                                                    | ARES1 2025-IND3 C                                                  | CUSIP: 039955AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3380000 | PA      | $3384225.00   | 0.10%             | 2042-04-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                            | RIG 8.5 05/15/31 144A                                              | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     845000 | PA      | $894331.10    | 0.03%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | SGD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $111124.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXIV LTD                                                   | TRNTS 2024-24A A1                                                  | CUSIP: 89642XAA2<br>LEI: 254900AOUW3M5TVDRO96 | Long             | ABS-CBDO         | CORP              | BM        |    6000000 | PA      | $6009799.80   | 0.17%             | 2037-04-27      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | CAS 2022-R03 1B1                                                   | CUSIP: 20753XAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1000000 | PA      | $1044060.00   | 0.03%             | 2042-03-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                               | CMC 5.75 11/15/33 144A                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     230000 | PA      | $230054.92    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | HRI 5.75 03/15/31 144A                                             | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1708196.38   | 0.05%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                     | CEG 4.625 02/01/29 144A                                            | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1490445.93   | 0.04%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                          | AN 3.8 11/15/27                                                    | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4122000 | PA      | $4076606.92   | 0.12%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OBX 2025-HE2 TRUST                                                      | OBX 2025-HE2 M2                                                    | CUSIP: 67121YAC2<br>LEI: 2549004JS8G77DOXE933 | Long             | ABS-O            | CORP              | US        |    2870000 | PA      | $2893821.86   | 0.08%             | 2055-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                 | FR SD7552                                                          | CUSIP: 3132DVL94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     845199 | PA      | $721525.42    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | OKE 5.8 11/01/30                                                   | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     360000 | PA      | $373916.97    | 0.01%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MADISON PARK EURO FUNDING XVI DAC                                       | MDPKE 16A A                                                        | CUSIP: 000000000<br>LEI: 635400X2NOVLPNW79680 | Long             | ABS-O            | CORP              | IE        |    2499728 | PA      | $2927944.53   | 0.08%             | 2034-05-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS COMISION FEDERAL DE ELECTRICIDAD CFE                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-18921.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                         | SOLADV 5.625 09/30/33 144A                                         | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596370.35    | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NRTH 2024-PARK MORTGAGE TRUST                                           | NRTH 2025-PARK A                                                   | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7100000 | PA      | $7095567.47   | 0.20%             | 2040-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                    | BZH 7.25 10/15/29                                                  | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3504108.75   | 0.10%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| TRANSOCEAN INTERNATIONAL LTD                                            | RIG 8.25 05/15/29 144A                                             | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     470000 | PA      | $487723.70    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE TRUST                                            | CHASE 2007-A1 1A3                                                  | CUSIP: 161630AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10022 | PA      | $10083.54     | 0.00%             | 2037-02-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 3 08/15/52                                                       | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24920000 | PA      | $17486831.25  | 0.50%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                        | AQNCN 5.365 06/15/26                                               | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    1635000 | PA      | $1635000.00   | 0.05%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL5                                          | LHOME 2024-RTL5 A1                                                 | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-O            | CORP              | US        |    6500000 | PA      | $6504360.85   | 0.19%             | 2039-09-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                    | BZH 5.875 10/15/27                                                 | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149860.32    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FR SD8268                                                          | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6789964 | PA      | $6861177.16   | 0.20%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                        | BRL/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $949427.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2025-1 DAC                                    | RFTE 2025-1A A                                                     | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-O            | CORP              | IE        |    8335000 | PA      | $9770293.48   | 0.28%             | 2037-10-25      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSCHLD 5.5 04/15/27 144A                                           | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1265625.00   | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                               | OKE 5.65 11/01/28                                                  | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2908000 | PA      | $2982149.62   | 0.09%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C27                     | JPMBB 2015-C27 XB                                                  | CUSIP: 46644ABJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   52766000 | PA      | $569.87       | 0.00%             | 2048-02-18      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                        | FR SD5091                                                          | CUSIP: 3132DSUQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8684513 | PA      | $8611274.44   | 0.25%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1                                 | STACR 2022-DNA1 M2                                                 | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-O            | USGSE             | US        |      70000 | PA      | $70679.42     | 0.00%             | 2042-01-27      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | THC 6.875 11/15/31                                                 | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1277879.02   | 0.04%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUNRUN VESTA ISSR 2024-3 LTD                                            | SUNRN 2024-3A A2                                                   | CUSIP: 86773AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3326331 | PA      | $3206531.56   | 0.09%             | 2059-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | HRI 7 06/15/30 144A                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     900000 | PA      | $936657.81    | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REGIONAL TRANSPORTATION DISTRICT (CO)                                   | CO REGTRN 5.84 11/01/2050                                          | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1190000 | PA      | $1175544.45   | 0.03%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                   | USD/INR FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $15592.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                            | NCLH 6.75 02/01/32 144A                                            | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     370000 | PA      | $368187.00    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                 | SBAC 3.125 02/01/29                                                | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1444017.38   | 0.04%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                          | DIRCHA 7.75 11/15/29 144A                                          | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3241925.96   | 0.09%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FN MA4282                                                          | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1451438 | PA      | $1228625.03   | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUNRUN PROMETHEUS ISSUER 2026-1 LLC                                     | SUNRN 2026-1A A1                                                   | CUSIP: 86773LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4400000 | PA      | $4382075.72   | 0.13%             | 2061-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE 2024-1 LTD                                                | BMIR 2024-1 M1B                                                    | CUSIP: 078915AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    3089901 | PA      | $3105001.46   | 0.09%             | 2034-08-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| GENESIS SLS FIN MSTR TR 2019-A                                          | GSFMT 2024-B B                                                     | CUSIP: 37186XAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5020225.50   | 0.14%             | 2032-12-20      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH 7.75 07/01/26                                                 | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3988330.60   | 0.11%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| BARINGS EURO CLO 2021-1 DAC                                             | BABSE 2021-1A A                                                    | CUSIP: 000000000<br>LEI: 549300D83T2O13OUPP03 | Long             | ABS-O            | CORP              | IE        |    2436023 | PA      | $2857925.02   | 0.08%             | 2034-04-24      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FN MA4876                                                          | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     991094 | PA      | $1021000.14   | 0.03%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                               | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $564119.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL INVESTMENT PORTFOLIOS 9                                      | PRUDENTIAL INVESTMENT PORTFOLIOS 9 PGIM INSTL MONEY                | CUSIP: 74440E300<br>LEI: 5493006TC8ECBK1GPV34 | Long             | STIV             | RF                | US        |   19326675 | NS      | $19315078.87  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO INC                           | POWSOL 6.75 02/15/30 144A                                          | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     100000 | PA      | $103097.00    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                          | GLPI 5.3 01/15/29                                                  | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2789316.64   | 0.08%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SUNRUN VESTA ISSR 2024-3 LTD                                            | SUNRN 2024-3A A1                                                   | CUSIP: 86773AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     803184 | PA      | $785095.54    | 0.02%             | 2059-10-30      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | BBDBCN 7.5 02/01/29 144A                                           | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $363394.50    | 0.01%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                               | BALL 5.5 09/15/33                                                  | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1132165.53   | 0.03%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                   | CLUBCORP HLDGS INC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      71561 | PA      | $70129.37     | 0.00%             | 2032-07-10      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                               | CMC 6 12/15/35 144A                                                | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     360000 | PA      | $359614.40    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                               | SERBIA 1 09/23/28 REGS                                             | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    2890000 | PA      | $3167138.54   | 0.09%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                     | SOFTBK 5.75 07/08/32                                               | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    1200000 | PA      | $1350580.08   | 0.04%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                 | CDS BANK OF MONTREAL                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $7829.46      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2                                 | OMFIT 2023-2A D                                                    | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2572117.00   | 0.07%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 MORTGAGE TRUST                                           | COMM 2015-LC19 XB                                                  | CUSIP: 200474AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24892522 | PA      | $248.93       | 0.00%             | 2048-02-12      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HERENS MIDCO SARL                                                       | LNZING 5.25 05/15/29 REGS                                          | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |    5459000 | PA      | $2533784.26   | 0.07%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 4.375 08/15/43                                                   | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9710000 | PA      | $9083401.56   | 0.26%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                           | BGS 5.25 09/15/27                                                  | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1158201.18   | 0.03%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                               | DONCASTERS US FINANCE LLC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     792000 | PA      | $793980.00    | 0.02%             | 2030-04-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORP LTD                                         | INRCIN 3.57 01/21/32 144A                                          | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |     360000 | PA      | $337399.20    | 0.01%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                            | CAS 2022-R04 1M2                                                   | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1000000 | PA      | $1016830.10   | 0.03%             | 2042-03-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                            | AM 6.625 02/01/32 144A                                             | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     580000 | PA      | $595537.11    | 0.02%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                              | IVYCST 6.75 02/25/41 144A                                          | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    4240000 | PA      | $3907329.60   | 0.11%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | USD/CLP FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $10817.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                  | CDS STANDARD CHARTERED BANK                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $10367.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWGENERATIONGASGATHERINGLLC                                            | NEWGENERATIONGASGATHERINGLLC                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     351351 | PA      | $346080.74    | 0.01%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                      | OCPMR 3.75 06/23/31 144A                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     213000 | PA      | $195832.20    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FR SD8179                                                          | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1669091 | PA      | $1469600.03   | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                            | CAS 2022-R04 1B1                                                   | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     290000 | PA      | $300150.00    | 0.01%             | 2042-03-25      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                  | LUMN 5.375 06/15/29 144A                                           | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2320160.28   | 0.07%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                                            | BFALA 3.375 01/15/32 144A                                          | CUSIP: 30607FAA8<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |    1805000 | PA      | $1636232.50   | 0.05%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                   | LNC 7 06/15/40                                                     | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      32000 | PA      | $34705.38     | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                      | EXE 5.375 02/01/29                                                 | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     725000 | PA      | $725183.58    | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FN MA4549                                                          | CUSIP: 31418EBT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     418338 | PA      | $367229.55    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                         | TMHC 5.75 11/15/32 144A                                            | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     260000 | PA      | $262864.74    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                            | USD/BRL FORWARD                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $632230.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                   | TFC V7.161 10/30/29 MTN                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $1066233.26   | 0.03%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST                              | BSABS 2003-HE1 M1                                                  | CUSIP: 07384YPB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     978173 | PA      | $979198.30    | 0.03%             | 2034-01-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                           | BGS 8 09/15/28 144A                                                | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     475000 | PA      | $471135.66    | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| PENNYMAC FINANCIAL SERVICES INC                                         | PFSI 4.25 02/15/29 144A                                            | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2481525.50   | 0.07%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSCHLD 3.375 02/15/31 144A                                         | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     400000 | PA      | $240019.68    | 0.01%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                            | ECOPET 8.625 01/19/29                                              | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    4495000 | PA      | $4757957.50   | 0.14%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FN AU1808                                                          | CUSIP: 3138X1AJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     316608 | PA      | $288794.36    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO PLC                                                  | MOTFUE 8.625 04/30/29 REGS                                         | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |   10700000 | PA      | $14965230.50  | 0.43%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2019-1                            | ODART 2019-1A B                                                    | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     736845 | PA      | $735652.21    | 0.02%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTERNATIONAL FINANCE LTD                                       | DIGDIF 8.625 08/01/32 144A                                         | CUSIP: 25381MAA5<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | BM        |    4265000 | PA      | $4424937.50   | 0.13%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | SWOP CDS CDX.NA.HY.46.V1                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |   10480000 | OU      | $95529.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                            | PEMEX 6.75 09/21/47                                                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1647000 | PA      | $1387597.50   | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP: A2                                                       | HPS SLF VI GP: A2                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     241258 | PA      | $241258.00    | 0.01%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                              | IVYCST 8.075 04/01/36 144A                                         | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    9630000 | PA      | $10209533.40  | 0.29%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: —       |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 X                                                   | CUSIP: 17332HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10739488 | PA      | $1073.95      | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| EUTELSAT COMMUNICATIONS SA                                              | ETLFP 6.25 03/15/33 144A                                           | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | DBT              | CORP              | FR        |    1425000 | PA      | $1717177.68   | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 3.5 01/31/28                                                     | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8850000 | PA      | $8792613.28   | 0.25%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST                                          | LBMLT 2004-2 A1                                                    | CUSIP: 542514FT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     401398 | PA      | $390962.56    | 0.01%             | 2034-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                      | OCPMR 6.75 05/02/34 144A                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    5469000 | PA      | $5746551.75   | 0.17%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                               | SERBIA 6.5 09/26/33 144A                                           | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     915000 | PA      | $971043.75    | 0.03%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCS Group Investments Limited                                           | OCS GROUP HOLDINGS LTD                                             | CUSIP: 000000000<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |     975000 | PA      | $1321756.01   | 0.04%             | 2031-11-28      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | CDS GOVERNMENT OF MALAYSIA                                         | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-57116.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                     | AFRMT 2025-3A D                                                    | CUSIP: 00833BAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2974614.60   | 0.09%             | 2034-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO VI DAC                                                 | INVSC 6A B1                                                        | CUSIP: 000000000<br>LEI: 549300YQUO4XFJGG1T54 | Long             | ABS-O            | CORP              | IE        |    9250000 | PA      | $10822186.86  | 0.31%             | 2034-07-15      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                             | CRGYFN 7.625 04/01/32 144A                                         | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1144661.69   | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                      | EXE 4.75 02/01/32                                                  | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1740150.65   | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC/ARU FINANCE CORP                    | ASCRES 6.625 10/15/32 144A                                         | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1755747.39   | 0.05%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                  | CMLTI 2025-RP1 SA                                                  | CUSIP: 17332HAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12121 | PA      | $10799.97     | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| KKR CLO 17 LTD                                                          | KKR 17 AR                                                          | CUSIP: 48251FAG6<br>LEI: 549300I0HBY0ZQ3YIB77 | Long             | ABS-CBDO         | CORP              | KY        |    3300000 | PA      | $3300384.12   | 0.10%             | 2034-04-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                         | PFSI 7.875 12/15/29 144A                                           | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     710000 | PA      | $737356.29    | 0.02%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JUBILEE CLO 2018-XXI DAC                                                | JUBIL 2018-21A BR                                                  | CUSIP: 000000000<br>LEI: 635400VJFOACD7V4YS84 | Long             | ABS-O            | CORP              | IE        |   10000000 | PA      | $11742868.22  | 0.34%             | 2035-04-15      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                               | ARTFI 2026-1A B                                                    | CUSIP: 83589DAC0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3986850.00   | 0.11%             | 2033-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                             | CDS GENERAL MOTORS CO                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $27887.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                             | RCL 5.625 09/30/31 144A                                            | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     845000 | PA      | $854007.11    | 0.02%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1                               | AFFRM 2024-X2 D                                                    | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4200000 | PA      | $4221095.34   | 0.12%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                       | Clarios (Power Solutions) Term Loan B (Incremental) 275 2032-01-07 | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     671625 | PA      | $674425.68    | 0.02%             | 2032-01-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | BBDBCN 6.75 06/15/33 144A                                          | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    2105000 | PA      | $2197262.15   | 0.06%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                       | VENTGL 6.25 01/15/30 144A                                          | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1363898.83   | 0.04%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                     | NOVHOL 6.75 04/15/32 144A                                          | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     725000 | PA      | $681665.70    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                     | AFRMT 2026-1A C                                                    | CUSIP: 00833BAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1700000 | PA      | $1692458.80   | 0.05%             | 2034-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                            | ECOPET 6.875 04/29/30                                              | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2170000 | PA      | $2180850.00   | 0.06%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                            | UAL 5.375 03/01/31                                                 | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1380522.98   | 0.04%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                        | FR SD4183                                                          | CUSIP: 3132E0UG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2202762 | PA      | $2063015.24   | 0.06%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                   | CDS SULTANATE OF OMAN                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-30562.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 3.875 12/31/29                                                   | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11595000 | PA      | $11560577.34  | 0.33%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| META CW GPU                                                             | META CW GPU                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     699337 | PA      | $699336.77    | 0.02%             | 2032-03-15      | Fixed         | 6.20%                 | No            |                  3 | On Loan: No      |
| COEUR MINING INC                                                        | CDE 6.875 04/01/32 144A                                            | CUSIP: 192120AA1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |     455000 | PA      | $468944.78    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                   | CLUBCORP HOLDINGS INC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1091776 | PA      | $1069940.31   | 0.03%             | 2032-07-09      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| CBAM 2018-5 LTD                                                         | CBAMR 2018-5A BR                                                   | CUSIP: 12516LAG0<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |    8750000 | PA      | $8778244.13   | 0.25%             | 2038-10-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | S 0 11/15/35                                                       | CUSIP: 912833X96<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     870000 | PA      | $568672.01    | 0.02%             | 2035-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 29 LTD                                                      | ELM29 2024-5A BR                                                   | CUSIP: 289913AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10045567.00  | 0.29%             | 2037-04-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                           | COMM 2024-277P A                                                   | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1668133.28   | 0.05%             | 2044-08-11      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD                           | VEYONG 3.375 05/12/26 144A                                         | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |    1350000 | PA      | $1349460.00   | 0.04%             | 2026-05-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2025-SPRL MORTGAGE TRUST                                   | HY 2025-SPRL E                                                     | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2575000 | PA      | $2650845.85   | 0.08%             | 2040-01-13      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS REPUBLIC OF GREECE                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $8654.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OAKTOWN RE VII LTD                                                      | OMIR 2021-2 M1B                                                    | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     331133 | PA      | $332881.37    | 0.01%             | 2034-04-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                     | NOVHOL 8.75 04/15/30 144A                                          | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1850601.59   | 0.05%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| C-BASS TRUST SERIES 2003-CB3                                            | CBASS 2003-CB3 AF1                                                 | CUSIP: 12489WGJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      38038 | PA      | $37466.92     | 0.00%             | 2032-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LOAN TRUST 1999-3                               | CWL 2004-BC4 M1                                                    | CUSIP: 126673KY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1246 | PA      | $1814.81      | 0.00%             | 2034-11-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO         | COLOM 4.5 03/15/29                                                 | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3585000 | PA      | $3475478.25   | 0.10%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                  | BSPEED 10.5 04/03/31 144A                                          | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $6875485.91   | 0.20%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                  | MGMCHI 4.75 02/01/27 144A                                          | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     700000 | PA      | $694750.00    | 0.02%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                       | VIKCRU 5.625 02/15/29 144A                                         | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     875000 | PA      | $873923.75    | 0.03%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                             | Tenneco Term Loan B 500 2028-11-01                                 | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    3900000 | PA      | $3894696.00   | 0.11%             | 2028-11-17      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| CORPORACION ANDINA DE FOMENTO                                           | CAF 6 04/26/27                                                     | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    1665000 | PA      | $1696048.42   | 0.05%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | CDS COMISION FEDERAL DE ELECTRICIDAD CFE                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-9201.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                              | IVYCST 5.875 10/17/31 REGS                                         | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    5923000 | PA      | $6971132.26   | 0.20%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                    | BOOTS GROUP BIDCO LTD/THE                                          | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |    1575000 | PA      | $2151989.72   | 0.06%             | 2032-08-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                            | TEP 6.75 03/15/34 144A                                             | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1087883.30   | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 4.125 02/28/27                                                   | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47280000 | PA      | $47420362.50  | 1.37%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                        | VMED 4.25 01/15/30 REGS                                            | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    2700000 | PA      | $3322769.84   | 0.10%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO (TX), CITY OF                                               | TX SANUTL 4.43 02/01/2042                                          | CUSIP: 796253Z21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     120000 | PA      | $113969.74    | 0.00%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2004-D                                          | FHLT 2004-4 M1                                                     | CUSIP: 35729PGT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1048337 | PA      | $996997.37    | 0.03%             | 2035-03-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-1                                 | OMFIT 2023-1A A                                                    | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4800000 | PA      | $4893785.76   | 0.14%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                         | NCRATL 9.5 04/01/29 144A                                           | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     761000 | PA      | $809675.95    | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                    | BOOTFN 7.375 08/31/32 144*                                         | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     925000 | PA      | $1277574.16   | 0.04%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                | CZK CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -4195000 | NC      | $-126551.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                | G2 MA6411                                                          | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1635621 | PA      | $1552662.24   | 0.04%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 4 LTD                                                 | KLLM 4A ARR                                                        | CUSIP: 37148BAC4<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |   13395000 | PA      | $13410653.40  | 0.39%             | 2037-07-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | ET 6.25 04/15/49                                                   | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      75000 | PA      | $73772.57     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FR SD8174                                                          | CUSIP: 3132DWCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1211281 | PA      | $1065141.52   | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                     | AFRMT 2026-1A B                                                    | CUSIP: 00833BAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $996008.80    | 0.03%             | 2034-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                 | CDW 5.1 03/01/30                                                   | CUSIP: 12513GBK4<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1259019.83   | 0.04%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                | HILCRP 6.25 04/15/32 144A                                          | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $496834.99    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                           | COMM 2024-277P X                                                   | CUSIP: 12654FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5300000 | PA      | $114638.47    | 0.00%             | 2044-08-11      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                            | ROCKIE 6.875 04/15/40 144A                                         | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1868500.00   | 0.05%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                    | T 3.875 12/31/27                                                   | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55865000 | PA      | $55849724.41  | 1.61%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | USD/ZAR FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $76103.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS SLF VI IM - UNFUNDED: A2                                            | HPS SLF VI IM - UNFUNDED: A2                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     995191 | PA      | $995191.00    | 0.03%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FN CB1872                                                          | CUSIP: 3140QMCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1743796 | PA      | $1533935.72   | 0.04%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                   | CLUBCORP HLDGS INC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     119268 | PA      | $116882.27    | 0.00%             | 2031-07-10      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                            | AM 5.75 07/01/34 144A                                              | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     540000 | PA      | $538911.51    | 0.02%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                         | FR QD7630                                                          | CUSIP: 3133B5PP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1631616 | PA      | $1385354.84   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                     | PEER HOLDING III BV                                                | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    4200000 | PA      | $4942688.48   | 0.14%             | 2031-07-01      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | PPC 6.25 07/01/33                                                  | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    1066000 | PA      | $1119360.05   | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN BANKS                                                 | FR SD7553                                                          | CUSIP: 3132DVMA0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     472023 | PA      | $419450.54    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XVIII-R LTD                                                  | APID 2018-18A A1R2                                                 | CUSIP: 03767NAW6<br>LEI: 254900ACGV2NIR3KVB11 | Long             | ABS-CBDO         | CORP              | KY        |   14250000 | PA      | $14283095.63  | 0.41%             | 2038-01-22      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                              | MTZ 5.9 06/15/29                                                   | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    3705000 | PA      | $3817694.14   | 0.11%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

**Name of Applicant:** Prudential Investment Portfolios 9

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer