# EDGAR Filing Document

**Accession Number:** 0001104631
**File Stem:** 0000940400-26-014271
**Filing Date:** 2026-4
**Character Count:** 470968
**Document Hash:** 7a1e5046e6440d6e0efdd6b2b532c464
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-014271.hdr.sgml**: 20260423

**ACCESSION NUMBER**: 0000940400-26-014271

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260423

**DATE AS OF CHANGE**: 20260423

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL INVESTMENT PORTFOLIOS 3
- **CENTRAL INDEX KEY:** 0001104631

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09805
- **FILM NUMBER:** 26887918

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JENNISONDRYDEN OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 20080530

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STRATEGIC PARTNERS OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 20010906

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STRATEGIC PARTNERS SERIES
- **DATE OF NAME CHANGE:** 20000131

## Series and Classes Contracts Data

### PGIM Strategic Bond Fund (Series ID: S000050053)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000158016 | Class A      | PUCAX           |
| C000158017 | Class C      | PUCCX           |
| C000158018 | Class Z      | PUCZX           |
| C000183669 | Class R6     | PUCQX           |

## 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 3

- **b. Investment Company Act file number:** 811-09805

- **c. CIK number of Registrant:** 0001104631

- **d. LEI of Registrant:** 549300IKC66S6EOWJB51

- **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 Strategic Bond Fund

- **b. EDGAR series identifier (if any):** S000050053

- **c. LEI of Series:** 549300406PT1FBJ8QB78

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2026-02-27

**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:** $1438936482.98

**Total Liabilities:** $111950355.56

**Net Assets:** $1326986127.42

**Delayed Delivery Securities:** $2035000.00

**Stand-by Commitments:** $62959375.46

**Cash Not Reported:** $14182181.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3638.81092000 | **1-Year:** 22902.63619000 | **5-Year:** 162328.38524000 | **10-Year:** 71338.17991000 | **30-Year:** 1391.28765000

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

- **3-Month:** 1754.26717000 | **1-Year:** 29055.39964000 | **5-Year:** 51829.46626000 | **10-Year:** 17684.94660000 | **30-Year:** 1028.97441000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158016 | 0.05%                | 0.39%                | 1.31%                |
| Class ID C000158017 | 0.10%                | 0.21%                | 1.37%                |
| Class ID C000158018 | 0.20%                | 0.30%                | 1.44%                |
| Class ID C000183669 | 0.08%                | 0.42%                | 1.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $185740.21               | $-1414215.32                               |
| Month 2  | $1519010.68              | $1279933.55                                |
| Month 3  | $-93145.34               | $10735267.17                               |

**Designated Index Information**

- **Index Name:** PGIM Strategic Bond Fund_Ex Derivatives BM

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                                                | USD/PHP FORWARD                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $47902.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                                      | Options on Three-Month SOFR Futures                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         40 | NC      | $1750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF PERU                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-46105.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8493                                                          | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3461073 | PA      | $3518786.79   | 0.27%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8290                                                          | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1025691 | PA      | $1059610.69   | 0.08%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage System Inc                                                                     | WMS 5.375 03/01/34 144A                                            | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403107.65    | 0.03%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO 2019-1 Designated Activity Company                                              | CGMSE 2019-1A A2RA                                                 | CUSIP: 000000000<br>LEI: 635400YFJCERZ9QJKR15 | Long             | ABS-O            | CORP              | IE        |    8250000 | PA      | $9756376.79   | 0.74%             | 2032-03-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                              | NAVI 6.75 06/15/26                                                 | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     925000 | PA      | $927064.24    | 0.07%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 5.25 03/22/30 REGS                                          | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1678000 | PA      | $2008748.06   | 0.15%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Comm 2004-Lnb3 Commercial Mortgage Pass-Through Certificates                                     | ELP 2025-ELP A                                                     | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2922222.41   | 0.22%             | 2042-11-13      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| LSF11 BOSON INVESTMENTS SARL                                                                     | ERLS 2021-NPLA A1                                                  | CUSIP: 000000000<br>LEI: 2549009AP8RIVLFUPA02 | Long             | ABS-O            | CORP              | LU        |      47013 | PA      | $55787.02     | 0.00%             | 2060-11-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.625 05/15/32                                                 | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75005.08     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| CSC Holdings, LLC                                                                                | CSCHLD 4.125 12/01/30 144A                                         | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $123107.99    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/TRY FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4324.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                         | ST 3.75 02/15/31 144A                                              | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     665000 | PA      | $627370.47    | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | 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        |     148649 | PA      | $146418.92    | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CLOUDHQ VA B1 - UNFUNDED                                                                         | CLOUDHQ VA B1 - UNFUNDED                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     198454 | PA      | $198454.00    | 0.01%             | 2030-01-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund                                                 | (PIPA070) PGIM Core Government Money Market Fund                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   26073324 | NS      | $26073323.99  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7830                                                          | CUSIP: 36179WVX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     610451 | PA      | $592704.58    | 0.04%             | 2052-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 3.75 09/19/28                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3730000 | PA      | $4372241.28   | 0.33%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corporation                                                | RHP 5.75 03/15/34 144A                                             | CUSIP: 74984CAA6<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     225000 | PA      | $226490.19    | 0.02%             | 2034-03-15      | Fixed         | 5.75%                 | 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        |    1175000 | PA      | $824485.75    | 0.06%             | 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        |     225000 | PA      | $248181.47    | 0.02%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Topbuild Corporation                                                                             | BLD 5.625 01/31/34 144A                                            | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126209.52    | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                                               | USD/THB FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20433.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenneco LLC                                                                                      | TENINC 8 11/17/28 144A                                             | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1975012.03   | 0.15%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Incorporated                                                                       | LAD 3.875 06/01/29 144A                                            | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     550000 | PA      | $531599.64    | 0.04%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                      | CDEP 5.75 05/05/26 144a                                            | CUSIP: 147918AB2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |     400000 | PA      | $401095.00    | 0.03%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4236                                                          | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2354857 | PA      | $1875064.98   | 0.14%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6865                                                          | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1501955 | PA      | $1327670.80   | 0.10%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                          | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14500000 | PA      | $14565038.88  | 1.10%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                              | HILCRP 6.25 11/01/28 144A                                          | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     700000 | PA      | $706083.56    | 0.05%             | 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        |      85000 | PA      | $88336.87     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                          | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24500000 | PA      | $24585967.56  | 1.85%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 4 08/01/28 144A                                                | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     100000 | PA      | $99282.48     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CLP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $24273.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR SD8147                                                          | CUSIP: 3132DWBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1019123 | PA      | $890932.04    | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.25 06/01/29                                                  | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     325000 | PA      | $319670.06    | 0.02%             | 2029-06-01      | Fixed         | 4.25%                 | 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        |     450000 | PA      | $451395.00    | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.5 02/15/44                                                     | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1640000 | PA      | $1635131.25   | 0.12%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 09/30/32                                                   | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5235000 | PA      | $5290621.88   | 0.40%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                                                  | BANK5 2023-5YR4 XD                                                 | CUSIP: 06211FAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10349000 | PA      | $827646.79    | 0.06%             | 2056-12-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.375 05/15/30                                                 | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     145000 | PA      | $145467.67    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Pret 2025-NPL7 LLC                                                                               | PRET 2025-NPL7 A1                                                  | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |    1378104 | PA      | $1382956.96   | 0.10%             | 2055-07-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/38                                                       | CUSIP: 912834DU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     110000 | PA      | $63175.72     | 0.00%             | 2038-11-15      | None          | 0.00%                 | 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        |    1250000 | PA      | $1249080.20   | 0.09%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS CAESARS ENTERTAINMENT INC                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-90928.18    | -0.01%            |  |  |  | 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        |      75000 | PA      | $59437.50     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING XIV LTD                                                                     | MDPKE 14A B1R                                                      | CUSIP: 000000000<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-O            | CORP              | KY        |    8050000 | PA      | $9495388.30   | 0.72%             | 2032-07-15      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.223 05/01/29                                                 | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1042592.77   | 0.08%             | 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        |     116510 | NS      | $2077781.09   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 5.75 01/15/30 144A                                          | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $1547438.15   | 0.12%             | 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        |    1004000 | PA      | $1202558.54   | 0.09%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4237                                                          | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4559164 | PA      | $3812310.98   | 0.29%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                                         | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     395000 | PA      | $410579.71    | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                                     | AM 5.75 01/15/28 144A                                              | CUSIP: 03690AAF3<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1799013.01   | 0.14%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS KRW PUT                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   -4007000 | NC      | $-3875.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/SGD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-593358.07   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF COTE D'IVOIRE                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $130915.84    | 0.01%             |  |  |  | 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      | $-51261.71    | -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      | $69243.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-392990.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF CHILE                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-102413.46   | -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      | $176288.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | INR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $46693.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                             | SWOP CDS CDX.NA.HY.45.V1                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |   -7350000 | OU      | $-16046.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | EUR CALL VERSUS TRY PUT                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    6742000 | NC      | $0.73         | 0.00%             |  |  |  | No            |                  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      | $15541.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                                                | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $11444.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | BRL CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -1994000 | NC      | $-31513.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS COLOMBIA TELECOMUNICACIONES SA ESP                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $620.30       | 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      | $23606.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS HUB INTERNATIONAL LTD                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-119421.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -1994000 | NC      | $-3088.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -19205000 | OU      | $-17494.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | USD/TRY FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $11209.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS ADT SECURITY CORP/THE                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-127099.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | SWOP CDS CDX.NA.HY.45.V1                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |   -4330000 | OU      | $-5405.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | HUF CALL VERSUS EUR PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   10200000 | NC      | $56806.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | TWD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-47155.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/SGD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $40602.86     | 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      | $1161.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF INDONESIA                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-64551.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR CALL VERSUS CZK PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -1689000 | NC      | $-88.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | MXN/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-371948.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS KINGDOM OF SAUDI ARABIA                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-89486.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | TRY CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -2953000 | NC      | $-18790.16    | -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      | $2159.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBM) Bobl Futures, EUROBOBL                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -221 | NC      | $-114579.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BNY Capital Markets, LLC                                                                         | GBP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-52151.89    | -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      | $17998.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | THB/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11648.78    | -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      | $70624.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | SGD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $15271.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | BRL/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $31634.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS SAFEWAY INC                                                    | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-135859.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/CZK FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6591.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/THB FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-91386.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | INR CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    1994000 | NC      | $4.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1707.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | MXN/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $362135.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/PLN FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-42014.02    | -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      | $8899.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | INR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-34521.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS STATE OF QATAR                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $5295.80      | 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      | $1893.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS EUROPEAN INVESTMENT BANK                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-1205.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBL) Bund Futures, EUROBUND                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         55 | NC      | $72252.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX 24                                                                                           | ASX 10 Year Treasury Bond Futures                                  | CUSIP: 000000000<br>LEI: 549300SDXT36XYPVWI79 | N/A              | DIR              | CORP              | N/A       |        109 | NC      | $50696.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -2006000 | NC      | $-11769.69    | -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      | $8015.16      | 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      | $5605.79      | 0.00%             |  |  |  | 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      | $-6338.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD CALL VERSUS ZAR PUT                                            | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |   -2984000 | NC      | $-4692.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | EUR CALL VERSUS TRY PUT                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    6799000 | NC      | $4651.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/INR FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-357.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | TRY CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    2953000 | NC      | $193126.94    | 0.01%             |  |  |  | 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      | $-600.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | PEN/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23088.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/KRW FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $18476.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                 | Three-Month SOFR Futures, Dec-2025,ETH                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        317 | NC      | $31119.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS FEDERATIVE REPUBLIC OF BRAZIL                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $106646.10    | 0.01%             |  |  |  | No            |                  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      | $5240.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -1992000 | NC      | $-29446.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD/MXN FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $106937.49    | 0.01%             |  |  |  | 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      | $-710.82      | -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      | $-367380.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | THB/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18867.81    | -0.00%            |  |  |  | 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      | $-9125.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | INR CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    1993000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/INR FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1744.55      | 0.00%             |  |  |  | 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      | $29296.44     | 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      | $2633.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    2006000 | NC      | $55.20        | 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      | $30294.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | BRL CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    1994000 | NC      | $42.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR CALL VERSUS HUF PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -1699000 | NC      | $-3555.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS DOMINICAN REPUBLIC                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $35904.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS UNITED RENTALS NORTH AMERICA INC                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-136412.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | CZK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3469.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS KRW PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -6560000 | NC      | $-36846.37    | -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        |       -431 | NC      | $-506211.59   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF PANAMA                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $9100.43      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS UNITED MEXICAN STATES                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-59527.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | CLP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $46202.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | CNH/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-69130.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS CHESAPEAKE ENERGY CORP                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-138225.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | SGD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $86241.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | INR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $24673.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS KINGDOM OF BAHRAIN                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $92154.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | KRW/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-151963.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS EMIRATE OF ABU DHABI                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-62313.59    | -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      | $13241.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 5-Year T-Note Futures, Jun-2026,ETH                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       2094 | NC      | $1018151.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | BRL/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $180321.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF SPAIN                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $5030.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | ZAR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-349087.29   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | USD/IDR FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14594.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    2004000 | NC      | $4.45         | 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      | $3845.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | TRY CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   -2953000 | NC      | $-18790.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   13025000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/CZK FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2558.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF COLOMBIA                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $3978.31      | 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      | $6825.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | INR CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -1989000 | NC      | $-87.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                                                | USD/IDR FORWARD                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4863.91     | -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      | $24325.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS BRL PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -2003000 | NC      | $-6749.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/BRL FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-46585.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | TWD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5462.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS REPUBLIC OF ECUADOR                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $36919.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD/INR FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-28591.97    | -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        |   12125000 | OU      | $38868.12     | 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      | $3071.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    1989000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $18367.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS CLEVELAND-CLIFFS INC                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-98147.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF PHILIPPINES                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-55352.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                                               | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-588534.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS KINGDOM OF NORWAY                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-680.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS ORGANON & CO                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-75304.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -2004000 | NC      | $-17578.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-483.80      | -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      | $1085.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/COP FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-47694.16    | -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      | $-133.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD CALL VERSUS TRY PUT                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -2989000 | NC      | $-4010.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF TURKIYE                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $492078.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -3572000 | OU      | $-25331.82    | -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      | $24146.92     | 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      | $7206.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS GOVERNMENT OF MALAYSIA                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-55949.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS UBER TECHNOLOGIES INC                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-144713.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                        | SWOP IRS EUR                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -12125000 | OU      | $-15441.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/PHP FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $28829.88     | 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      | $1943.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS MEDLINE BORROWER LP                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-145725.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | SWOP CDS CDX.NA.IG.45.V1                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |   38655000 | OU      | $5332.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CDS ALPHABET INC                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $33773.96     | 0.00%             |  |  |  | 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      | $3955.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS LINCOLN NATIONAL CORP                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-23175.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR CALL VERSUS CZK PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    1689000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS ZAR PUT                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    2004000 | NC      | $50.11        | 0.00%             |  |  |  | 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      | $2633.07      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | THB/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21554.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                                               | USD/KRW FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4602.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS PG&E CORP                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-125769.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                | Euro(FGBS) Schatz Futures, EUROSCHATZ                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -81 | NC      | $-4860.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS TENET HEALTHCARE CORP                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-132997.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS BOMBARDIER INC                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-130795.70   | -0.01%            |  |  |  | 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      | $4795.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS KRW PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    6560000 | NC      | $6.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS PEOPLE'S REPUBLIC OF CHINA                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-240208.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | INR CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -1993000 | NC      | $-148.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SGD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $52794.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                        | CZK/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-157157.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                            | CDS REPUBLIC OF GREECE                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $11094.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS SIEMENS FINANCIERINGSMAATSCHAPPIJ                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $7212.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/TWD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2552.54     | -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      | $-13202.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                            | CDS UNITED STATES TREASURY NOTE/BOND                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1639.94      | 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      | $-18278.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | COP CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -2006000 | NC      | $-39585.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | TRY CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    2953000 | NC      | $193126.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                            | SWOP CDS CDX.NA.HY.45.V1                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |   -4500000 | OU      | $-9824.34     | -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      | $4509.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                        | PLN/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2614.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | KRW CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    6560000 | NC      | $130116.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | INR CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    1989000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | ZAR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $78397.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | SGD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $16501.58     | 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      | $2516.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | EUR CALL VERSUS HUF PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    1686000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS KINGDOM OF MOROCCO                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-23081.97    | -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      | $1333.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                                      | Options on Three-Month SOFR Futures                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -40 | NC      | $-750.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS PETROLEOS MEXICANOS                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $3212.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | ZAR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $54278.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | ZAR CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    1993000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.IG.45.V1                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $7548440.42   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                                      | Options on Three-Month SOFR Futures                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         84 | NC      | $3675.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                            | SWOP CDS CDX.NA.IG.45.V1                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        | -100740000 | OU      | $-66995.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | EUR CALL VERSUS TRY PUT                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   -6799000 | NC      | $-69195.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                             | SWOP CDS CDX.NA.IG.45.V1                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |  -35330000 | OU      | $-29826.04    | -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      | $526.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS ALTICE FRANCE SA                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $5701.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SGD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16236.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS REPUBLIC OF ECUADOR                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $192194.86    | 0.01%             |  |  |  | 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      | $843.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $30039.78     | 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      | $1441.81      | 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      | $-6685.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS ZAR PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    2984000 | NC      | $4692.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | HUF CALL VERSUS EUR PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -10200000 | NC      | $-24352.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS GENWORTH HOLDINGS INC                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-128809.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS ANTERO RESOURCES CORP                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-138683.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -19205000 | OU      | $-31302.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | THB CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    1993000 | NC      | $1.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS ARAB REPUBLIC OF EGYPT                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $181031.27    | 0.01%             |  |  |  | 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      | $84296.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |    6513000 | OU      | $0.00         | 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      | $18085.44     | 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      | $13157.29     | 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      | $9546.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS FEDERAL REPUBLIC OF NIGERIA                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $169172.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 10-Year T-Note Futures, Jun-2026,ETH                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        814 | NC      | $639063.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/PHP FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-67686.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   -3572000 | OU      | $-8694.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS VENTURE GLOBAL LNG INC                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-74131.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS KRW PUT                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |    4007000 | NC      | $0.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | FWD TREASURY BOND                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   17370000 | NC      | $242395.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | THB CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -1993000 | NC      | $-12648.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS CLP PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    2007000 | NC      | $121.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS COP PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -1989000 | NC      | $-30890.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS EQM MIDSTREAM PARTNERS LP                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-138561.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF ITALY                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $40014.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS FRONTIER COMMUNICATIONS HOLDINGS LLC                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-150561.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | USD/CZK FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $29187.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS COP PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    1203000 | NC      | $104.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | U.S. Treasury Bond Futures, Jun-2026,ETH                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -25 | NC      | $-21567.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF SOUTH AFRICA                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $143070.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS MURPHY OIL CORP                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $2803.28      | 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      | $3751.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF COLOMBIA                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $317241.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD CALL VERSUS CLP PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -2007000 | NC      | $-27328.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS STANDARD BUILDING SOLUTIONS INC                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-137233.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                      | 2-Year T-Note Futures, Jun-2026,ETH                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -118 | NC      | $-38490.40    | -0.00%            |  |  |  | No            |                  1 | 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      | $6634.11      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | USD CALL VERSUS TRY PUT                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   -7015000 | NC      | $-31629.72    | -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      | $73033.77     | 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      | $-27684.62    | -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      | $-333417.13   | -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      | $362052.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                                                         | USD/MXN FORWARD                                                    | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-72180.13    | -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      | $217984.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CAD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $59096.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS NZD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $54075.39     | 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      | $762684.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $24665.47     | 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      | $-511909.06   | -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      | $207136.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $417756.93    | 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      | $-96674.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $76907.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | CDS PETROLEOS MEXICANOS                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $6849.71      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-4422.64     | -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      | $-118032.75   | -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      | $815719.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $191209.72    | 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      | $-844894.84   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS GBP                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $42179.63     | 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      | $340854.91    | 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      | $76007.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | TRS TRSBENCH21 INDEX                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |          1 | NC      | $784338.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS JPY                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $8160.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS CDX.NA.HY.43.V1                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $618.68       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS USD                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $374737.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                        | IRS CHF                                                            | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $22898.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                                     | CNL 3.375 09/15/29                                                 | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     295000 | PA      | $280303.87    | 0.02%             | 2029-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COM MTG 2021-FCMT                                                                    | WFCM 2021-FCMT E                                                   | CUSIP: 95003EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11200000 | PA      | $11205962.88  | 0.84%             | 2031-05-15      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 11/15/44                                                   | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     570000 | PA      | $575432.81    | 0.04%             | 2044-11-15      | Fixed         | 4.62%                 | 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        |     351537 | PA      | $167363.26    | 0.01%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                                     | DHC 4.75 02/15/28                                                  | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1394133.09   | 0.11%             | 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        |    1350000 | PA      | $1264036.21   | 0.10%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co PLC                                                                        | ASSDLN 8 07/01/31 144A                                             | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     275000 | PA      | $309274.04    | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/41                                                       | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1295000 | PA      | $634151.57    | 0.05%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/CZK FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4980.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBMS 2025-1 DAC                                                                                  | DBMS 2025-1A D                                                     | CUSIP: 000000000<br>LEI: 9845002JC6400E50AA39 | Long             | ABS-O            | CORP              | IE        |    4300000 | PA      | $5856454.17   | 0.44%             | 2036-02-18      | Floating      | 6.38%                 | 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        |     900000 | PA      | $872374.15    | 0.07%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V3.7 PERP                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3621862.89   | 0.27%             | N/A             | Fixed         | 3.70%                 | 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        |     500000 | PA      | $533145.36    | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 5.5 04/01/28 144A                                              | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      25000 | PA      | $25540.30     | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | 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        |    2050000 | PA      | $1935958.61   | 0.15%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7989                                                          | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1511556 | PA      | $1432235.35   | 0.11%             | 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        |    2027807 | PA      | $2094862.74   | 0.16%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V2.894 11/24/32                                               | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1270000 | PA      | $1162715.35   | 0.09%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/42                                                       | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     305000 | PA      | $141049.45    | 0.01%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/IDR FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-111154.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MKS Inc.                                                                                         | MKSI 4.25 02/15/34 144A                                            | CUSIP: 000000000<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     950000 | PA      | $1121313.29   | 0.08%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-Roic                                                                               | BX 2025-ROIC D                                                     | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1834909 | PA      | $1834909.44   | 0.14%             | 2030-03-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Elevation Clo 2021-14 Ltd/ Elevation Clo 2021-14 Llc                                             | AWPT 2021-14A BR                                                   | CUSIP: 28623RBG2<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |    5750000 | PA      | $5771849.43   | 0.43%             | 2038-01-20      | Floating      | 5.37%                 | 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        |     125000 | PA      | $130546.63    | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 1 07/09/29                                                  | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    2119833 | PA      | $1870095.56   | 0.14%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 3.875 04/01/29 144A                                         | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2114534.67   | 0.16%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL HONG KONG BRANCH                                                                | BBLTB V3.466 09/23/36 144A                                         | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | HK        |    1185000 | PA      | $1091977.50   | 0.08%             | 2036-09-23      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA4837                                                          | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     642272 | PA      | $617308.90    | 0.05%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 1.5 06/26/29 144A                                           | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    2175000 | PA      | $2410127.24   | 0.18%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 6.25 05/26/28 REGS                                          | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1119000 | PA      | $1165158.75   | 0.09%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                                               | INR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-34018.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Griffon Corp                                                                                     | GFF 5.75 03/01/28                                                  | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     515000 | PA      | $514512.41    | 0.04%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 5.5 02/22/29 REGS                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     663000 | PA      | $674105.25    | 0.05%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8151                                                          | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1074408 | PA      | $1070409.75   | 0.08%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Root Bidco Sarl                                                                                  | ROOT BIDCO SARL                                                    | CUSIP: 000000000<br>LEI: 2221001M2GYTW1IIKD18 | Long             | LON              | CORP              | LU        |    1425000 | PA      | $1669282.65   | 0.13%             | 2030-09-27      | Floating      | 7.02%                 | 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        |    1175000 | PA      | $1166484.53   | 0.09%             | 2026-08-10      | Fixed         | 2.70%                 | 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        |     725000 | PA      | $692508.68    | 0.05%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MTG PASS THRU CTF CL E 144A                                                                      | MHC 2021-MHC F                                                     | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2188000 | PA      | $2187999.56   | 0.16%             | 2038-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4807                                                          | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5064869 | PA      | $5181158.74   | 0.39%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                                     | OGN 5.125 04/30/31 144A                                            | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     525000 | PA      | $465619.65    | 0.04%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.5 11/15/54                                                     | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2895000 | PA      | $2828505.47   | 0.21%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS GENERAL MOTORS CO                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $59282.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TFS_18-3-A1                                                                                      | TFS_18-3-A1                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | LU        |     164468 | PA      | $145751.54    | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7990                                                          | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1396207 | PA      | $1355003.09   | 0.10%             | 2052-04-20      | Fixed         | 4.00%                 | 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        |    1781488 | PA      | $1785247.88   | 0.13%             | 2030-05-27      | Variable      | 6.43%                 | 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        |     141000 | PA      | $146446.77    | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | 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        |    2811000 | PA      | $2915204.76   | 0.22%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                                                   | PGIM Corporate Bond 5-10 Year ETF                                  | CUSIP: 69344A743<br>LEI: 549300OXS91LYTDQF355 | Long             | EC               | RF                | US        |      75000 | NS      | $3849682.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                                                          | LVLT 7 03/31/34 144A                                               | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     815000 | PA      | $847115.88    | 0.06%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                            | AAL 5.75 04/20/29 144A                                             | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1944596.50   | 0.15%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CLOUDHQ VA B1 QUICK - UNFUNDED                                                                   | CLOUDHQ VA B1 QUICK - UNFUNDED                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     849292 | PA      | $849291.69    | 0.06%             | 2030-01-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B V                                                                  | BRASKM 4.5 01/31/30 144A                                           | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     262000 | PA      | $110354.40    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/TRY FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11296.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL SCHOOLS PARTNERSHIP                                                                | INTERNATIONAL SCHOOLS PARTNERSHIP                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     943711 | PA      | $938992.13    | 0.07%             | 2031-07-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.687 04/22/32                                                | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1486595.42   | 0.11%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                                  | BANK5 2023-5YR3 XD                                                 | CUSIP: 06211EBE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11949000 | PA      | $869051.96    | 0.07%             | 2056-09-15      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco S.A.U.                                                                      | LORCAT 5.75 04/30/29 144A                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    1275000 | PA      | $1552790.78   | 0.12%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.5 06/15/34 144A                                           | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      53000 | PA      | $55752.93     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8468                                                          | CUSIP: 3132DWMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     480210 | PA      | $482880.16    | 0.04%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Light Servicos de Eletricidade SA                                                                | LIGTBZ 2.26 12/19/37                                               | CUSIP: 53222MAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     323008 | PA      | $80752.00     | 0.01%             | 2037-12-19      | Fixed         | 2.26%                 | 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        |     424000 | PA      | $496143.73    | 0.04%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                   | CRWV 9.25 06/01/30 144A                                            | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     575000 | PA      | $563114.23    | 0.04%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Adapthealth Llc                                                                                  | ADAHEA 6.125 08/01/28 144A                                         | CUSIP: 00653VAA9<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300971.25    | 0.02%             | 2028-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | PEN/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $16816.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                     | USD/PLN FORWARD                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17801.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG V9 PERP 144a                                                | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     535000 | PA      | $467720.44    | 0.04%             | 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        |    3441491 | PA      | $3444868.33   | 0.26%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM (PERSERO) PT                                                          | IDASAL 6.53 11/15/28 REGS                                          | CUSIP: 000000000<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    1265000 | PA      | $1336636.95   | 0.10%             | 2028-11-15      | Fixed         | 6.53%                 | 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        |     500000 | PA      | $517977.67    | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.375 02/15/29 144A                                            | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192670.95    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 5.95 01/25/27 144A                                          | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1740000 | PA      | $1757879.89   | 0.13%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                      | CDEP 4.375 10/01/30 144A                                           | CUSIP: 147918AF3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |     600000 | PA      | $605635.98    | 0.05%             | 2030-10-01      | Fixed         | 4.38%                 | 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        |    2823956 | PA      | $2835926.21   | 0.21%             | 2061-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/48                                                       | CUSIP: 912834UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     170000 | PA      | $56600.91     | 0.00%             | 2048-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp                                                                             | CAPCOP 6.75 03/31/33 144A                                          | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     155000 | PA      | $159981.31    | 0.01%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD CALL VERSUS TRY PUT                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -2007000 | NC      | $-17583.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.125 11/15/32                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16220000 | PA      | $16625500.00  | 1.25%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION                                                               | GSMS 2025-800D A                                                   | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2155000 | PA      | $2157055.44   | 0.16%             | 2041-11-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 6.5 02/15/31 144A                                              | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15058.46     | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PENN Entertainment Inc                                                                           | PENN 5.625 01/15/27 144A                                           | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3126491.30   | 0.24%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 2.9 02/16/28                                                     | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     550000 | PA      | $533702.74    | 0.04%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.068 04/30/41                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $2457019.61   | 0.19%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.5 12/31/31                                                     | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7385000 | PA      | $7726556.25   | 0.58%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                                     | MLTPLN 5.75 12/31/30 144A                                          | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     550000 | PA      | $404108.39    | 0.03%             | 2030-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ferrellgas Partners LP                                                                           | Ferrellgas Partners LP UNIT LTD PARTNERSHIP INT CL B               | CUSIP: 315293308<br>LEI: 529900YP52A6C5K57L34 | Long             | EC               | CORP              | US        |       4838 | NS      | $888048.28    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM8175                                                          | CUSIP: 3140XCCM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10242098 | PA      | $9031395.25   | 0.68%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                             | SWOP CDS CDX.NA.HY.45.V1                                           | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |   -6010000 | OU      | $-7502.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 3.625 02/15/31 144A                                            | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3448891.43   | 0.26%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Company                                                                             | HL 7.25 02/15/28                                                   | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     277000 | PA      | $277238.45    | 0.02%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Limited                                                                | LIMAMT 5.875 07/05/34 REGS                                         | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | KY        |      74559 | PA      | $77112.11     | 0.01%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0898                                                          | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4769754 | PA      | $4352052.12   | 0.33%             | 2052-02-01      | Fixed         | 3.00%                 | 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        |     400000 | PA      | $414227.64    | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                                     | DHC 4.375 03/01/31                                                 | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1648671.37   | 0.12%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2016-69 B                                                      | CUSIP: 38379WM25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    2545536 | PA      | $2345354.61   | 0.18%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB1162                                                          | CUSIP: 3140QLJG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     873213 | PA      | $829005.41    | 0.06%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                                                   | PGIM Floating Rate Income ETF - Old IO fund                        | CUSIP: 69344A883<br>LEI: 549300OXS91LYTDQF355 | Long             | EC               | RF                | US        |      50000 | NS      | $2447585.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc.                                                                                      | PHIN 6.75 04/15/29 144A                                            | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206919.94    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | COP CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    1992000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.772 01/24/29 GMTN                                            | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3764552.48   | 0.28%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                                | SM 8.375 07/01/28 144A                                             | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51676.12     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | 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        |      70583 | NS      | $0.71         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 4.875 01/30/32 REGS                                         | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1172000 | PA      | $1352014.61   | 0.10%             | 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        |    1925000 | PA      | $2288796.13   | 0.17%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 05/15/44                                                   | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6785000 | PA      | $6863451.56   | 0.52%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 4.75 01/30/30 144A                                          | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     105000 | PA      | $101755.76    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENON HLDGS CLASS A                                                                              | GENON HLDGS CLASS A                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        677 | NS      | $20310.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNS 422 C7                                                         | CUSIP: 31397VSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2033954 | PA      | $206913.27    | 0.02%             | 2035-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.75 09/16/30 144A                                          | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2390000 | PA      | $2481560.90   | 0.19%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD CALL VERSUS TRY PUT                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    2989000 | NC      | $9.04         | 0.00%             |  |  |  | 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        |     765000 | PA      | $783335.42    | 0.06%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Adapthealth Llc                                                                                  | ADAHEA 4.625 08/01/29 144A                                         | CUSIP: 00653VAC5<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1296027.40   | 0.10%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                                     | PLNIJ 1.875 11/05/31 REGS                                          | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    1106000 | PA      | $1176164.64   | 0.09%             | 2031-11-05      | Fixed         | 1.88%                 | 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        |     470000 | PA      | $453514.23    | 0.03%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/40                                                       | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5135000 | PA      | $2741775.08   | 0.21%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                                          | KBH 4 06/15/31                                                     | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     615000 | PA      | $587915.40    | 0.04%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                      | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2000000 | PA      | $2004051.20   | 0.15%             | 2056-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MB0308                                                          | CUSIP: 3618N5KW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     920915 | PA      | $933537.45    | 0.07%             | 2055-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V7.125 PERP G                                                   | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3005074.30   | 0.23%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                          | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -1000000 | PA      | $-903836.53   | -0.07%            | 2056-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | TWD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $12973.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8156                                                          | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1302153 | PA      | $1137749.75   | 0.09%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                                 | PSD 4.1 06/15/30                                                   | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $4077608.59   | 0.31%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2014-4 LTD                                                                      | BLUEM 2019-25A BRR                                                 | CUSIP: 09627FBE9<br>LEI: 5493001B57JU7XEJXM59 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6031321.80   | 0.45%             | 2038-01-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour Clo 2021-1 Designated Activity Company                                    | FICLO 2021-1A B1                                                   | CUSIP: 000000000<br>LEI: 635400KPYNGCFZ6MDR25 | Long             | ABS-O            | CORP              | IE        |    9000000 | PA      | $10628601.06  | 0.80%             | 2034-10-15      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4377                                                          | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3261013 | PA      | $2591453.11   | 0.20%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                                            | ACM 6 08/01/33 144A                                                | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      95000 | PA      | $97028.98     | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                                                   | PGIM Corporate Bond 0-5 Year ETF                                   | CUSIP: 69344A750<br>LEI: 549300OXS91LYTDQF355 | Long             | EC               | RF                | US        |     125000 | NS      | $6329375.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4055                                                          | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2465868 | PA      | $2161491.79   | 0.16%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.125 02/15/43                                                   | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4825000 | PA      | $4029628.91   | 0.30%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 08/15/33                                                   | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34500000 | PA      | $34747968.75  | 2.62%             | 2033-08-15      | Fixed         | 3.88%                 | 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        |        690 | NC      | $430297.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 20 Times Sq Tr 2018                                                                              | TSQ 2018-20TS H                                                    | CUSIP: 90137LAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $84500.00     | 0.01%             | 2035-05-17      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Light Servicos de Eletricidade SA                                                                | LIGTBZ 4.21 12/19/32                                               | CUSIP: 53222MAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     759679 | PA      | $541271.29    | 0.04%             | 2032-12-19      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                            | RGCARE 9.875 08/15/30 144A                                         | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2192513.08   | 0.17%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  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        |     146000 | PA      | $162017.70    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 5.375 06/01/29 144A                                           | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1347135.84   | 0.10%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2023-REV                                                                   | FORDR 2023-2 D                                                     | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1249334.88   | 0.09%             | 2036-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Aesir European Loan Conduit No. 41 DAC                                                           | EURO 41A D                                                         | CUSIP: 000000000<br>LEI: 9845000E97D666448C61 | Long             | ABS-MBS          | CORP              | IE        |    2800000 | PA      | $3774608.63   | 0.28%             | 2036-01-23      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4325                                                          | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6633051 | PA      | $5535440.52   | 0.42%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V6.5 PERP H                                                     | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     655000 | PA      | $657818.46    | 0.05%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2025-CES1                                                                         | TPMT 2025-CES1 M2B                                                 | CUSIP: 89183HAE4<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2243242.76   | 0.17%             | 2055-02-25      | Variable      | 6.87%                 | 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      | $8039.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM6101                                                          | CUSIP: 3140X9X75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1594725 | PA      | $1402195.37   | 0.11%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V4.619 11/06/31                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2865000 | PA      | $2896824.42   | 0.22%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B V                                                                  | BRASKM 8.5 01/12/31 144A                                           | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    4925000 | PA      | $2090170.00   | 0.16%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                                | SM 8.625 11/01/30 144A                                             | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     325000 | PA      | $344005.13    | 0.03%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bilbao Clo IV Designated Activity Company                                                        | BILB 4A B                                                          | CUSIP: 000000000<br>LEI: 549300PSOBYVOTLZRS47 | Long             | ABS-O            | CORP              | IE        |    5900000 | PA      | $6978251.79   | 0.53%             | 2036-04-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4356                                                          | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1948475 | PA      | $1703081.88   | 0.13%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A.P.I.De.C.V.                                                    | TOTALP 11.125 12/31/32 144A                                        | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    1899500 | PA      | $1796503.60   | 0.14%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                 | PCG V7.375 03/15/55                                                | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103521.65    | 0.01%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.125 08/15/44                                                   | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26045000 | PA      | $24665428.91  | 1.86%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7255                                                          | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2204641 | PA      | $1946797.39   | 0.15%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | KRW/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3948.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/40                                                       | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     580000 | PA      | $296646.38    | 0.02%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/45                                                       | CUSIP: 912834PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     155000 | PA      | $59895.90     | 0.00%             | 2045-11-15      | None          | 0.00%                 | 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        |     127027 | PA      | $12.70        | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  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        |     357000 | PA      | $405128.87    | 0.03%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2019-159 IJ                                                    | CUSIP: 38382BLB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     596688 | PA      | $91592.63     | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4737                                                          | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3514180 | PA      | $3548401.50   | 0.27%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 6.6 06/01/36 144a                                           | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1800000 | PA      | $1893600.00   | 0.14%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/44                                                       | CUSIP: 912834NP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     125000 | PA      | $52338.67     | 0.00%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                                          | KBH 6.875 06/15/27                                                 | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     941000 | PA      | $958192.47    | 0.07%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 4.625 04/15/29 144A                                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400140.90    | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | PHP/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $52551.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8196                                                          | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     965690 | PA      | $915363.84    | 0.07%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.431 01/23/30 GMTN                                            | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5547919.13   | 0.42%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 0.75 01/31/28                                                    | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26265000 | PA      | $24989711.13  | 1.88%             | 2028-01-31      | Fixed         | 0.75%                 | 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        |    1205000 | PA      | $1254456.27   | 0.09%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.5 01/23/29                                                 | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     100000 | PA      | $102200.00    | 0.01%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V5 MORTGAGE TRUST                                                                 | BMARK 2024-V5 XD                                                   | CUSIP: 08163XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13473000 | PA      | $1003711.55   | 0.08%             | 2057-01-12      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V2.889 06/09/32 144A                                        | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     745000 | PA      | $683718.01    | 0.05%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                                       | CVNA 9 06/01/31 144A                                               | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1918211.46   | 0.14%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BPR TST                                                                                          | BPR 2023-BRK2 C                                                    | CUSIP: 05610WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3800000 | PA      | $3925628.76   | 0.30%             | 2038-10-05      | Variable      | 8.34%                 | 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        |     150000 | PA      | $157862.48    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | INR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17044.13    | -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      | $-6716.21     | -0.00%            |  |  |  | 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        |    1750000 | PA      | $1750546.88   | 0.13%             | 2042-08-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro Clo 2021-2 Designated Activity Company                                              | CGMSE 2021-2A A2B                                                  | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-O            | CORP              | IE        |    9100000 | PA      | $10056127.44  | 0.76%             | 2035-10-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ISLAND FINANCE TR 2025-1                                                                         | ISLN 2025-1A A                                                     | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1011407.30   | 0.08%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                      | AKERBP 4 01/15/31 144A                                             | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     150000 | PA      | $146509.47    | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                                       | CVNA 9 06/01/30 144A                                               | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     800000 | PA      | $833139.53    | 0.06%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Five Point Operating Company LP Five Point Capital Corp                                          | FPH 8 10/01/30 144A                                                | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     420000 | PA      | $434583.76    | 0.03%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Hunt Companies, Inc.                                                                             | HUNTCO 5.25 04/15/29 144A                                          | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1857715.55   | 0.14%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corporation                                                                     | SF 4 05/15/30                                                      | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    6525000 | PA      | $6425387.73   | 0.48%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL HOLDCO LLC                                                                      | UNSEAM 4.625 06/01/28 144A                                         | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     680000 | PA      | $671153.20    | 0.05%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8121                                                          | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     494746 | PA      | $413802.99    | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   19205000 | OU      | $1.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7051                                                          | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     641457 | PA      | $543931.78    | 0.04%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.625 03/31/32 144A                                            | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1445524.57   | 0.11%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                                       | FRTITA 6.75 01/15/30 144A                                          | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |     525000 | PA      | $495286.44    | 0.04%             | 2030-01-15      | Fixed         | 6.75%                 | 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        |    1795000 | PA      | $1878147.45   | 0.14%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5 07/31/27 144A                                                | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     405000 | PA      | $404997.33    | 0.03%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.875 08/15/45                                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2390000 | PA      | $2486346.88   | 0.19%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                              | CEG 5 02/01/31 144A                                                | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1192897.12   | 0.09%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.496 02/13/31 MTN                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2935000 | PA      | $2755368.85   | 0.21%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                                          | QXO INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1810000.00   | 0.14%             | 2079-12-31      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Star Leasing Co LLC                                                                              | TRAILR 7.625 02/15/30 144A                                         | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1525442.22   | 0.11%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS BRL PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    2003000 | NC      | $29.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-NPL5 LLC                                                                               | PRET 2025-NPL5 A1                                                  | CUSIP: 74143LAA4<br>LEI: 2549000L41AJEKAJNL30 | Long             | ABS-O            | CORP              | US        |    3676773 | PA      | $3690515.18   | 0.28%             | 2055-05-25      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2022-R08 1B1                                                   | CUSIP: 20755DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     500000 | PA      | $529673.25    | 0.04%             | 2042-07-25      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                                                   | PMT Credit Risk Transfer Trust 2024-3R                             | CUSIP: 69392AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3569849 | PA      | $3608735.71   | 0.27%             | 2028-09-27      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 1.875 02/15/32                                                   | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4745000 | PA      | $4299414.84   | 0.32%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| 20 Times Sq Tr 2018                                                                              | TSQ 2018-20TS G                                                    | CUSIP: 90137LAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4350000.00   | 0.33%             | 2035-05-17      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                                    | CHTR 5.125 05/01/27 144A                                           | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     232000 | PA      | $232241.94    | 0.02%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DURST COMMERCIAL MORTGAGE TRUST 202                                                              | DURST 2025-151 A                                                   | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4630586.40   | 0.35%             | 2042-08-12      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8239                                                          | CUSIP: 3132DWEL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     963582 | PA      | $972965.46    | 0.07%             | 2052-08-01      | Fixed         | 5.00%                 | 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        |    1615000 | PA      | $1702524.93   | 0.13%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5108                                                          | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     182250 | PA      | $187846.82    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS REPUBLIC OF ARGENTINA                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $348879.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V6.669 PERP N                                                  | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     710000 | PA      | $713563.80    | 0.05%             | N/A             | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4 11/15/42                                                       | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8410000 | PA      | $7934309.38   | 0.60%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QB3703                                                          | CUSIP: 3133AADG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10612351 | PA      | $9290229.19   | 0.70%             | 2050-09-01      | Fixed         | 2.50%                 | 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        |    2053554 | PA      | $2.77         | 0.00%             | 2028-03-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| CONN AVN SEC TR 2022-R07                                                                         | CAS 2022-R07 1B1                                                   | CUSIP: 20754MAF4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     500000 | PA      | $534690.00    | 0.04%             | 2042-06-25      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| Ingles Markets, Incorporated                                                                     | IMKTA 4 06/15/31 144A                                              | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |     150000 | PA      | $142043.71    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                          | SASOL 4.375 09/18/26                                               | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     730000 | PA      | $723897.20    | 0.05%             | 2026-09-18      | Fixed         | 4.38%                 | 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        |     455000 | PA      | $456463.14    | 0.03%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                             | NCLH 6.25 03/01/30 144A                                            | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1100000 | PA      | $1127137.00   | 0.08%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                             | CHTR 6.484 10/23/45                                                | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47558.10     | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                                               | USD/TRY FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $10802.37     | 0.00%             |  |  |  | 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        |      50000 | PA      | $53520.75     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                         | ACI 5.75 03/31/34 144A                                             | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      90000 | PA      | $89572.80     | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4280                                                          | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2557936 | PA      | $2035963.83   | 0.15%             | 2051-03-01      | Fixed         | 1.50%                 | 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        |     600000 | PA      | $645098.61    | 0.05%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERTIES ULC                                                            | BRPCN 4.875 02/15/30 144A                                          | CUSIP: 11283YAD2<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |    1325000 | PA      | $1240968.50   | 0.09%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 4 09/15/30                                                     | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     750000 | PA      | $692395.30    | 0.05%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 6 02/15/28 144A                                             | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     918000 | PA      | $917192.16    | 0.07%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sherwood Financing PLC                                                                           | ARWLN F 12/15/29 REGS                                              | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    2475000 | PA      | $2899324.27   | 0.22%             | 2029-12-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: —       |
| Jerrold Finco PLC                                                                                | JERRGB 7.5 06/15/31 144A                                           | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |    2075000 | PA      | $2803501.71   | 0.21%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2024-SFR1 TRUST                                                                 | IHSFR 2024-SFR1 C                                                  | CUSIP: 46188DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1772562.96   | 0.13%             | 2041-09-19      | Fixed         | 4.25%                 | 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      | $5821.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                                                        | DONCASTERS US FIN LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $271574.10    | 0.02%             | 2030-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Midwest Gaming Borrower LLC                                                                      | MWGAME 4.875 05/01/29 144A                                         | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1253189.13   | 0.09%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                        | MGM 5.5 04/15/27                                                   | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     250000 | PA      | $252278.41    | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                         | ACI 5.5 03/31/31 144A                                              | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55372.89     | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/43                                                       | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2245000 | PA      | $966366.03    | 0.07%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/41                                                       | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3285000 | PA      | $1586519.25   | 0.12%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2026-CSMO                                                           | BX 2026-CSMO A                                                     | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4150000 | PA      | $4150000.00   | 0.31%             | 2042-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment, Inc.                                                                       | JACENT 6.75 02/15/29 144A                                          | CUSIP: 469815AL8<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     350000 | PA      | $343840.57    | 0.03%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                                              | GPK 3.5 03/01/29 144A                                              | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1050013.12   | 0.08%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                                                          | DIAMOND SPORTS NET LLC                                             | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     280002 | PA      | $42000.31     | 0.00%             | 2028-01-02      | Floating      | 15.00%                | 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      | $4747.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                              | AFRMT 2026-1A E                                                    | CUSIP: 00833BAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5020255.50   | 0.38%             | 2034-02-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/42                                                       | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     320000 | PA      | $145866.13    | 0.01%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 6.75 08/01/29 144A                                              | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     975000 | PA      | $997201.89    | 0.08%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4210                                                          | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     520153 | PA      | $455351.05    | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                                       | FRTITA 4.625 01/15/29 144A                                         | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48519.00     | 0.00%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                                 | VEDLN 9.125 10/15/32 REGS                                          | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    1424000 | PA      | $1473583.68   | 0.11%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                                  | GEN 6.25 04/01/33 144A                                             | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     266000 | PA      | $265011.76    | 0.02%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 4.375 05/01/29 144A                                            | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     225000 | PA      | $222601.57    | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                                  | WHR 6.5 06/15/33                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     225000 | PA      | $224816.33    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 5.75 08/15/32 144A                                          | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     135000 | PA      | $138128.69    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                                               | INR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-68205.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4209                                                          | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2655677 | PA      | $2115428.18   | 0.16%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 7.25 01/12/56                                               | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4900000 | PA      | $4978400.00   | 0.38%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERTIES ULC                                                            | BRPCN 5 06/15/29 144a                                              | CUSIP: 11283YAG5<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $1159896.00   | 0.09%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lugo Funding DAC                                                                                 | LUGO 2024-1A C                                                     | CUSIP: 000000000<br>LEI: 635400ZKKXDKKVOM9V22 | Long             | ABS-O            | CORP              | IE        |    1200000 | PA      | $1390104.66   | 0.10%             | 2066-05-26      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FR SD8135                                                          | CUSIP: 3132DWBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1644754 | PA      | $1440009.13   | 0.11%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                                  | PR 8 04/15/27 144A                                                 | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     650000 | PA      | $654002.90    | 0.05%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bbcms Tr 2016-Etc                                                                                | BBCMS 2016-ETC E                                                   | CUSIP: 05491LAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $239190.38    | 0.02%             | 2036-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| RADNOR RE LTD 2021-2                                                                             | RMIR 2021-2 M1B                                                    | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-O            | CORP              | BM        |     784131 | PA      | $790838.97    | 0.06%             | 2031-11-25      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 7.25 12/11/55 144A                                            | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2105000 | PA      | $2105000.00   | 0.16%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                      | VST V8 PERP 144A                                                   | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3180114.27   | 0.24%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS WEATHERFORD INTERNATIONAL LTD                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-128056.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Orbia Advance Corp S A B De Cv                                                                   | ORBIA 6.8 05/13/30 144A                                            | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    1560000 | PA      | $1569035.99   | 0.12%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                                  | WHR 6.125 06/15/30                                                 | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90283.09     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| New Gold, Inc.                                                                                   | NGDCN 6.875 04/01/32 144A                                          | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     760000 | PA      | $805546.80    | 0.06%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 7.75 07/15/36 MTN                                              | CUSIP: 19767QAS4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1769264.43   | 0.13%             | 2036-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                                        | VTRS 5.4 11/29/43                                                  | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2640444.92   | 0.20%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD V0 08/16/77 D                                                  | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200300.29    | 0.02%             | 2077-08-16      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.375 11/15/49                                                   | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9600000 | PA      | $6417000.00   | 0.48%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4494                                                          | CUSIP: 31418D7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9215825 | PA      | $8394605.00   | 0.63%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | UAL 4.875 03/01/29                                                 | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     470000 | PA      | $473364.99    | 0.04%             | 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        |       7553 | NS      | $95679.14     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | EUR CALL VERSUS HUF PUT                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    1699000 | NC      | $0.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9543                                                          | CUSIP: 36179YS88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     393834 | PA      | $410161.70    | 0.03%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                               | VICI 4.25 12/01/26 144A                                            | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     345000 | PA      | $344584.07    | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                                                  | PRPM 2025-2 A1                                                     | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1042451 | PA      | $1042482.87   | 0.08%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                           | ISPIM V4.198 06/01/32                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     700000 | PA      | $674730.28    | 0.05%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4467                                                          | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     836808 | PA      | $761035.22    | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 6.25 08/15/33 144A                                          | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      80000 | PA      | $83119.79     | 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        |     875000 | PA      | $886804.39    | 0.07%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 3.875 09/15/28                                                 | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1741568.21   | 0.13%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                                                      | N/A                                                                | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |     385922 | PA      | $379249.05    | 0.03%             | 2028-11-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                        | MGM 4.75 10/15/28                                                  | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1500524.60   | 0.11%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | SGD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $22942.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | SWOP CDS CDX.NA.IG.45.V1                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -77310000 | OU      | $-109639.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.194 07/23/30 MTN                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $971992.14    | 0.07%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                                         | SBAC 3.875 02/15/27                                                | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1788733.70   | 0.13%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7.25 06/15/33 144A                                             | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     120000 | PA      | $126655.45    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 02/15/45                                                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2560000 | PA      | $2624400.00   | 0.20%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6819                                                          | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     857067 | PA      | $756821.85    | 0.06%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SNF Group SA                                                                                     | SNFF 3.375 03/15/30 144A                                           | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1319367.98   | 0.10%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Voltagrid LLC                                                                                    | VOLTAG 7.375 11/01/30 144A                                         | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1231628.26   | 0.09%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 5.5 02/22/29 144A                                           | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1635000 | PA      | $1662386.25   | 0.13%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Davita Inc                                                                                       | DVA 4.625 06/01/30 144A                                            | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3230190.09   | 0.24%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-DNA6                                                          | STACR 2020-DNA6 B1                                                 | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-O            | USGSE             | US        |    3240000 | PA      | $3453578.21   | 0.26%             | 2050-12-27      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | ZAR CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -1993000 | NC      | $-18675.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                                 | AN 4.75 06/01/30                                                   | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1907129.21   | 0.14%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Williams Partners LP / Williams Partners Finance Corporation                                     | WMB 4.9 01/15/45                                                   | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      76000 | PA      | $69445.36     | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2022-R08 1M2                                                   | CUSIP: 20755DAB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     635000 | PA      | $655559.46    | 0.05%             | 2042-07-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8100                                                          | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     739598 | PA      | $718009.09    | 0.05%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8474                                                          | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1445933 | PA      | $1453897.78   | 0.11%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                                                      | UNSEAM 6 06/01/29 144A                                             | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     825000 | PA      | $816716.09    | 0.06%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 7.625 01/30/33 144A                                         | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1865000 | PA      | $1997415.00   | 0.15%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                               | VICI 4.625 12/01/29 144A                                           | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     285000 | PA      | $284602.85    | 0.02%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.375 11/30/27                                                   | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8300000 | PA      | $8295136.72   | 0.63%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 5.375 02/01/28 144A                                         | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     225000 | PA      | $162026.16    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                          | USD/BRL FORWARD                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $42655.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                                                               | UNSEAM 4.625 06/01/28 144a                                         | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | LU        |     420000 | PA      | $415409.40    | 0.03%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2019-K103                                | FHMS K103 X1                                                       | CUSIP: 3137FQKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  144983535 | PA      | $2996447.20   | 0.23%             | 2029-11-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Sally Holdings LLC                                                                               | SBH 6.75 03/01/32                                                  | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |     250000 | PA      | $259535.72    | 0.02%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Asurion LLC                                                                                      | Asurion First-lien Term Loan B-11 (incremental) 425 2028-08-01     | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     685837 | PA      | $685192.21    | 0.05%             | 2028-08-21      | Floating      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| ARES TRUST 2025-IND3                                                                             | ARES1 2025-IND3 C                                                  | CUSIP: 039955AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1130000 | PA      | $1130280.81   | 0.09%             | 2042-04-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 05/15/55                                                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     195000 | PA      | $198473.44    | 0.01%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alta Equipment Group Inc                                                                         | ALTG 9 06/01/29 144A                                               | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     365000 | PA      | $345985.59    | 0.03%             | 2029-06-01      | Fixed         | 9.00%                 | 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      | $1054494.40   | 0.08%             | 2042-03-25      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                                            | TIAAGL 4.9 09/15/44 144A                                           | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |      75000 | PA      | $69530.69     | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A.P.I.De.C.V.                                                    | TOTALP 11.125 12/31/32 REGS                                        | CUSIP: 000000000<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |    3500000 | PA      | $3310219.85   | 0.25%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                                     | USD/SGD FORWARD                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-34728.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 5.75 03/15/31 144A                                             | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     720000 | PA      | $729917.88    | 0.06%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 5.75 11/15/33 144A                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101915.10    | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 8 08/15/28 144A                                                | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     625000 | PA      | $642947.10    | 0.05%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4564                                                          | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2260741 | PA      | $2049288.55   | 0.15%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V3.337 01/21/33 144A                                        | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2580000 | PA      | $2394994.65   | 0.18%             | 2033-01-21      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/49                                                       | CUSIP: 912834UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     480000 | PA      | $157599.81    | 0.01%             | 2049-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                       | DVA 3.75 02/15/31 144A                                             | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93414.20     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. ULC                                                                                 | BCULC 4 10/15/30 144A                                              | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    1350000 | PA      | $1296189.00   | 0.10%             | 2030-10-15      | Fixed         | 4.00%                 | 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        |    2775000 | PA      | $2774531.54   | 0.21%             | 2029-02-01      | Fixed         | 4.62%                 | 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        |     296395 | PA      | $296419.63    | 0.02%             | 2032-07-29      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | SWOP CDS CDX.NA.IG.45.V1                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -187425000 | OU      | $-265801.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.375 11/15/48                                                   | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3825000 | PA      | $3135902.34   | 0.24%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 5.25 06/15/29 144A                                             | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1279700.69   | 0.10%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                               | F 3.25 02/12/32                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     875000 | PA      | $786881.90    | 0.06%             | 2032-02-12      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Trinidad And Tobago (Republic Of)                                                                | TRITOB 6.5 01/28/36 144A                                           | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    2395000 | PA      | $2423141.25   | 0.18%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK                                                         | NRTH 2025-PARK A                                                   | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300000 | PA      | $2304312.50   | 0.17%             | 2040-10-15      | Floating      | 5.05%                 | 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        |     180000 | PA      | $182054.58    | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                            | BZH 7.25 10/15/29                                                  | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    3233000 | PA      | $3296804.74   | 0.25%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                           | ARNC 11.5 10/01/31 144A                                            | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1157654.40   | 0.09%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8200                                                          | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2300256 | PA      | $2232191.16   | 0.17%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                   | CRWV 9 02/01/31 144A                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     290000 | PA      | $280449.54    | 0.02%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | TWD/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21967.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8202                                                          | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     959178 | PA      | $909749.36    | 0.07%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V3.65 PERP U                                                    | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1409111.29   | 0.11%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Xxxiv Ltd.                                                                  | MDPK 2018-29A BR2                                                  | CUSIP: 55820CBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4013479.60   | 0.30%             | 2038-03-25      | Variable      | 5.27%                 | 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        |     600000 | PA      | $637122.00    | 0.05%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.884 10/22/30 MTN                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1149431.78   | 0.09%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corporation                                                                          | ACCO 4.25 03/15/29 144A                                            | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1356355.29   | 0.10%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 5.5 11/06/30                                                | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1980000 | PA      | $2039400.00   | 0.15%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 20 Times Sq Tr 2018                                                                              | TSQ 2018-20TS F                                                    | CUSIP: 90137LAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4900000 | PA      | $4410000.00   | 0.33%             | 2035-05-17      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V7.437 11/02/33                                               | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1375000 | PA      | $1576259.58   | 0.12%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                                             | GTLS 7.5 01/01/30 144A                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     125000 | PA      | $130038.97    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | 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      | $7325.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beazer Homes USA Inc.                                                                            | BZH 5.875 10/15/27                                                 | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124845.24    | 0.01%             | 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        |    1892327 | PA      | $1933115.07   | 0.15%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 2.125 12/01/30 REGS                                         | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     508000 | PA      | $451409.66    | 0.03%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 5.75 01/15/28                                                  | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     225000 | PA      | $225064.12    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.75 08/01/32 144A                                             | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1570000 | PA      | $1629298.90   | 0.12%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 5.5 04/15/27 144A                                           | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     400000 | PA      | $338408.26    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.125 08/01/30 144A                                           | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     530000 | PA      | $534703.73    | 0.04%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7 06/15/30 144A                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     285000 | PA      | $298581.01    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM9                                                        | BRAVO 2025-NQM9 A3                                                 | CUSIP: 10569WAE1<br>LEI: 254900XY2WSFF1Q6S467 | Long             | ABS-O            | CORP              | US        |    2221135 | PA      | $2234600.07   | 0.17%             | 2065-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Dcli Bidco LLC                                                                                   | DIRCHA 7.75 11/15/29 144A                                          | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1661111.26   | 0.13%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | USD CALL VERSUS COP PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -1203000 | NC      | $-22193.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4282                                                          | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2569973 | PA      | $2249782.51   | 0.17%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.625 02/15/44                                                   | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     885000 | PA      | $784746.09    | 0.06%             | 2044-02-15      | Fixed         | 3.62%                 | 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        |    1639857 | PA      | $1649883.77   | 0.12%             | 2034-08-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 2.7 02/01/27                                                    | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1023809.07   | 0.08%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                             | DISH 7.75 07/01/26                                                 | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4570000 | PA      | $4520823.57   | 0.34%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHMS K066 X1                                                       | CUSIP: 3137F2LL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    6790729 | PA      | $46305.30     | 0.00%             | 2027-06-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Empire Communities Corp.                                                                         | EMPRCC 9.75 05/01/29 144A                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     550000 | PA      | $566802.50    | 0.04%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC / Rivs Enterprise Fin Corp.                                       | RIVENT 6.625 02/01/33 144A                                         | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $795574.73    | 0.06%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM1514                                                          | CUSIP: 3140J5VG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     464198 | PA      | $477443.21    | 0.04%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.125 05/01/29 144A                                            | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     300000 | PA      | $304078.14    | 0.02%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/PHP FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-63357.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL INVESTMENT PORTFOLIOS 9                                                               | Prudential Investment Portfolios 2 PGIM INSTL MONEY                | CUSIP: 74440E300<br>LEI: 5493006TC8ECBK1GPV34 | Long             | EC               | RF                | US        |    7974923 | NS      | $7969340.93   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4876                                                          | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3202847 | PA      | $3315038.71   | 0.25%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                | POWSOL 6.75 02/15/30 144A                                          | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $52373.00     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | 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        |      63000 | PA      | $59011.47     | 0.00%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Yamana Gold Inc                                                                                  | YRICN 2.63 08/15/31                                                | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4568860.50   | 0.34%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERTIES ULC                                                            | BRPCN 6.25 09/15/27 144A                                           | CUSIP: 11283YAB6<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |     275000 | PA      | $274296.00    | 0.02%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 5 05/15/45                                                       | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16000000 | PA      | $16915000.00  | 1.27%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MTG TR 2025-3BP                                                                   | NYC 2025-3BP E                                                     | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2110000 | PA      | $2124327.11   | 0.16%             | 2042-02-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.25 06/01/31                                                  | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1554555.20   | 0.12%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                                            | CLUBCORP HLDGS INC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      22690 | PA      | $22463.04     | 0.00%             | 2032-07-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/MXN FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $45644.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 6 12/15/35 144A                                                | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     125000 | PA      | $127956.75    | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                                           | LUV 5.125 06/15/27                                                 | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     695000 | PA      | $703071.46    | 0.05%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                                     | MPW 5 10/15/27                                                     | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     450000 | PA      | $441932.40    | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-VICT MORTGAGE TRUST                                                                    | BFLD 2024-VICT B                                                   | CUSIP: 05555VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1700000 | PA      | $1701062.16   | 0.13%             | 2041-07-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8178                                                          | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8035531 | PA      | $7016023.59   | 0.53%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                             | SOFTBK 5.75 07/08/32                                               | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $465739.46    | 0.04%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nassau Euro Clo II Designated Activity Company                                                   | NGCE 2A BR                                                         | CUSIP: 000000000<br>LEI: 549300Z3XUKK0APT1D50 | Long             | ABS-O            | CORP              | IE        |    5500000 | PA      | $6499800.82   | 0.49%             | 2039-04-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINL ISSUA TR 2023-2                                                                     | OMFIT 2023-2A D                                                    | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2714550.54   | 0.20%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8949                                                          | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     790845 | PA      | $811457.18    | 0.06%             | 2053-06-20      | 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        |     720000 | PA      | $669991.97    | 0.05%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD/BRL FORWARD                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $78194.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    3572000 | OU      | $39960.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.375 01/15/30                                                 | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     875000 | PA      | $858881.75    | 0.06%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                              | MNET 2025-2A C                                                     | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2065364.40   | 0.16%             | 2055-08-20      | Fixed         | 7.83%                 | 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        |    4025000 | PA      | $2646437.50   | 0.20%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4305                                                          | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1419218 | PA      | $1184814.10   | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B V                                                                  | MONDFI 5.125 05/07/29 REGS                                         | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     738710 | PA      | $735977.09    | 0.06%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                                  | BGS 5.25 09/15/27                                                  | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1213390.39   | 0.09%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.375 08/15/43                                                   | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23840000 | PA      | $23452600.00  | 1.77%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA9907                                                          | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     684637 | PA      | $699712.18    | 0.05%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                                                        | DONCASTERS US FINANCE LLC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     178650 | PA      | $179691.53    | 0.01%             | 2030-04-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.65 PERP KK                                                  | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17934383.38  | 1.35%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                                            | CZK/EUR FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $10995.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 5.25 04/15/31 144A                                             | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     115000 | PA      | $115366.04    | 0.01%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                                     | CAS 2022-R04 1M2                                                   | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1000000 | PA      | $1021548.00   | 0.08%             | 2042-03-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/42                                                       | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      75000 | PA      | $35688.65     | 0.00%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ashland Inc.                                                                                     | ASH 3.375 09/01/31 144A                                            | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     575000 | PA      | $528054.28    | 0.04%             | 2031-09-01      | Fixed         | 3.38%                 | 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        |    2500000 | PA      | $3117710.68   | 0.23%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/50                                                       | CUSIP: 912834VV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     250000 | PA      | $77232.81     | 0.01%             | 2050-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 6.75 02/25/41 144A                                          | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1630000 | PA      | $1555020.00   | 0.12%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TFS_18-3                                                                                         | TFS_18-3                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | N/A       |          1 | PA      | $1.18         | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| NEWGENERATIONGASGATHERINGLLC                                                                     | NEWGENERATIONGASGATHERINGLLC                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     148648 | PA      | $146418.28    | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OCP SA                                                                                           | OCPMR 3.75 06/23/31 144A                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $188600.00    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS SULTANATE OF OMAN                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-16874.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8179                                                          | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     326161 | PA      | $296560.71    | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/43                                                       | CUSIP: 912834MD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5160000 | PA      | $2317324.97   | 0.17%             | 2043-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | EXE 5.875 02/01/29 144A                                            | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     425000 | PA      | $425142.88    | 0.03%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LINCT 2024-1 A1X                                                                                 | LINCT 2024-1 A1X                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2000000.00   | 0.15%             | 2027-06-27      | Floating      | 2.75%                 | No            |                  3 | On Loan: No      |
| Lumen Technologies Inc                                                                           | LUMN 5.375 06/15/29 144A                                           | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $957874.50    | 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        |    2855000 | PA      | $2587415.13   | 0.19%             | 2032-01-15      | Fixed         | 3.38%                 | 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        |     178378 | PA      | $175702.33    | 0.01%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 6.625 03/15/32 144A                                            | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     160000 | PA      | $166349.28    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                                    | DPWDU 4.25 09/25/30 REGS                                           | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     500000 | PA      | $661696.15    | 0.05%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARES TRUST 2025-IND3                                                                             | ARES1 2025-IND3 D                                                  | CUSIP: 039955AJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1060000 | PA      | $1060266.59   | 0.08%             | 2042-04-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                            | USD CALL VERSUS TRY PUT                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    7015000 | NC      | $1337.10      | 0.00%             |  |  |  | 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        |      85000 | PA      | $87788.46     | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5 02/15/29 144A                                              | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $609048.00    | 0.05%             | 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        |      83715 | PA      | $0.08         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD7525                                                          | CUSIP: 3132DVLE3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   11001374 | PA      | $9753153.65   | 0.73%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARKO Corp.                                                                                       | ARKO 5.125 11/15/29 144A                                           | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $289867.31    | 0.02%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4414                                                          | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     868447 | PA      | $758665.35    | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                                  | BGS 8 09/15/28 144A                                                | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     350000 | PA      | $339583.59    | 0.03%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| X AI LLC / X AI Co Issuer Corp.                                                                  | XAIXXX 12.5 06/30/30                                               | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1925000 | PA      | $2192448.57   | 0.17%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Topbuild Corporation                                                                             | BLD 4.125 02/15/32 144A                                            | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     875000 | PA      | $832422.24    | 0.06%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8271                                                          | CUSIP: 36179XFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     192816 | PA      | $198457.81    | 0.01%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                      | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   19205000 | OU      | $66094.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 4.25 02/15/29 144A                                            | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1730432.25   | 0.13%             | 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        |    1080000 | PA      | $645421.54    | 0.05%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-HE2                                                               | TPMT 2025-HE2 A2                                                   | CUSIP: 89183PAD8<br>LEI: 254900HCCXAYNB40M417 | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2617444.96   | 0.20%             | 2065-09-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8177                                                          | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2512069 | PA      | $2090104.69   | 0.16%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8649                                                          | CUSIP: 36179XTE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     606164 | PA      | $623188.21    | 0.05%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP                                                                             | APU 5.75 05/20/27                                                  | CUSIP: 030981AL8<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |     295000 | PA      | $297410.39    | 0.02%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2019-2AA                                                      | UAL 2.7 05/01/32 AA                                                | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     336427 | PA      | $313203.62    | 0.02%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                      | CRGYFN 9.25 02/15/28 144A                                          | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     224000 | PA      | $229969.04    | 0.02%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| St. Paul's CLO IV Designated Activity Company                                                    | SPAUL 4A AR2B                                                      | CUSIP: 000000000<br>LEI: 549300IMSL8GGSOV5A04 | Long             | ABS-O            | CORP              | IE        |    9200000 | PA      | $10502336.30  | 0.79%             | 2030-04-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 8.625 01/19/29                                              | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2105000 | PA      | $2246259.60   | 0.17%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                                              | EUR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-572536.82   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                          | CUSIP: 01F060634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $4102753.08   | 0.31%             | 2056-03-01      | Fixed         | 6.00%                 | 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        |    4175000 | PA      | $5886661.54   | 0.44%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Tikehau CLO IX Designated Activity Company                                                       | TIKEH 9A B1R                                                       | CUSIP: 000000000<br>LEI: 635400WF4D7I3IFMCZ19 | Long             | ABS-O            | CORP              | IE        |    9500000 | PA      | $11232642.31  | 0.85%             | 2037-01-20      | Floating      | 4.03%                 | 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        |     700000 | PA      | $719691.00    | 0.05%             | 2042-05-27      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                                                     | GAP 3.625 10/01/29 144A                                            | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     825000 | PA      | $784348.38    | 0.06%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CR FUND                                                                       | BLACKSTONE PRIVATE CR FUND                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1244755.00   | 0.09%             | 2027-05-03      | Fixed         | 5.61%                 | No            |                  3 | On Loan: No      |
| Boeing Co.                                                                                       | BA 3.95 08/01/59                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1074988.30   | 0.08%             | 2059-08-01      | 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        |    1120000 | PA      | $1165659.60   | 0.09%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 6.375 03/15/29 144A                                            | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     205000 | PA      | $210831.00    | 0.02%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mattamy Group Corp                                                                               | MATHOM 4.625 03/01/30 144A                                         | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    3575000 | PA      | $3483944.75   | 0.26%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS LOUISIANA PACIFIC CORP                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-138916.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5552                                                          | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4673415 | PA      | $4699037.96   | 0.35%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2024-WRHS                                                                             | BFLD 2024-WRHS E                                                   | CUSIP: 05555HAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1205096 | PA      | $1206602.40   | 0.09%             | 2039-07-15      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 8.075 04/01/36 144A                                         | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    3850000 | PA      | $4150839.00   | 0.31%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8201                                                          | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7937999 | PA      | $7908457.84   | 0.60%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                              | VICI 4.5 09/01/26 144A                                             | CUSIP: 92564RAH8<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75023.41     | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | 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        |     171000 | PA      | $158602.50    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Eutelsat Communications SA                                                                       | ETLFP 6.25 03/15/33 144A                                           | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | DBT              | CORP              | FR        |     525000 | PA      | $628094.25    | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                                                    | SP 0 11/15/44                                                      | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1145000 | PA      | $477081.20    | 0.04%             | 2044-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                                                        | ECPG 6.625 04/15/31 144A                                           | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     600000 | PA      | $607144.63    | 0.05%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 11/15/43                                                    | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11790000 | PA      | $12138173.44  | 0.91%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | CDS CDX.EM.44.V1                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-1316722.93  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.625 08/31/27                                                   | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11520000 | PA      | $11550600.00  | 0.87%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                             | LVS 3.9 08/08/29                                                   | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     255000 | PA      | $249631.25    | 0.02%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8279                                                          | CUSIP: 3132DWFU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1774773 | PA      | $1833460.98   | 0.14%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL2 LLC                                                                               | PRET 2025-NPL2 A1                                                  | CUSIP: 69392JAA7<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |    1792548 | PA      | $1794242.72   | 0.14%             | 2055-03-25      | Variable      | 5.84%                 | 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        |     495000 | PA      | $500239.83    | 0.04%             | 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        |     575000 | PA      | $574136.15    | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 7.25 06/15/28 144A                                             | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     975000 | PA      | $982402.49    | 0.07%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                                              | ASCRES 6.625 10/15/32 144A                                         | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |     280000 | PA      | $290855.50    | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G60815                                                          | CUSIP: 31335A3Y2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1332593 | PA      | $1373611.86   | 0.10%             | 2043-12-01      | Fixed         | 5.00%                 | 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        |      44594 | PA      | $43925.09     | 0.00%             | 2029-09-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, National Association                                                            | USD/KRW FORWARD                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17254.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                                                     | GAP 3.875 10/01/31 144A                                            | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     750000 | PA      | $697961.70    | 0.05%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V3.814 04/23/29                                                 | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     265000 | PA      | $263456.12    | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                                   | ANGSJ 3.375 11/01/28                                               | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    1405000 | PA      | $1367823.70   | 0.10%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bx Commercial Mortgage Trust 2018-Bioa                                                           | BX 2025-DIME E                                                     | CUSIP: 05613UAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2110000 | PA      | $2107361.87   | 0.16%             | 2035-02-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5553                                                          | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1363770 | PA      | $1386510.52   | 0.10%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                                                              | CLH 5.75 10/15/33 144A                                             | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     285000 | PA      | $291635.67    | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                           | CMS V4.75 06/01/50                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1533676.60   | 0.12%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                          | CUSIP: 01F060642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3589635.49   | 0.27%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 6 03/15/34 144A                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65374.46     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS 5.125 07/20/45                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22854.61     | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD/CNH FORWARD                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-119987.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                             | SERBIA 6.25 05/26/28 144A                                          | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     425000 | PA      | $442531.25    | 0.03%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                                      | IL ILS 5.1 06/01/2033                                              | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    1055784 | PA      | $1092783.72   | 0.08%             | 2033-06-01      | Fixed         | 5.10%                 | 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        |     249375 | PA      | $248544.58    | 0.02%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                  | BBDBCN 6.75 06/15/33 144A                                          | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     595000 | PA      | $627094.30    | 0.05%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-TAIL E                                                     | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1040000 | PA      | $1039357.18   | 0.08%             | 2035-06-15      | Floating      | 6.96%                 | 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        |     250000 | PA      | $251811.47    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                                                   | JELD 4.875 12/15/27 144A                                           | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     450000 | PA      | $365496.22    | 0.03%             | 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        |     400000 | PA      | $417482.59    | 0.03%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL CAPITAL TRUST                                                               | GRYCCT F 05/31/26 A                                                | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6293306 | PA      | $5601042.60   | 0.42%             | 2026-05-31      | Floating      | 7.23%                 | Yes           |                  3 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 5.375 01/21/29                                               | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1655000 | PA      | $1651690.00   | 0.12%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/NZD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18450.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD/ZAR FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $38800.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 6.875 04/29/30                                              | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1000000 | PA      | $1005000.00   | 0.08%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST                                                                          | PNMSR 2024-FT1 A                                                   | CUSIP: 693968AA7<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2014509.60   | 0.15%             | 2027-12-27      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | UAL 5.375 03/01/31                                                 | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     540000 | PA      | $550337.81    | 0.04%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ARIA                                                                               | BX 2025-ARIA A                                                     | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2463684.72   | 0.19%             | 2042-12-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.875 02/15/43                                                   | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7420000 | PA      | $6875093.75   | 0.52%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC                                                                        | GDDY 3.5 03/01/29 144A                                             | CUSIP: 38016LAC9<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1260656.24   | 0.10%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                          | FR SD8083                                                          | CUSIP: 3132DV6U4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    5201723 | PA      | $4549642.42   | 0.34%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co PLC                                                                        | ASSDLN 8 07/01/31 REGS                                             | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     735000 | PA      | $824010.03    | 0.06%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| DIAMOND SPORTS GRP LLC- CS                                                                       | DIAMOND SPORTS GRP LLC- CS                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37739 | NS      | $7094.93      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 4.25 04/15/31                                                  | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1961063.87   | 0.15%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | USD CALL VERSUS TRY PUT                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    2007000 | NC      | $1604.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2019-137 IO                                                    | CUSIP: 38382AXK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    3436537 | PA      | $559892.24    | 0.04%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HudBay Minerals Inc                                                                              | HBMCN 4.5 04/01/26 144A                                            | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $898443.00    | 0.07%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                       | CZR 4.625 10/15/29 144A                                            | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3446057.85   | 0.26%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                                               | N/A                                                                | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    1051312 | PA      | $910257.90    | 0.07%             | 2029-09-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                             | DISH 5.125 06/01/29                                                | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $178039.80    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK                                                                                        | ABCLN 2024-A E                                                     | CUSIP: 02007GZ89<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |     433220 | PA      | $443407.85    | 0.03%             | 2032-05-17      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                                            | CLUBCORP HOLDINGS INC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     347043 | PA      | $343572.18    | 0.03%             | 2032-07-10      | Floating      | 8.67%                 | No            |                  3 | On Loan: No      |
| SM ENERGY COMPANY                                                                                | SM 5 10/15/26 144A                                                 | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000009.49   | 0.08%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                                     | MPW 3.5 03/15/31                                                   | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     500000 | PA      | $384113.06    | 0.03%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                             | LHOME 2024-RTL4 A1                                                 | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3100000 | PA      | $3113035.19   | 0.23%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                       | USD CALL VERSUS ZAR PUT                                            | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |    2984000 | NC      | $0.04         | 0.00%             |  |  |  | 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        |    1050000 | PA      | $1031698.34   | 0.08%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 5.5 11/15/32 144A                                              | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     215000 | PA      | $217803.86    | 0.02%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4465                                                          | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2629694 | PA      | $2187970.75   | 0.16%             | 2051-11-01      | Fixed         | 2.00%                 | 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        |     600000 | PA      | $633776.40    | 0.05%             | 2044-08-11      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-SPOT E                                                     | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     997306 | PA      | $1002292.85   | 0.08%             | 2040-04-16      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                                                     | TEP 6 12/31/30 144A                                                | CUSIP: 87470LAJ0<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2178623.67   | 0.16%             | 2030-12-31      | Fixed         | 6.00%                 | 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        |     970000 | PA      | $1020370.94   | 0.08%             | 2040-01-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Ashton Woods (USA) LLC/Ashton Woods Finance Co.                                                  | ASHWOO 4.625 04/01/30 144A                                         | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $787710.35    | 0.06%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4208                                                          | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2548382 | PA      | $2131984.26   | 0.16%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8350                                                          | CUSIP: 36179XH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     607119 | PA      | $624813.62    | 0.05%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | USD/KRW FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3206.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.3 04/15/47                                                    | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4560.90      | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE 2021-7 LTD                                                                            | OMIR 2021-2 M1B                                                    | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    1601672 | PA      | $1613725.15   | 0.12%             | 2034-04-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                                 | BRX 4.05 07/01/30                                                  | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1575770.69   | 0.12%             | 2030-07-01      | Fixed         | 4.05%                 | 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        |     690000 | PA      | $689155.89    | 0.05%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 4.5 03/15/29                                                 | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1655000 | PA      | $1611142.50   | 0.12%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                              | MNET 2025-4A C                                                     | CUSIP: 59170JBH0<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1938964.06   | 0.15%             | 2055-12-22      | Fixed         | 7.11%                 | 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        |    3475000 | PA      | $3361680.98   | 0.25%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                      | CRGYFN 8.375 01/15/34 144A                                         | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     575000 | PA      | $593613.29    | 0.04%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 6.875 11/01/29 144A                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     245000 | PA      | $252292.74    | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8106                                                          | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5725849 | PA      | $4789068.64   | 0.36%             | 2050-11-01      | Fixed         | 2.00%                 | 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      | $8871.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4550                                                          | CUSIP: 31418EBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2975801 | PA      | $2825141.99   | 0.21%             | 2052-02-01      | Fixed         | 3.50%                 | 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        |    2160000 | PA      | $2151511.20   | 0.16%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship Vii Limited                                                            | VIKCRU 5.625 02/15/29 144A                                         | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1075000 | PA      | $1073366.00   | 0.08%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8140                                                          | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2684749 | PA      | $2241318.30   | 0.17%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 QUICK                                                                              | CLOUDHQ VA B1 QUICK                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     527275 | PA      | $527275.31    | 0.04%             | 2030-01-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 5.5 04/15/34 144A                                              | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     115000 | PA      | $115873.55    | 0.01%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-B                                                              | BX 2025-BCAT A                                                     | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2251969 | PA      | $2252673.04   | 0.17%             | 2042-08-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                                             | BOOTS GROUP BIDCO LTD/THE                                          | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |    1325000 | PA      | $1794885.85   | 0.14%             | 2032-08-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 5.875 10/17/31 REGS                                         | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    3316000 | PA      | $3996549.31   | 0.30%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHMS K055 X1                                                       | CUSIP: 3137BPW39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     224799 | PA      | $37.68        | 0.00%             | 2026-03-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                                                            | CDS UNITED STATES TREASURY NOTE/BOND                               | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $771.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                       | S 8.75 03/15/32                                                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3663121.70   | 0.28%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Codere Group Topco S.A. Warrants                                                                 | Codere Group Topco S.A. Warrants                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |         15 | NS      | $53.17        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 4.625 03/04/33 144A                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3310000 | PA      | $3903114.93   | 0.29%             | 2033-03-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4100                                                          | CUSIP: 31418DRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1096393 | PA      | $917928.07    | 0.07%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ashton Woods (USA) LLC/Ashton Woods Finance Co.                                                  | ASHWOO 4.625 08/01/29 144A                                         | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $657833.85    | 0.05%             | 2029-08-01      | Fixed         | 4.62%                 | 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        |    2300000 | PA      | $2844963.27   | 0.21%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4895                                                          | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     697550 | PA      | $724198.76    | 0.05%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 7.5 11/06/33                                                   | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2323571.93   | 0.18%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                                                 | NCRATL 9.5 04/01/29 144A                                           | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     656000 | PA      | $703752.13    | 0.05%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                             | DISH 7.375 07/01/28                                                | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $241758.91    | 0.02%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                                      | Options on Three-Month SOFR Futures                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        -84 | NC      | $-1575.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 7.375 05/01/33 144A                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     160000 | PA      | $164198.25    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                                     | BBCMS 2018-CHRS D                                                  | CUSIP: 05491VAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $227088.68    | 0.02%             | 2038-08-06      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.75 03/15/30 144A                                             | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     150000 | PA      | $154699.50    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shea Homes Limited Partnership                                                                   | SHEAHM 4.75 02/15/28                                               | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1917129.01   | 0.14%             | 2028-02-15      | Fixed         | 4.75%                 | 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        |     225000 | PA      | $231503.05    | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | 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        |    1900000 | PA      | $43724.32     | 0.00%             | 2044-08-11      | Variable      | 0.66%                 | 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        |    3925000 | NS      | $4268437.50   | 0.32%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Zegona Holdco Limited                                                                            | ZEGONA HOLDCO LTD                                                  | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |    1652092 | PA      | $1957968.14   | 0.15%             | 2029-07-17      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB1872                                                          | CUSIP: 3140QMCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     894128 | PA      | $812243.62    | 0.06%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MB0025                                                          | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3555150 | PA      | $3572507.69   | 0.27%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                 | USD CALL VERSUS ZAR PUT                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |   -2004000 | NC      | $-14237.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adtalem Global Education Inc                                                                     | Adtalem Global Education Term Loan B 275 2028-08-01                | CUSIP: 00737RAH3<br>LEI: 549300Z467EZLMODV621 | Long             | LON              | CORP              | US        |     172208 | PA      | $172065.09    | 0.01%             | 2028-08-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QC3918                                                          | CUSIP: 3133ANK78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1784579 | PA      | $1556693.46   | 0.12%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                                            | CLUBCORP HLDGS INC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      37817 | PA      | $37438.39     | 0.00%             | 2031-07-10      | None          | 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        |     400000 | PA      | $405929.06    | 0.03%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOHL Capital Ltd.                                                                                | GENTMK 4.25 01/24/27                                               | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |    1020000 | PA      | $1015920.00   | 0.08%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                          | CUSIP: 01F052631<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9500000 | PA      | $9652311.51   | 0.73%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Covista Inc.                                                                                     | CVSA 5.5 03/01/28 144A                                             | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |     728000 | PA      | $728000.00    | 0.05%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4158                                                          | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5985574 | PA      | $5008800.09   | 0.38%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7136                                                          | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     558879 | PA      | $493853.51    | 0.04%             | 2051-01-20      | Fixed         | 2.50%                 | 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        |    2550000 | PA      | $2560842.94   | 0.19%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS REPUBLIC OF SERBIA                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-6263.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes Inc.                                                                                   | MHO 4.95 02/01/28                                                  | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     800000 | PA      | $794520.52    | 0.06%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Clavel Residential 4 DAC                                                                         | CLAVE 2025-1A B                                                    | CUSIP: 000000000<br>LEI: 9845007E874EA66E5D44 | Long             | ABS-O            | CORP              | IE        |    1500000 | PA      | $1746584.99   | 0.13%             | 2066-10-28      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| MENLO CLO I LTD                                                                                  | MENLO 2024-1A C                                                    | CUSIP: 586915AE0<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |    5150000 | PA      | $5162852.86   | 0.39%             | 2038-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 6.75 01/15/31 144A                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $73312.40     | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ST. PAUL'S CLO XI DAC                                                                            | SPAUL 11A C2R                                                      | CUSIP: 000000000<br>LEI: 549300JLC0F0KOP66P28 | Long             | ABS-O            | CORP              | IE        |    8500000 | PA      | $9527106.87   | 0.72%             | 2032-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                              | HILCRP 5.75 02/01/29 144A                                          | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     675000 | PA      | $676712.17    | 0.05%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS3494                                                          | CUSIP: 3140XJ3C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     985669 | PA      | $997706.62    | 0.08%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Limited                                                                       | ESKOM 8.45 08/10/28 REGS                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    2504000 | PA      | $2684763.76   | 0.20%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 7 01/15/28 144A                                              | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1225000 | PA      | $1107859.38   | 0.08%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Regatta Xii Funding Ltd/Llc 2019-12                                                              | REG12 2019-1A BRR                                                  | CUSIP: 75888HAY7<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5520791.10   | 0.42%             | 2037-10-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                | CDS PETROLEOS MEXICANOS                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $834.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 8.75 01/29/34 144A                                            | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    4400000 | PA      | $4439600.00   | 0.33%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                                         | DISH 11.75 11/15/27 144A                                           | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     525000 | PA      | $542261.56    | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                                    | PETBRA 6.625 01/16/34                                              | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     730000 | PA      | $1019200.74   | 0.08%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VTB Capital S.A.                                                                                 | VTB 6.95 10/17/22 REGS                                             | CUSIP: 000000000<br>LEI: 529900Z143LRJYE8LK88 | Long             | DBT              | CORP              | LU        |    2240000 | PA      | $112000.00    | 0.01%             | 2022-10-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7829                                                          | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2967129 | PA      | $2818763.01   | 0.21%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                        | BCP V3.25 09/30/31 144A                                            | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    1315000 | PA      | $1299404.10   | 0.10%             | 2031-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7769                                                          | CUSIP: 36179WT24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4751584 | PA      | $4503959.17   | 0.34%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                                  | SEE 6.125 02/01/28 144A                                            | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101415.24    | 0.01%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/43                                                       | CUSIP: 912834MM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1835000 | PA      | $812488.53    | 0.06%             | 2043-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8195                                                          | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3277962 | PA      | $2971802.59   | 0.22%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                       | CNH/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-47937.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS HILTON DOMESTIC OPERATING CO INC                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-135644.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-3 RECEIVABLES                                                              | SRFC 2023-2A D                                                     | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     438057 | PA      | $462503.16    | 0.03%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| Uniti Service LLC / Uniti Fiber Holdings Inc. / Uniti Group Finance 2019 Inc. / CSL Capital LLC  | UNIT 8.625 06/15/32 Feb                                            | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     190000 | PA      | $192561.03    | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Limited                                                                       | ESKOM 8.45 08/10/28 144A                                           | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     306000 | PA      | $328090.14    | 0.02%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8116                                                          | CUSIP: 3132DWAR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1628063 | PA      | $1536234.24   | 0.12%             | 2050-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 1.25 11/30/26                                                    | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19940000 | PA      | $19598060.16  | 1.48%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 LLC                                                                               | VCAT 2025-NPL3 A1                                                  | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1046559 | PA      | $1049067.86   | 0.08%             | 2055-02-25      | Variable      | 5.89%                 | 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        |    6142000 | PA      | $5373617.99   | 0.40%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 4.625 06/15/28                                                 | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     825000 | PA      | $823798.51    | 0.06%             | 2028-06-15      | Fixed         | 4.62%                 | 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        |    1100000 | PA      | $1097723.66   | 0.08%             | 2041-10-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                           | MINAU 9.25 10/01/28 144A                                           | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    1175000 | PA      | $1230448.25   | 0.09%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS VERIZON COMMUNICATIONS INC                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $22628.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4786                                                          | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     682045 | PA      | $695985.69    | 0.05%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 09/30/27                                                     | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5545000 | PA      | $5551064.84   | 0.42%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                                                                    | VEONHD 3.375 11/25/27 REGs                                         | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |    2950000 | PA      | $2836425.00   | 0.21%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                            | FRIDPT 5.315 04/14/32 REGS                                         | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     820000 | PA      | $836830.50    | 0.06%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BEIGNET INV LLC                                                                                  | RPLDCI 6.581 05/30/49 144A                                         | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5734000 | PA      | $6089288.73   | 0.46%             | 2049-05-30      | Fixed         | 6.58%                 | 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        |    1895000 | PA      | $1982791.94   | 0.15%             | 2040-01-13      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 MORTGAGE TRUST                                                                      | BMO 2024-5C4 XD                                                    | CUSIP: 09660SAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16130000 | PA      | $1160484.14   | 0.09%             | 2057-05-17      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                               | MO 3.4 05/06/30                                                    | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97301.42     | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4326                                                          | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     490679 | PA      | $428958.97    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8494                                                          | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11257447 | PA      | $11444593.31  | 0.86%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | IDR/USD FORWARD                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17369.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                               | ACAFP V4.656 01/12/32 144a                                         | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2020000 | PA      | $2030445.22   | 0.15%             | 2032-01-12      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                                  | BMCAUS 4.375 07/15/30 144A                                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1157925.01   | 0.09%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4379                                                          | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2157822 | PA      | $1885723.24   | 0.14%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                              | Expand Energy Corp. COM                                            | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      10284 | NS      | $1109849.28   | 0.08%             |  |  |  | Yes           |                  1 | On Loan: No      |
| UNITI SERVICES LLC                                                                               | WIN 8.25 10/01/31 144A                                             | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     140000 | PA      | $147226.35    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                                                  | CNR 6.125 01/15/29 144A                                            | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     150000 | PA      | $74832.64     | 0.01%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V2.976 11/05/30                                                  | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $8576729.03   | 0.65%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST 2024-                                                              | BPR 2024-PARK C                                                    | CUSIP: 05593UAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2240000 | PA      | $2328822.72   | 0.18%             | 2039-11-07      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                                     | IT 4.5 07/01/28 144A                                               | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     350000 | PA      | $344951.56    | 0.03%             | 2028-07-01      | Fixed         | 4.50%                 | 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        |    1670000 | PA      | $1677215.48   | 0.13%             | 2031-03-01      | Fixed         | 5.88%                 | 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      | $6286.84      | 0.00%             |  |  |  | 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        |     697000 | PA      | $859470.53    | 0.06%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PARK HLDGS BV                                                                      | INTERNATIONAL PARK HLDGS BV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1202056.45   | 0.09%             | 2031-12-31      | Floating      | 7.29%                 | No            |                  3 | On Loan: No      |
| TPC Group Rights                                                                                 | TPC Group Rights                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      70274 | NS      | $1288333.24   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                                             | DAL 3.75 10/28/29                                                  | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1689623.13   | 0.13%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                              | NRZT 2018-4A A1S                                                   | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56216 | PA      | $55425.33     | 0.00%             | 2048-01-27      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4709                                                          | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1210860 | PA      | $1222713.26   | 0.09%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7135                                                          | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1757334 | PA      | $1489083.85   | 0.11%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6930                                                          | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4829577 | PA      | $4096592.37   | 0.31%             | 2050-10-20      | Fixed         | 2.00%                 | 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        |     310000 | PA      | $311357.80    | 0.02%             | 2041-11-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                    | JEF 4.15 01/23/30                                                  | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     350000 | PA      | $344803.99    | 0.03%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                         | COP CALL VERSUS USD PUT                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    2006000 | NC      | $32.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7421                                                          | CUSIP: 36179WG69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     586072 | PA      | $571335.50    | 0.04%             | 2051-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS3569                                                          | CUSIP: 3140XJ6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3539980 | PA      | $3209796.71   | 0.24%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  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        |     943055 | PA      | $956257.37    | 0.07%             | 2060-04-30      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                              | HILCRP 6 02/01/31 144A                                             | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     675000 | PA      | $658428.74    | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLT 2025-10 MORTGAGE LOAN TRUST                                                                 | COLT 2025-10 M1                                                    | CUSIP: 12675XAH9<br>LEI: 213800STFGFKQEQSRE63 | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1827758.88   | 0.14%             | 2070-10-25      | Variable      | 6.01%                 | 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        |    1658030 | PA      | $1653290.12   | 0.12%             | 2042-03-17      | Floating      | 5.91%                 | 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        |     335000 | PA      | $334247.08    | 0.03%             | 2034-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B V                                                                  | BRASKM 4.5 01/10/28 144A                                           | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     212000 | PA      | $96460.00     | 0.01%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bayview Financing Trust                                                                          | Bayview Financing Trust 2023-1F                                    | CUSIP: 07336HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650226 | PA      | $651911.22    | 0.05%             | 2026-07-01      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/39                                                       | CUSIP: 912834DV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     830000 | PA      | $463248.87    | 0.03%             | 2039-05-15      | None          | 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      | $37243.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Light SA                                                                                         | LIGTBZ 0 08/31/27                                                  | CUSIP: 53223N208<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |     325729 | PA      | $65145.80     | 0.00%             | 2027-08-31      | Fixed         | 0.00%                 | 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        |     975000 | PA      | $982283.31    | 0.07%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM2 MORTGAGE TRSUT                                                                   | CROSS 2026-NQM2 A3                                                 | CUSIP: 227924AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2001596.20   | 0.15%             | 2061-03-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                      | ASUCOR 8.375 02/01/34 144A                                         | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     465000 | PA      | $462247.56    | 0.03%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Calpine LLC                                                                                      | CPN 5.125 03/15/28 144A                                            | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4000317.85   | 0.30%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.125 10/31/31                                                   | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1225000 | PA      | $1257634.77   | 0.09%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc                                                                             | AVANTOR FUNDING INC                                                | CUSIP: 000000000<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |     825000 | PA      | $975687.59    | 0.07%             | 2032-10-11      | Floating      | 4.43%                 | 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        |     900000 | PA      | $952451.34    | 0.07%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5594                                                          | CUSIP: 36179UGB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     763358 | PA      | $731093.82    | 0.06%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Clavel Residential 4 DAC                                                                         | CLAVE 2025-1A C                                                    | CUSIP: 000000000<br>LEI: 9845007E874EA66E5D44 | Long             | ABS-O            | CORP              | IE        |    1000000 | PA      | $1159784.12   | 0.09%             | 2066-10-28      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                   | SWOP IRS USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |    3572000 | OU      | $4436.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eutelsat Communications SA                                                                       | ETLFP 5.75 03/15/31 144A                                           | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | DBT              | CORP              | FR        |     550000 | PA      | $657971.01    | 0.05%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2018-80 GC                                                     | CUSIP: 3136B3AL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1500000 | PA      | $1370137.05   | 0.10%             | 2048-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1261229 Bc Ltd.                                                                                  | BHCCN 10 04/15/32 144A                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     353000 | PA      | $364913.75    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| IP 2025-IP MTG TR 2025-IP                                                                        | IP 2025-IP A                                                       | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2051854.60   | 0.15%             | 2042-06-12      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FP0105                                                          | CUSIP: 3140XTDK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     936921 | PA      | $818923.98    | 0.06%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 3.6 06/21/30                                                    | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1326265.84   | 0.10%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                                     | BHCCN 5 01/30/28 144A                                              | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     650000 | PA      | $567125.00    | 0.04%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  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        |     700000 | PA      | $700243.46    | 0.05%             | 2041-10-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| ROCK TR 2024-CNTR                                                                                | ROCC 2024-CNTR E                                                   | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1895000 | PA      | $2027983.33   | 0.15%             | 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        |    1842188 | PA      | $1852927.45   | 0.14%             | 2030-04-23      | Floating      | 10.17%                | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS GFL ENVIRONMENTAL INC                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-139263.00   | -0.01%            |  |  |  | No            |                  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        |     938000 | PA      | $825636.98    | 0.06%             | 2046-10-31      | Fixed         | 5.50%                 | 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        |     800000 | PA      | $816040.00    | 0.06%             | 2028-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 0.125 07/09/30 *                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     728090 | PA      | $722661.28    | 0.05%             | 2030-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/40                                                       | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11065000 | PA      | $5740360.52   | 0.43%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Limited                                                                       | ESKOM 6.35 08/10/28 144a                                           | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    2485000 | PA      | $2564221.80   | 0.19%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands Inc                                                                               | KTB 4.125 11/15/29 144A                                            | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1190925.98   | 0.09%             | 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        |     475000 | PA      | $175778.61    | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/46                                                       | CUSIP: 912834QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     230000 | PA      | $85499.79     | 0.01%             | 2046-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brazil Minas SPE                                                                                 | MINASG 5.333 02/15/28 REGS                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     606000 | PA      | $609151.20    | 0.05%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                                     | BBCMS 2019-C4 XB                                                   | CUSIP: 07335CAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   43170000 | PA      | $1482034.73   | 0.11%             | 2052-08-16      | Variable      | 1.11%                 | 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      | $14807.42     | 0.00%             |  |  |  | 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        |     315000 | PA      | $314841.11    | 0.02%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                      | ASUCOR 8 12/31/32 144A                                             | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     600000 | PA      | $631234.84    | 0.05%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8183                                                          | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3016103 | PA      | $2632487.29   | 0.20%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Limited                                                                     | MZRHIT V3.077 04/07/31                                             | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |    2545000 | PA      | $2533216.65   | 0.19%             | 2031-04-07      | Fixed         | 3.08%                 | 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        |    2020000 | PA      | $2173277.60   | 0.16%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                                         | HHH 4.125 02/01/29 144A                                            | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3873946.17   | 0.29%             | 2029-02-01      | Fixed         | 4.12%                 | 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        |    1137000 | PA      | $1140297.30   | 0.09%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 5.662 02/23/38                                              | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1305000 | PA      | $1310578.88   | 0.10%             | 2038-02-23      | Fixed         | 5.66%                 | 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        |    2330000 | PA      | $2300603.09   | 0.17%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                                    | SMYREA 6 11/01/28 144A                                             | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1564920.32   | 0.12%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                      | CDS POST HOLDINGS INC                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-126793.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS                                                              | GOOD 2024-1GS A                                                    | CUSIP: 38237BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     771148 | PA      | $759091.28    | 0.06%             | 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        |    1347768 | PA      | $1281625.94   | 0.10%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MTG TR 2025-3BP                                                                   | NYC 2025-77C A                                                     | CUSIP: 67123LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300000 | PA      | $2332110.30   | 0.18%             | 2036-01-10      | Variable      | 4.79%                 | 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        |    1576000 | PA      | $1682695.20   | 0.13%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5585                                                          | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1325304 | PA      | $1332128.15   | 0.10%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                              | CAS 2021-R01 1B1                                                   | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1220000 | PA      | $1236249.91   | 0.09%             | 2041-10-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.943 01/21/33                                                 | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $3517307.07   | 0.27%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 6.375 08/15/33 144A                                         | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     715000 | PA      | $722342.39    | 0.05%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 0.75 07/09/30                                               | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3745274 | PA      | $3170535.97   | 0.24%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd.                                                                        | AGILE 6.05 10/13/25                                                | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    2085000 | PA      | $85902.00     | 0.01%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

**Name of Applicant:** Prudential Investment Portfolios 3

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer