# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004486
**Filing Date:** 2025-11
**Character Count:** 692154
**Document Hash:** 4851e296787a80e3694404b3d77d66aa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004486.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004486

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO FUNDS
- **CENTRAL INDEX KEY:** 0000810893

**ORGANIZATION NAME:**
- **EIN:** 952632339
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 251528312

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949-720-6000

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

## Series and Classes Contracts Data

### PIMCO Diversified Income Fund (Series ID: S000009714)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000026672 | Institutional  | PDIIX           |
| C000026673 | Administrative | PDAAX           |
| C000026674 | A              | PDVAX           |
| C000026676 | C              | PDICX           |
| C000064160 | I-2            | PDVPX           |
| C000200455 | I-3            | PDNIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Funds

- **b. Investment Company Act file number:** 811-05028

- **c. CIK number of Registrant:** 0000810893

- **d. LEI of Registrant:** 5493003B5Y5GR0Y25Y76

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 877-4626

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

- **a. Name of Series:** PIMCO Diversified Income Fund

- **b. EDGAR series identifier (if any):** S000009714

- **c. LEI of Series:** JPLOY0QGZ77SI04T0B25

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4153784252.98

**Total Liabilities:** $1118477981.87

**Net Assets:** $3035306271.11

**Delayed Delivery Securities:** $19900000.00

**Cash Not Reported:** $8822926.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 157711.406800 | **1-Year:** 155804.020900 | **5-Year:** 419575.078500 | **10-Year:** 287822.938600 | **30-Year:** 28716.322100

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

- **3-Month:** 115390.250500 | **1-Year:** 101433.303500 | **5-Year:** 224198.275600 | **10-Year:** 70751.308500 | **30-Year:** 3385.524900

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026673 | 0.55%                | 1.27%                | 1.13%                |
| Class ID C000026674 | 0.54%                | 1.25%                | 1.12%                |
| Class ID C000026676 | 0.48%                | 1.19%                | 1.06%                |
| Class ID C000064160 | 0.57%                | 1.28%                | 1.15%                |
| Class ID C000200455 | 0.56%                | 1.28%                | 1.14%                |
| Class ID C000026672 | 0.58%                | 1.29%                | 1.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1993513.85              | $-7825068.77                               |
| Month 2  | $3666023.90              | $26120266.03                               |
| Month 3  | $6873183.80              | $14301379.10                               |

**Designated Index Information**

- **Index Name:** 33.3% JP Morgan EMBI Global Index, 33.3% Bloomberg Global Aggregate Credit Hgd Index, 33.3% ICE BofA BB-B Developed Mkts High Yield Constrained Index

- **Index Identifier:** H4DC, JPEGCOMP, LGDRTRUH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 04/33 3.419                   | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2203505.22   | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                            | CLOVER HOLDINGS 2 LLC TERM LOAN B                            | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10374000 | PA      | $10396719.06  | 0.34%             | 2031-12-09      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2005-S3                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2                   | CUSIP: 466247ZP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     187534 | PA      | $79290.47     | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260630                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $92.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-0.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QX9934 FR 04/55 FIXED 6.5                  | CUSIP: 31426HBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1342742 | PA      | $1389163.57   | 0.05%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 02/30 VAR                     | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $2066746.28   | 0.07%             | 2030-02-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOMBARDIER INC SNR S* ICE                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $189690.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ3977 FN 01/48 FIXED 3.5                          | CUSIP: 3140H5M32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49119 | PA      | $45635.27     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                          | DOMINICAN REPUBLIC SR UNSECURED 144A 09/32 4.875             | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3550000 | PA      | $3400190.00   | 0.11%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                      | SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/31 3.35         | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $948809.14    | 0.03%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2004-5                                                   | GSR MORTGAGE LOAN TRUST GSR 2004 5 2A1                       | CUSIP: 36228FW51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29146 | PA      | $29157.25     | 0.00%             | 2034-05-25      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 4 PLC                                                         | TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006        | CUSIP: B3LSHBII8<br>LEI: 213800UCE6O94DGHWT77 | Long             | DBT              | CORP              | GB        |     184088 | PA      | $246543.86    | 0.01%             | 2040-10-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WORLDPAY (BOOST NEWCO BORROWER LLC)                                              | GTCR W 2 MERGER SUB LLC SR SECURED 144A 01/31 7.5            | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1592458.50   | 0.05%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)        | 1011778 BC / NEW RED FIN SECURED 144A 10/30 4                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    3400000 | PA      | $3207792.56   | 0.11%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15             | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     951689 | PA      | $930752.75    | 0.03%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM PARENT INC                                                            | NEW WINDSTREAM PREFERRED STOCK                               | CUSIP: 990AAJEB9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        383 | NS      | $382860.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 12/26 4.25          | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2022908.17   | 0.07%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESID 2006-AB1                                          | SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4              | CUSIP: 84751PKW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148662 | PA      | $147383.27    | 0.00%             | 2036-12-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                            | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D                 | CUSIP: 61750SAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     987243 | PA      | $434267.38    | 0.01%             | 2036-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM7 TRUST                                                              | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM7 A1 144A               | CUSIP: 67117XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1796322 | PA      | $1821114.85   | 0.06%             | 2063-04-25      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-B                                           | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 B B                 | CUSIP: 14320BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5500000 | PA      | $5493860.35   | 0.18%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -405298 | PA      | $-405831.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20251014                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-3001.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8                | CUSIP: ACI0725J7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   39700000 | PA      | $2307105.62   | 0.08%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL AZ0691 FN 11/45 FIXED 3.5                          | CUSIP: 3138YRXV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2858 | PA      | $2678.69      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM GOVT SERVCS HOLDNG LLC 2024 TERM LOAN B              | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    2319999 | PA      | $2322539.63   | 0.08%             | 2031-09-29      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS SR SECURED 144A 05/29 4.5           | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1038468.31   | 0.03%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2007-A9                                              | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A6               | CUSIP: 761143AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1862614 | PA      | $691666.11    | 0.02%             | 2037-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 04/35 8.5                  | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2500000 | PA      | $2772500.00   | 0.09%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                      | AKER BP ASA SR UNSECURED 144A 01/31 4                        | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1300000 | PA      | $1253465.90   | 0.04%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN GOVT                                                                  | UZBEKISTAN INTL BOND UZBEKISTAN INTL BOND                    | CUSIP: ACI2P7GV3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    2000000 | PA      | $2424954.68   | 0.08%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 05/35 6.75        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2090765.08   | 0.07%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                                   | ESKOM HOLDINGS GOVT GUARANT 144A 08/28 6.35                  | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    2000000 | PA      | $2060746.82   | 0.07%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL 080133 G2 11/27 FLOATING VAR                    | CUSIP: 36225CEF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1301 | PA      | $1311.41      | 0.00%             | 2027-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| PURE GYM LTD (PINNACLE BIDCO PLC)                                                | PINNACLE BIDCO PLC SR SECURED REGS 10/28 8.25                | CUSIP: ACI2K5J98<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3691491.74   | 0.12%             | 2028-10-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KKR CLO 28 LTD 28A                                                               | KKR FINANCIAL CLO LTD KKR 28A AR 144A                        | CUSIP: 48253WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5520866.78   | 0.18%             | 2035-02-09      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 09/28 3.875        | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     870000 | PA      | $853802.78    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/32 VAR                  | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2733632.67   | 0.09%             | 2032-04-22      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9              | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1331224.97   | 0.04%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3                | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2936771.67   | 0.10%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HIPOTECARIA SU CASITA SA                                                         | HIPOTECARIA SU CASITA SA COMMON STOCK                        | CUSIP: ACI012L97<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     157773 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QX6702 FR 02/55 FIXED 6.5                  | CUSIP: 31426CNU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     491407 | PA      | $510269.99    | 0.02%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-98379.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251010                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1589.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/50 5.805                           | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1849470.25   | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG45 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1068710.01   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-FRE2                                             | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE2 M1            | CUSIP: 46626LHB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2603758 | PA      | $2583291.22   | 0.09%             | 2036-02-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ZAR SOLD USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-31.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)                                           | IHO VERWALTUNGS GMBH SR SECURED REGS 11/29 6.75              | CUSIP: ACI2RK2X3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    4150000 | PA      | $5173224.52   | 0.17%             | 2029-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $19323.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                            | CLOVER HOLDINGS 2 LLC REVOLVER                               | CUSIP: 18914DAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1373939 | PA      | $1370133.19   | 0.05%             | 2029-12-10      | Floating      | 0.24%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 09/59 3.65                             | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5552000 | PA      | $3799006.36   | 0.13%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ CAPITAL SA                                                  | GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 04/34 8.625       | CUSIP: L4191BAB9<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |    5500000 | PA      | $4812500.00   | 0.16%             | 2034-04-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1                | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $288447.47    | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 03/31 2.5                          | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2586117.00   | 0.09%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 11/53 8.75                 | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    4600000 | PA      | $5056090.00   | 0.17%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDINGS LLC                                                   | ARIS WATER HOLDINGS LLC COMPANY GUAR 144A 04/30 7.25         | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3169570.68   | 0.10%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-3CB                                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 3CB 1A7            | CUSIP: 12667FX59<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2854454 | PA      | $2544626.92   | 0.08%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $9049.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006 AR7                                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A              | CUSIP: 93363CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     374464 | PA      | $342348.52    | 0.01%             | 2046-07-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $10834.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | LEIDOS INC COMPANY GUAR 02/31 2.3                            | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     950000 | PA      | $847923.79    | 0.03%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                                | VIKING OCEAN CRUISES SHI SR SECURED 144A 02/29 5.625         | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     550000 | PA      | $549909.25    | 0.02%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                             | EUROSAIL PLC ESAIL 2007 3X A3C REGS                          | CUSIP: B23DWGII5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      99619 | PA      | $134056.24    | 0.00%             | 2045-06-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2007-BC2               | SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2C             | CUSIP: 84752EAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4558255 | PA      | $3358638.42   | 0.11%             | 2037-04-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                                | AMERICAN AXLE + MFG INC SR SECURED 144A 10/32 6.375          | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2497341.43   | 0.08%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-3726.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                      | CUSIP: 01F0306B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   67400000 | PA      | $59214454.68  | 1.95%             | 2055-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ROMANIA EM SP BPS                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $6592.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -648529 | PA      | $-648366.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                       | REPUBLIC OF GHANA SR UNSECURED REGS 07/29 VAR                | CUSIP: ACI2RH6H1<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    2500000 | PA      | $2440159.73   | 0.08%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | INDONESIA AS SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $13171.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSUER TRUST                                                    | MIDCAP FINANCIAL ISSR TR SR UNSECURED 144A 05/28 6.5         | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $844837.10    | 0.03%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45               | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     500000 | PA      | $420097.37    | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20251028                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $823.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D B 144A             | CUSIP: 78450PAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1996000 | PA      | $2129925.21   | 0.07%             | 2053-09-15      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)                                   | OLYMPUS WATER US HOLDING CORP 2024 USD TERM LOAN             | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    2058874 | PA      | $2041291.15   | 0.07%             | 2031-06-20      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $200.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 10/46 4.5         | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     600000 | PA      | $521104.73    | 0.02%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES LIMITED                                                   | THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000          | CUSIP: ACI2VX3Q4<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |      39148 | PA      | $45542.69     | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542            | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     600000 | PA      | $599634.61    | 0.02%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                                       | HARDWOOD FUNDING LLC CORP0HRD7                               | CUSIP: 955NUHII7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2431204.10   | 0.08%             | 2028-06-07      | Fixed         | 4.84%                 | Yes           |                  3 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2005-S3                                              | CHASE MORTGAGE FINANCE CORPORA CHASE 2005 S3 A14             | CUSIP: 16162WNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     216278 | PA      | $153238.91    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 12/45 6.125                  | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2095503.30   | 0.07%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7                 | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230308 | PA      | $228996.56    | 0.01%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $7741625.64   | 0.26%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAMU MORTGAGE P/T CERTIFICATES 2007-OA1                                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA1 A1A             | CUSIP: 92926WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     238061 | PA      | $220477.85    | 0.01%             | 2047-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 06/28 5.75              | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     890000 | PA      | $915369.45    | 0.03%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ0163 FN 12/47 FIXED 3.5                          | CUSIP: 3140H1FD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     332508 | PA      | $309375.70    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                                       | OCS GROUP HOLDINGS LTD GBP TERM LOAN B                       | CUSIP: BA000BQB0<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |    5100000 | PA      | $6861833.77   | 0.23%             | 2031-11-28      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                      | FED REPUBLIC OF BRAZIL SR UNSECURED 01/56 7.25               | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4864000 | PA      | $4925286.40   | 0.16%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2025 4A A3                | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12500000 | PA      | $12554536.25  | 0.41%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 09/30 3.5                               | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1175220.55   | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10/32 4.95        | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    4100000 | PA      | $4051974.12   | 0.13%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-A1                                             | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A1 A3               | CUSIP: 59023MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5466317 | PA      | $1650084.23   | 0.05%             | 2037-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-13                                                | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 13 6A1               | CUSIP: 61756HBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3863299 | PA      | $1988210.71   | 0.07%             | 2037-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85               | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5425000 | PA      | $3383907.77   | 0.11%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                      | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 02/50 4.375       | CUSIP: 71568PAM1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    1000000 | PA      | $805963.00    | 0.03%             | 2050-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORPORATION                                                             | INGEVITY CORP COMPANY GUAR 144A 11/28 3.875                  | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1538806.08   | 0.05%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/32 3.375       | CUSIP: ACI2V6L67<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    3825000 | PA      | $4537043.35   | 0.15%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC SR UNSECURED REGS 09/33 0.75               | CUSIP: ACI202DP7<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    4200000 | PA      | $3998219.06   | 0.13%             | 2033-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FIN SVCS INC COMPANY GUAR 144A 09/31 5.75           | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2356368.48   | 0.08%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                       | REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     591061 | PA      | $507702.40    | 0.02%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSECURED 01/33 8.875                        | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $325382.26    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC COMPANY GUAR 144A 06/32 6.25                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5970467.80   | 0.20%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QA3                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA3 A1              | CUSIP: 74923XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     185446 | PA      | $168840.22    | 0.01%             | 2037-05-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| U C B SA                                                                         | UCB SA SR UNSECURED REGS 03/30 4.25                          | CUSIP: ACI2N9H24<br>LEI: 2138008J191VLSGY5A09 | Long             | DBT              | CORP              | BE        |    1100000 | PA      | $1336012.67   | 0.04%             | 2030-03-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC COMPANY GUAR 144A 02/28 4.5              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1200327.38   | 0.04%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/31 2.55                     | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1058879.46   | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ABILENE DC 3 LLC/ABILENE DC 4 LLC                                                | PROJECT FLASH DELAYED DRAW TERM LOAN 2                       | CUSIP: BA000KJT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2000000 | PA      | $2000000.00   | 0.07%             | 2030-04-30      | Floating      | 3.55%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT NZD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $944.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL JSC                                                         | KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/47 5.75         | CUSIP: Y4596HAD9<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    3600000 | PA      | $3361230.07   | 0.11%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                         | SNAP INC SR UNSECURED 144A 03/34 6.875                       | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5377546.53   | 0.18%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBACKED SEC 2005-HE7                                            | BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE7 M3             | CUSIP: 073879ZJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7963978 | PA      | $7990203.47   | 0.26%             | 2035-07-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| NOURYON (STARFRUIT FINCO BV)                                                     | NOURYON FINANCE BV 2024 EUR TERM LOAN B                      | CUSIP: BA0004LD7<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |     755307 | PA      | $890351.55    | 0.03%             | 2028-04-03      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                                              | ERSTE GROUP BANK AG 12/99 7                                  | CUSIP: ACI2P1704<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    2400000 | PA      | $3060144.27   | 0.10%             | 2031-04-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-2                     | MORTGAGEIT TRUST MHL 2007 2 A1                               | CUSIP: 61915CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2795973 | PA      | $2128632.42   | 0.07%             | 2037-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 10/34 VAR                                       | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2500000 | PA      | $2789997.40   | 0.09%             | 2034-10-19      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                     | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1558067.00   | 0.05%             | 2031-06-28      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                            | IVORY COAST SR UNSECURED REGS 01/37 8.25                     | CUSIP: ACI2MLY11<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     900000 | PA      | $940895.59    | 0.03%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 09/31 5.625        | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2000000 | PA      | $2040793.00   | 0.07%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MACEDONIA GOVT                                                                   | NORTH MACEDONIA SR UNSECURED REGS 06/26 3.675                | CUSIP: ACI1MQ7D6<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    2000000 | PA      | $2349204.93   | 0.08%             | 2026-06-03      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-R1                                              | RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2               | CUSIP: 76113MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     715911 | PA      | $192920.46    | 0.01%             | 2046-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-9205.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO (AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC)                    | ABC SUPPLY CO INC SR UNSECURED 144A 11/29 3.875              | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $949701.40    | 0.03%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY MORGAN STANLEY                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5470712.74   | 0.18%             | 2035-07-19      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORP LOAN TRUST 2006-AR1                                           | GMAC MORTGAGE CORPORATION LOAN GMACM 2006 AR1 1A1            | CUSIP: 36185MDN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26648 | PA      | $22144.25     | 0.00%             | 2036-04-19      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST                                     | AIR CANADA 2015 1A PTT PASS THRU CE 144A 09/28 3.6           | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     394502 | PA      | $388815.77    | 0.01%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-359.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A3                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 7A1                   | CUSIP: 46628KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90538 | PA      | $88579.89     | 0.00%             | 2035-04-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                             | SARTORIUS FINANCE BV COMPANY GUAR REGS 09/35 4.875           | CUSIP: ACI2JQ1Z5<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    5200000 | PA      | $6534576.45   | 0.22%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-R1                                                 | BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21                  | CUSIP: 073866BN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     233671 | PA      | $155536.33    | 0.01%             | 2036-08-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-122337.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                    | REPUBLIC OF PARAGUAY SR UNSECURED 144A 03/48 5.6             | CUSIP: 699149AF7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1500000 | PA      | $1426185.00   | 0.05%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LIMITED                                                       | MGM CHINA HOLDINGS LTD SR UNSECURED 144A 02/27 4.75          | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    3900000 | PA      | $3893635.59   | 0.13%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP              | TARGA RESOURCES PARTNERS COMPANY GUAR 01/32 4                | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $735267.97    | 0.02%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                     | HUNGARY SR UNSECURED 144A 09/51 3.125                        | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    2100000 | PA      | $1328757.40   | 0.04%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                                | ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8          | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     960733 | PA      | $962960.44    | 0.03%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                    | PRA GROUP INC COMPANY GUAR 144A 01/30 8.875                  | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1446463.20   | 0.05%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | LITHIA MOTORS INC SR UNSECURED 144A 10/30 5.5                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2498737.50   | 0.08%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                                 | GUARA NORTE SARL SR SECURED REGS 06/34 5.198                 | CUSIP: L4R02QAA8<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    2304870 | PA      | $2259355.48   | 0.07%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEXICAN UDIBONOS BONDS 11/31 2.75                            | CUSIP: ACI1VZWM8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    9576748 | PA      | $473908.76    | 0.02%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875         | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7385690.08   | 0.24%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251125                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $10106.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                            | QNITY ELECTRONICS INC SR SECURED 144A 08/32 5.75             | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     900000 | PA      | $907989.10    | 0.03%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                                    | BOYNE USA INC SR UNSECURED 144A 05/29 4.75                   | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $981758.68    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                              | NEW IMMO HOLDING SA SR UNSECURED REGS 07/27 3.25             | CUSIP: ACI1NZ8Z5<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    2400000 | PA      | $2779994.75   | 0.09%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-185.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOHN LEWIS PLC                                                                   | JOHN LEWIS PLC SR UNSECURED REGS 12/34 4.25                  | CUSIP: ACI0B37S8<br>LEI: 213800JSUFNZLZLCVJ25 | Long             | DBT              | CORP              | GB        |     975000 | PA      | $1071315.34   | 0.04%             | 2034-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC SR SECURED 06/41 4.2                  | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     500000 | PA      | $410729.77    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC COMPANY GUAR 144A 07/28 4.625            | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2505737.01   | 0.08%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9                                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A           | CUSIP: 02146YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     230020 | PA      | $195320.08    | 0.01%             | 2046-07-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                      | INTELSAT EMERGENCE SA COMMON STOCK                           | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |      72646 | NS      | $0.07         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9                | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1270816.91   | 0.04%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTAGE SEC INC 2004-R2                                                 | AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R2 M3               | CUSIP: 03072SPK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     617741 | PA      | $602690.45    | 0.02%             | 2034-04-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 02/34 7.5                  | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    5500000 | PA      | $5792875.00   | 0.19%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG            | CUSIP: 952NPG006<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $546000.00    | 0.02%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                                    | X CORP TERM LOAN                                             | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4763265 | PA      | $4679241.38   | 0.15%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR5                                              | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1             | CUSIP: 39538WEA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16720 | PA      | $15899.95     | 0.00%             | 2045-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LN TR 2005-NC1                                               | CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC1 M3              | CUSIP: 144531BD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     996474 | PA      | $998273.81    | 0.03%             | 2035-02-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528       | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1576000 | PA      | $1515583.60   | 0.05%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2004-6                                              | STRUCTURED ASSET INVESTMENT LO SAIL 2004 6 A3                | CUSIP: 86358EJS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3096973 | PA      | $3230362.88   | 0.11%             | 2034-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV JR SUBORDINA VAR                                | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $2811774.00   | 0.09%             | 2026-11-16      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1309.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG MORTGAGE SECURITIES TRUST 2006-OPT2                                           | SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A3D              | CUSIP: 78420MAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1561748.20   | 0.05%             | 2036-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 05/32 VAR                     | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1525000 | PA      | $1411549.10   | 0.05%             | 2032-05-14      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2006-HE1                                               | ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2C             | CUSIP: 00075WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     463980 | PA      | $261403.59    | 0.01%             | 2037-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA SR UNSECURED 03/54 6.853                  | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1600000 | PA      | $1627760.00   | 0.05%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2003-60                                                   | COUNTRYWIDE HOME LOANS CWHL 2003 60 1A1                      | CUSIP: 12669FJC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17301 | PA      | $17349.92     | 0.00%             | 2034-02-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3305 FN 03/48 FIXED 3.5                          | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     584496 | PA      | $543440.00    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3                | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     700000 | PA      | $690869.53    | 0.02%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GSR MTGE LOAN TRUST 2004-7                                                       | GSR MORTGAGE LOAN TRUST GSR 2004 7 3A1                       | CUSIP: 36228F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6923 | PA      | $6721.41      | 0.00%             | 2034-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S5                                              | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 2A1             | CUSIP: 161631AZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     930649 | PA      | $9.31         | 0.00%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                             | FRONTIER COMMUNICATIONS SR SECURED 144A 10/27 5.875          | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2750360.25   | 0.09%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-1                                | BEAR STEARNS ASSET BACKED SECU BSABS 2007 1 M1               | CUSIP: 073860AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6191292 | PA      | $6340338.66   | 0.21%             | 2037-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 19 1AA PTT PASS THRU CE 08/33 3.15              | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     249057 | PA      | $233752.72    | 0.01%             | 2033-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260218                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-19027.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 3 B                | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $8053318.40   | 0.27%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $408.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC SR UNSECURED 06/30 5                     | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2179940.71   | 0.07%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-5                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3               | CUSIP: 059523AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     196218 | PA      | $166841.82    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QS7                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS7 1A3             | CUSIP: 74923WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38355 | PA      | $32138.15     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORPORATION                                                   | SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875             | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $985680.65    | 0.03%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                    | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/61 7.5           | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    4000000 | PA      | $3141247.48   | 0.10%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $14947.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251027                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $352.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NZD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $44.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 09/28 5.625                             | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1366319.65   | 0.05%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                                   | REPUBLIC OF GUATEMALA SR UNSECURED REGS 06/50 6.125          | CUSIP: P5015VAJ5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1400000 | PA      | $1356767.86   | 0.04%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR5                                              | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR5 2A1            | CUSIP: 94983RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9130 | PA      | $9072.46      | 0.00%             | 2036-04-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-282968.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| APACHE CORPORATION                                                               | APACHE CORP SR UNSECURED 11/27 4.875                         | CUSIP: 037411BJ3<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     870000 | PA      | $876102.45    | 0.03%             | 2027-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-7                                                | VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A              | CUSIP: 92539YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5080946 | PA      | $5165226.19   | 0.17%             | 2068-10-25      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                         | ENCORE CAPITAL GROUP INC SR SECURED 144A 05/30 8.5           | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2019312.40   | 0.07%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL AL9865 FN 02/47 FIXED VAR                          | CUSIP: 3138ER6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     494717 | PA      | $446306.73    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75               | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $76400.15     | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                    | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375         | CUSIP: ACI1B3V91<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   12800000 | PA      | $14435450.69  | 0.48%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2023-B                                             | COLLEGE AVE STUDENT LOANS CASL 2023 B B 144A                 | CUSIP: 19425MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2043950 | PA      | $2137739.96   | 0.07%             | 2054-06-25      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLINE 21 1A EETC PASS THRU CE 01/36 2.875             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3314565 | PA      | $3009575.52   | 0.10%             | 2036-01-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5                | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     130000 | PA      | $88824.68     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $282998.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 C                | CUSIP: 80287NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6800000 | PA      | $6897150.24   | 0.23%             | 2031-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 01/41 6                     | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3500000 | PA      | $3063377.66   | 0.10%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA SR UNSECURED 03/31 7.5                    | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    4100000 | PA      | $4512460.00   | 0.15%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $22026.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J14                                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J14 A3             | CUSIP: 12668AQ24<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     309500 | PA      | $184763.32    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2006-AR19                                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR19 1A2            | CUSIP: 45660GAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43783 | PA      | $27445.74     | 0.00%             | 2036-08-25      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DC3280 FN 09/54 FIXED 6.5                          | CUSIP: 3140AQUE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1307392 | PA      | $1353458.63   | 0.04%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-2                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 B 144A            | CUSIP: 69545GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2299758 | PA      | $2312246.81   | 0.08%             | 2032-10-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1A 144A           | CUSIP: 78450PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3122369 | PA      | $3301050.63   | 0.11%             | 2053-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOEING CO/THE SNR S* ICE                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1774.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                                   | REPUBLIC OF GUATEMALA SR UNSECURED REGS 05/26 4.5            | CUSIP: P5015VAF3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    4000000 | PA      | $3990000.00   | 0.13%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | REPUBLIC OF NIGERIA SR UNSECURED 144A 09/33 7.375            | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1600000 | PA      | $1518001.73   | 0.05%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-2                                                  | BEAR STEARNS ALT A TRUST BALTA 2006 2 23A1                   | CUSIP: 07386HF71<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115197 | PA      | $93930.27     | 0.00%             | 2036-03-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-10                                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 2A3A             | CUSIP: 17313QAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13739 | PA      | $12832.69     | 0.00%             | 2037-09-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-43                                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 2A1             | CUSIP: 12667G5V1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6008 | PA      | $4770.66      | 0.00%             | 2035-10-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 12/26 2.2                | CUSIP: ACI1H0BK8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $4473136.64   | 0.15%             | 2026-12-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST 2018-COR3                                                    | COMM MORTGAGE TRUST COMM 2018 COR3 A3                        | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $985908.00    | 0.03%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTGE PT TR 2007-2                                                  | FIRST HORIZON MORTGAGE PASS TH FHASI 2007 2 1A5              | CUSIP: 320520AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     389255 | PA      | $115243.20    | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05                  | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92649.92     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251010                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $348.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 5.625        | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4405585.10   | 0.15%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     444000 | PA      | $381418.78    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A4                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A3                   | CUSIP: 46631JAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     121120 | PA      | $92946.56     | 0.00%             | 2037-06-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4                 | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2700000 | PA      | $753228.50    | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVEST LN TR 2006-BNC3                                          | STRUCTURED ASSET INVESTMENT LO SAIL 2006 BNC3 A3             | CUSIP: 86361KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10999 | PA      | $10972.43     | 0.00%             | 2036-09-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2                | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1983639.14   | 0.07%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                      | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  114600000 | PA      | $2687489.87   | 0.09%             | 2028-09-06      | Fixed         | 46.96%                | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                       | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1      | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |   31400000 | PA      | $9744531.33   | 0.32%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDC SR SECURED REGS 02/38 6.129         | CUSIP: ACI2CZC56<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    3700000 | PA      | $3941192.68   | 0.13%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-174.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP               | LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 02/27 4.25        | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1120935.51   | 0.04%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ2758 FN 05/48 FIXED 3.5                          | CUSIP: 3140H4B45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     145314 | PA      | $134911.46    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.75000 12/20/28-5Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $747868.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TWILIO INC                                                                       | TWILIO INC COMPANY GUAR 03/29 3.625                          | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1717306.38   | 0.06%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                          | DOMINICAN REPUBLIC SR UNSECURED 144A 02/48 6.5               | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1250000 | PA      | $1248375.00   | 0.04%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC COMPANY GUAR 144A 04/30 4.625              | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2422570.17   | 0.08%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR3                                                 | GSR MORTGAGE LOAN TRUST GSR 2005 AR3 6A1                     | CUSIP: 36242D4W0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107346 | PA      | $79721.71     | 0.00%             | 2035-05-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-175.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1                       | ACE SECURITIES CORP. ACE 2006 HE1 A2D                        | CUSIP: 004421WQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12855 | PA      | $12806.99     | 0.00%             | 2036-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/30 4.125            | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2346498.93   | 0.08%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | ENTERGY TEXAS INC 1ST MORTGAGE 03/31 1.75                    | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1750010.20   | 0.06%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                         | DIRECTV FIN LLC/COINC SR SECURED 144A 08/27 5.875            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1189000 | PA      | $1188563.64   | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP COMPANY GUAR 144A 03/31 5.625                      | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3377043.17   | 0.11%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                    | FREEDOM MORTGAGE HOLD SR UNSECURED 144A 04/32 8.375          | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3146940.00   | 0.10%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                                                              | IVANTI SOFTWARE INC 2025 1ST LIEN TERM LOAN                  | CUSIP: 46583DAH2<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    1301714 | PA      | $1087581.75   | 0.04%             | 2029-06-01      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                        | EXPAND ENERGY CORP COMPANY GUAR 02/29 5.375                  | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     660000 | PA      | $660264.47    | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345                | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    3000000 | PA      | $2945658.81   | 0.10%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-AR1                                                 | GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1                     | CUSIP: 3623414A4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25499 | PA      | $24097.35     | 0.00%             | 2036-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ROMANIA EM SP BRC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-96717.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INV TRUST 2007-MLN1                                           | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2D            | CUSIP: 59024UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     367284 | PA      | $345573.13    | 0.01%             | 2037-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP JPM                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $6499.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                             | ROCKET COS INC COMPANY GUAR 144A 08/30 6.125                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1951404.50   | 0.06%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CHARLES RIVER LABORATORI COMPANY GUAR 144A 05/28 4.25        | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     420000 | PA      | $411151.48    | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/29 VAR               | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    7581204 | PA      | $5193124.74   | 0.17%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/36 6.45             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     250000 | PA      | $265868.00    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                            | SCURALPHA 1503 GMBH USD TERM LOAN B1                         | CUSIP: D7001LAC7<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |     975279 | PA      | $901260.52    | 0.03%             | 2030-03-29      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVT TR 2006-1                                            | AMERICAN HOME MORTGAGE INVESTM AHM 2006 1 2A3                | CUSIP: 02660TJG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     480000 | PA      | $164479.03    | 0.01%             | 2035-12-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL 190445 FN 03/55 FIXED VAR                          | CUSIP: 31368HP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1168709 | PA      | $1208772.46   | 0.04%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC / CHOBANI FINANCE CORP INC                                           | CHOBANI LLC/FINANCE CORP SR SECURED 144A 11/28 4.625         | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1880898.73   | 0.06%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 10/28 3.125                 | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1854464.42   | 0.06%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575            | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     740656 | PA      | $726560.86    | 0.02%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC                                   | PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000          | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |    7600000 | PA      | $5727930.00   | 0.19%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1753583.35  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM2                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM2 A1 144A        | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12864765 | PA      | $12977046.46  | 0.43%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                            | MERCURY AGGREGATOR L P TRANCHE 2 TERM LOAN                   | CUSIP: BA000FDW9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      21223 | PA      | $6241.67      | 0.00%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB                                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A13           | CUSIP: 02149HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79317 | PA      | $40517.12     | 0.00%             | 2037-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75                  | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   13456000 | PA      | $11113726.19  | 0.37%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                        | MEDLINE BORROWER/MEDL CO SR SECURED 144A 04/29 6.25          | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4106618.64   | 0.14%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $16917.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 10/30 VAR                  | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2174190.30   | 0.07%             | 2030-10-22      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                                   | REPUBLIC OF SRI LANKA SR UNSECURED 144A 04/28 4              | CUSIP: ACI2SS7B8<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     865034 | PA      | $829783.81    | 0.03%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                          | WINDSTREAM SERVICES/ESCR SR SECURED 144A 10/31 8.25          | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2384298.20   | 0.08%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES IP LTD                                            | DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75          | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2721336.23   | 0.09%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $104.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                              | PRESTIGE BRANDS INC COMPANY GUAR 144A 01/28 5.125            | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99273.23     | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20251215                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-43910.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                      | PROJECT MERCURY EUR TERM LOAN                                | CUSIP: 948FJBII0<br>LEI: 254900W94OCY91V32O78 | Long             | LON              | NUSS              | RS        |    2454545 | PA      | $2963260.08   | 0.10%             | 2030-08-11      | Floating      | 6.69%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | FORD MOTOR CREDIT COMPANY LLC SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $28024.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                                                  | BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1                    | CUSIP: 073868AM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92130 | PA      | $41575.14     | 0.00%             | 2036-11-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                                   | REPUBLIC OF GUATEMALA SR UNSECURED 144A 04/32 5.375          | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     700000 | PA      | $705950.88    | 0.02%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CLOSED JOINT-STOCK COMPANY                                 | SOUTHERN GAS CORRIDOR GOVT GUARANT REGS 03/26 6.875          | CUSIP: Y8T6JPAA4<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    6980000 | PA      | $7067219.50   | 0.23%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5472 FN 09/54 FIXED 6.5                          | CUSIP: 31418FCJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1598608 | PA      | $1653613.75   | 0.05%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                     | REPUBLIC OF CHILE SR UNSECURED 01/32 3.75                    | CUSIP: ACI2T1RL2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    3100000 | PA      | $3725523.39   | 0.12%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                                   | ANGLOGOLD HOLDINGS PLC COMPANY GUAR 10/30 3.75               | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     400000 | PA      | $381797.37    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                                                    | NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875                  | CUSIP: ACI21LG55<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |     600000 | PA      | $478260.00    | 0.02%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                                   | TEAMSYSTEM SPA SR SECURED REGS 02/28 3.5                     | CUSIP: ACI1VGBJ0<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     400000 | PA      | $467799.03    | 0.02%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QA6                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1              | CUSIP: 74922MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69112 | PA      | $63324.84     | 0.00%             | 2036-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                         | TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39                  | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    2100000 | PA      | $1939775.46   | 0.06%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $55447.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                                 | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8                 | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $934167.98    | 0.03%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251103                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-97196.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-3                                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A               | CUSIP: 41161QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105129 | PA      | $53721.47     | 0.00%             | 2036-06-19      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC COMMON STOCK                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       4701 | NS      | $127044.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $24.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ESKOM GG LOAN SNR EM SP DUB                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $301107.97    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| TESCO PROPERTY FINANCE 6 PLC                                                     | TESCO PROPERTY FIN 6 PLC SR SECURED REGS 07/44 5.4111        | CUSIP: B9JST3II3<br>LEI: 213800FORYFOB97FHO66 | Long             | DBT              | CORP              | GB        |      85597 | PA      | $110340.86    | 0.00%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST SR UNSECURED 144A 01/31 5.75         | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3001883.64   | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55                                   | WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C55 A5              | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $839486.88    | 0.03%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 01/30 5.565                               | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3400000 | PA      | $3550359.56   | 0.12%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A1                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 6A1                   | CUSIP: 46630GAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7500 | PA      | $7303.70      | 0.00%             | 2035-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR HOME EQUITY LOAN TR 2007-A                                            | NATIONSTAR HOME EQUITY LOAN TR NSTR 2007 A M3                | CUSIP: 63860HAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2740749.30   | 0.09%             | 2037-03-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LN TR 2007-A6                                           | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A3              | CUSIP: 18976GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     331662 | PA      | $291708.93    | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED REGS 01/28 3.375                 | CUSIP: ACI1FL2Y4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1025000 | PA      | $1037934.16   | 0.03%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC (LOYALTY)                                                    | SPIRIT LOYALTY KY LTD/IP SR SECURED 144A 03/30 VAR           | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     828268 | PA      | $352527.43    | 0.01%             | 2030-03-12      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 10/32 3.5                | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2049013.52   | 0.07%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STOR COMPANY GUAR 144A 12/32 9.625              | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    3698175 | PA      | $4192084.76   | 0.14%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                 | VIRGIN MEDIA SECURED FIN SR SECURED REGS 05/29 5.25          | CUSIP: ACI1BWMH9<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $131743.18    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $125351.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RJ2411 FR 09/54 FIXED 6.5                  | CUSIP: 3142GSVD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1128340 | PA      | $1172310.97   | 0.04%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.84200 03/04/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-56873.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC COMPANY GUAR 01/32 7.75                    | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    5975000 | PA      | $6951634.30   | 0.23%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2004-1                                           | RENAISSANCE HOME EQUITY LOAN T RAMC 2004 1 AV3               | CUSIP: 759950CC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1080970 | PA      | $969946.72    | 0.03%             | 2034-05-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251010                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-4274.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815            | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     800000 | PA      | $780564.32    | 0.03%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CC MORTGAGE FUNDING CORP 2005-AA                                                 | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 AA A2 144A         | CUSIP: 16678RDC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41120 | PA      | $39268.63     | 0.00%             | 2036-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DD5573 FN 03/55 FIXED 6.5                          | CUSIP: 3140B6FP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1351891 | PA      | $1408594.49   | 0.05%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3012071.07   | 0.10%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                    | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                     | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  384300000 | PA      | $8029581.07   | 0.26%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM4                                | SECURITIZED ASSET BACKED RECEI SABR 2006 WM4 A2D             | CUSIP: 81377XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22858511 | PA      | $6330916.06   | 0.21%             | 2036-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-OA1                                                 | GSR MORTGAGE LOAN TRUST GSR 2006 OA1 2A3                     | CUSIP: 362631AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10635530 | PA      | $2296113.10   | 0.08%             | 2046-08-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A4                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 1A1                   | CUSIP: 46628LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31931 | PA      | $21450.56     | 0.00%             | 2036-06-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2003-AR9                                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 1A6             | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     864572 | PA      | $858953.71    | 0.03%             | 2033-09-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                      | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/30 3           | CUSIP: 71568PAN9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    5200000 | PA      | $4878443.44   | 0.16%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8464 FR 09/54 FIXED 6.5                  | CUSIP: 3132DWMM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1611369 | PA      | $1664383.81   | 0.05%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XI LTD 2019-2A                                                       | ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A                      | CUSIP: 01750HAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4052551 | PA      | $4058138.22   | 0.13%             | 2033-01-19      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SR UNSECURED 05/31 6.388                       | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1525489.99   | 0.05%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3107310.00   | 0.10%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/30 6.625            | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $2133644.17   | 0.07%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSECURED 144A 08/30 5.625                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5475103.20   | 0.18%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2017-3A                                                                 | VOYA CLO LTD VOYA 2017 3A A1RR 144A                          | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3300000 | PA      | $3304234.73   | 0.11%             | 2034-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.9255 05/08/25-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-12678.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    2400000 | NS      | $2257320.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC COMPANY GUAR 11/32 4.3                          | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1570021.20   | 0.05%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                                     | MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 5.75          | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     404430 | PA      | $353464.92    | 0.01%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375               | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1198848 | PA      | $1179994.64   | 0.04%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEXAWARE TECHNOLOGIES (CA MAGNUM HOLDINGS)                                       | CA MAGNUM HOLDINGS SR SECURED 144A 10/26 5.375               | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    2400000 | PA      | $2395483.68   | 0.08%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR10                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1            | CUSIP: 93363EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125428 | PA      | $110069.80    | 0.00%             | 2036-09-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                     | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/40 VAR              | CUSIP: ACI1Q6LS7<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    2778480 | PA      | $1842479.55   | 0.06%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGGE ACQUIS CORP 2005-OPT2                                            | JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT2 M4            | CUSIP: 46626LEP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1157148 | PA      | $1145542.61   | 0.04%             | 2035-12-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-C                                    | CPS AUTO TRUST CPS 2025 C C 144A                             | CUSIP: 12634SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7200000 | PA      | $7221450.24   | 0.24%             | 2031-10-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 03/19/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2068740.82   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ROMANIA EM SP BOA                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-199357.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSECURED 06/31 3.5                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1304005.78   | 0.04%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                      | REPUBLIC OF SERBIA SR UNSECURED REGS 09/36 2.05              | CUSIP: ACI20JKL1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     900000 | PA      | $825768.53    | 0.03%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2006-19                        | COUNTRYWIDE HOME LOANS CWHL 2006 19 1A7                      | CUSIP: 12543XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2702686 | PA      | $1251212.33   | 0.04%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-60305.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    4200000 | NS      | $4135236.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69                  | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   10170000 | PA      | $9253083.99   | 0.30%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY43 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4564757.57   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 144A 01/28 5.625                      | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     750000 | PA      | $766545.15    | 0.03%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 2 PLC                                                         | TESCO PROPERTY FIN 2 PLC SR SECURED REGS 10/39 6.0517        | CUSIP: B41QB0II2<br>LEI: 2138008F9VZUZWUBZD27 | Long             | DBT              | CORP              | GB        |    6258614 | PA      | $8581955.27   | 0.28%             | 2039-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/31 4           | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1302256.59   | 0.04%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20260326                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-2958.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 08/41 4.28                | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     724000 | PA      | $588431.00    | 0.02%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| VB DPR FINANCE COMPANY                                                           | VB DPR FINANCE COMPANY VAKIFBANK DPR 2025 E 4A2 SR SE        | CUSIP: 959DHQII0<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4435930.14   | 0.15%             | 2035-03-15      | Fixed         | 6.83%                 | Yes           |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BH4959 FN 08/47 FIXED 3.5                          | CUSIP: 3140GTQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53431 | PA      | $49950.92     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC        | HILTON GRAND VAC LLC/INC COMPANY GUAR 144A 07/31 4.875       | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1027373.70   | 0.03%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                              | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR         | CUSIP: ACI0ZY1X9<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    2400000 | PA      | $3089772.61   | 0.10%             | 2028-01-18      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65             | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     354750 | PA      | $345195.38    | 0.01%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 04/30 3.875                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4561077.68   | 0.15%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AAMES MORTGAGE INVESTMENT TRUST 2005-1                                           | AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 1 M6                | CUSIP: 00252FBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5659155 | PA      | $5073949.17   | 0.17%             | 2035-06-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $2081.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251202                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $309720.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                          | STANDARD INDUSTRI INC/NY SR UNSECURED 144A 01/28 4.75        | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1190667.80   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 04/49 5           | CUSIP: 80413TAJ8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     300000 | PA      | $276449.33    | 0.01%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY44 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $6878975.48   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-22.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                      | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 07/49 4.875       | CUSIP: 71568PAK5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    3200000 | PA      | $2771907.52   | 0.09%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 08/29 2.85                  | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93716.93     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 02/30 4.125         | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $569128.14    | 0.02%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                     | REPUBLIC OF SENEGAL SR UNSECURED REGS 05/33 6.25             | CUSIP: V7691DAX4<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     800000 | PA      | $581493.83    | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | REPUBLIC OF NIGERIA SR UNSECURED REGS 02/32 7.875            | CUSIP: V342A3BV5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    3000000 | PA      | $2987544.66   | 0.10%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA                                | NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA A1B 144A            | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     705755 | PA      | $712253.37    | 0.02%             | 2072-03-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 01/28 6.625                | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20496.72     | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                          | DOMINICAN REPUBLIC SR UNSECURED REGS 01/45 6.85              | CUSIP: P3579EBE6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    4800000 | PA      | $4985040.00   | 0.16%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                                                     | DELOITTE LLP SR UNSEC                                        | CUSIP: 938WPEII2<br>LEI: 549300FJV7IV1ZHGAV28 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2049727.72   | 0.07%             | 2035-01-30      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLN 15 2 AA PTT PASS THRU CE 03/29 3.6                | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     549915 | PA      | $539404.18    | 0.02%             | 2029-03-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DC3275 FN 09/54 FIXED 6.5                          | CUSIP: 3140AQT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1590783 | PA      | $1648394.20   | 0.05%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2544566.40   | 0.08%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BANCO VOTORANTIM SA                                                              | BANCO VOTORANTIM SA/LUX SR UNSECURED 144A 04/28 5.875        | CUSIP: 05975C2A0<br>LEI: X2EUTZGMHS8RBQFIUS93 | Long             | DBT              | CORP              | BR        |    1400000 | PA      | $1425550.00   | 0.05%             | 2028-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-147.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 07/35 VAR                   | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $4029626.21   | 0.13%             | 2035-07-22      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 07/51 3.375               | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     100000 | PA      | $67180.24     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                                     | MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 11.5          | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     216498 | PA      | $226702.63    | 0.01%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2007-FLX3                                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX3 A2             | CUSIP: 45670AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54296 | PA      | $69280.86     | 0.00%             | 2037-06-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-8707.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC)            | FIRSTENERGY TRANSMISSION SR UNSECURED 144A 09/28 2.866       | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1922467.04   | 0.06%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DD5425 FN 05/55 FIXED 6.5                          | CUSIP: 3140B6A39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1622860 | PA      | $1685729.67   | 0.06%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2                         | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4            | CUSIP: 46628TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     839406 | PA      | $389685.19    | 0.01%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                                                     | DELOITTE LLP SR UNSEC A                                      | CUSIP: 958XFEII6<br>LEI: 549300FJV7IV1ZHGAV28 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2047486.36   | 0.07%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| STAGWELL (MIDAS OPCO HOLDINGS LLC)                                               | MIDAS OPCO HOLDINGS LLC COMPANY GUAR 144A 08/29 5.625        | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1361155.32   | 0.04%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VNOM SUB INC                                                                     | VIPER ENERGY INC/OLD SR UNSECURED 144A 11/27 5.375           | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2562048.00   | 0.08%             | 2027-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                        | REALTY INCOME CORP REALTY INCOME CORP                        | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     500000 | PA      | $494367.72    | 0.02%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIMA FINANCE DESIGNATED ACTIVITY COMPANY                                         | CIMA FINANCE LTD SECURED REGS 09/29 2.95                     | CUSIP: ACI1SB354<br>LEI: 213800AALTMFR1SJLJ51 | Long             | DBT              | CORP              | IE        |    1899584 | PA      | $1778428.95   | 0.06%             | 2029-09-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SABESP LUX SARL                                                                  | SABESP LUX SARL COMPANY GUAR 144A 08/30 5.625                | CUSIP: 785170AB7<br>LEI: 984500C7VFFH4QD3B757 | Long             | DBT              | CORP              | LU        |    2800000 | PA      | $2815821.37   | 0.09%             | 2030-08-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A 06/33 6.625                         | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3300000 | PA      | $3634062.89   | 0.12%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING COMPANY                                          | CLEVELAND ELECTRIC ILLUM SR UNSECURED 144A 11/30 4.55        | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $594819.39    | 0.02%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP COMPANY GUAR 09/50 2.65                   | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     300000 | PA      | $184172.61    | 0.01%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EQUINITI (ARMOR HOLDCO INC)                                                      | ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5                 | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |     550000 | PA      | $549266.30    | 0.02%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 02/28 3.75               | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1280156.50   | 0.04%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-15618.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/29 2.625                    | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2349537.60   | 0.08%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ALROSA FINANCE SA                                                                | ALROSA FINANCE SA COMPANY GUAR 144A 06/27 3.1                | CUSIP: 02109TAE2<br>LEI: 254900MMZQESKBV0DI36 | Long             | DBT              | CORP              | LU        |    5500000 | PA      | $330000.00    | 0.01%             | 2027-06-25      | Fixed         | 3.10%                 | No            |                  3 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-28CB                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 28CB A18           | CUSIP: 02147TAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2861457 | PA      | $1334505.97   | 0.04%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | FINASTRA USA INC 2025 1ST LIEN TERM LOAN                     | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    4500000 | PA      | $4486342.50   | 0.15%             | 2032-07-30      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-0.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                          | SASOL FINANCING USA LLC COMPANY GUAR 09/26 4.375             | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1792027.98   | 0.06%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV COMPANY GUAR 144A 11/30 2.2                  | CUSIP: 46653KAA6<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     335000 | PA      | $294328.03    | 0.01%             | 2030-11-23      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4                 | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $96928.45     | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75             | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3500000 | PA      | $2808985.94   | 0.09%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FS8786 FN 07/54 FIXED VAR                          | CUSIP: 3140XQXQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1279246 | PA      | $1330389.59   | 0.04%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                             | WEYERHAEUSER CO SR UNSECURED 10/27 6.95                      | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     460000 | PA      | $485439.15    | 0.02%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6                | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $252855.59    | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5                | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1247851.16   | 0.04%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/43 3.875                                  | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28000000 | PA      | $25420937.36  | 0.84%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                  | EQT CORP SR UNSECURED 07/27 6.5                              | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1976320.87   | 0.07%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2248                                                                 | FREDDIE MAC FHR 2248 FB                                      | CUSIP: 3133TPV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1044 | PA      | $1042.24      | 0.00%             | 2030-09-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL | BROOKFIELD PPTY REIT INC SR SECURED 144A 05/26 5.75          | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1037000 | PA      | $1034998.69   | 0.03%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25               | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $157667.54    | 0.01%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MASTR ADJ RATE MTGE TRUST 2007-HF1                                               | MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF1 A1              | CUSIP: 57645RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79532 | PA      | $31143.28     | 0.00%             | 2037-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVOLEX (CLYDESDALE ACQUISITION HOLDINGS INC)                                    | CLYDESDALE ACQUISITION SR SECURED 144A 04/32 6.75            | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $4003720.50   | 0.13%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                        | CABLEVISION LIGHTPATH SR SECURED 144A 09/27 3.875            | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     325000 | PA      | $315794.77    | 0.01%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KONA SPC LTD                                                                     | KONA SPC LTD COMPANY GUAR 144A 09/26 VAR                     | CUSIP: ACI3000D0<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1408860.80   | 0.05%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                        | VMED O2 UK FINAN SR SECURED 144A 01/31 4.25                  | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    3850000 | PA      | $3572301.96   | 0.12%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                            | ALABAMA POWER CO SR UNSECURED 09/30 1.45                     | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1376900.52   | 0.05%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA ENI SPA                                              | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    3425000 | PA      | $3525124.36   | 0.12%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA BPCE SA                                              | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2500000 | PA      | $2655182.83   | 0.09%             | 2029-10-19      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20251113                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-1956.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                                | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5         | CUSIP: B1VXHCII8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   27535000 | PA      | $4488205.00   | 0.15%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $2.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIETNAM GOVT                                                                     | SOCIALIST REP OF VIETNAM SECURED 03/28 VAR                   | CUSIP: 583140II1<br>LEI: 5493008AE7RS4XK4BZ08 | Long             | DBT              | NUSS              | VN        |    3513333 | PA      | $3371414.96   | 0.11%             | 2028-03-12      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                                          | EMPRESA DE LOS FERROCARR SR UNSECURED 144A 08/50 3.068       | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |    1700000 | PA      | $1077859.38   | 0.04%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2025-1A                                                         | FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A                 | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1117665 | PA      | $1116068.77   | 0.04%             | 2031-02-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-A                                           | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A B                 | CUSIP: 14319UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4800000 | PA      | $4867507.20   | 0.16%             | 2030-09-16      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                              | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A            | CUSIP: 41162DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     311954 | PA      | $275853.67    | 0.01%             | 2038-01-19      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                                   | REPUBLIC OF SRI LANKA SR UNSECURED 144A 03/33 VAR            | CUSIP: ACI2SS6G8<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1863252 | PA      | $1601549.65   | 0.05%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-12N                                                         | LEHMAN XS TRUST LXS 2007 12N 2A1                             | CUSIP: 52524YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     237080 | PA      | $218874.10    | 0.01%             | 2037-07-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-7AX                                               | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3              | CUSIP: 61754HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195622 | PA      | $51392.82     | 0.00%             | 2037-04-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / MIDWEST GAMING FINANCE CORP                        | MIDWEST GMNG BOR/MWG FIN SR SECURED 144A 05/29 4.875         | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1361878.56   | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251202                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $18433.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2018-1                                              | RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2              | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1262975 | PA      | $1306876.01   | 0.04%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TURKEY EM SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-18892.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 11/33 8.75                     | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    3440000 | PA      | $4330616.00   | 0.14%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LIFEPOINT HEALTH INC SR SECURED 144A 02/32 8.375             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3199914.57   | 0.11%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 04/60 3.85                          | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2202278.91   | 0.07%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC JR SUBORDINA 12/99 VAR                         | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    1575000 | NS      | $1569345.75   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 7 LTD 2019-7A                                           | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A           | CUSIP: 03331FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     804812 | PA      | $803055.40    | 0.03%             | 2037-04-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                        | QXO BUILDING PRODUCTS SR SECURED 144A 04/32 6.75             | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3113688.57   | 0.10%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSECURED 09/43 7.375                        | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2130000 | PA      | $1973131.68   | 0.07%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DB0964 FN 04/54 FIXED 6                            | CUSIP: 3140AACA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3986720 | PA      | $4084379.25   | 0.13%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05             | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2037309.75   | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 07/30 2.679                 | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2300000 | PA      | $2114794.46   | 0.07%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2006-4                                                   | HOME EQUITY ASSET TRUST HEAT 2006 4 2A4                      | CUSIP: 437084VN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2197630 | PA      | $2182951.18   | 0.07%             | 2036-08-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM1                                | SECURITIZED ASSET BACKED RECEI SABR 2006 WM1 A2C             | CUSIP: 81375WKD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190149 | PA      | $187235.81    | 0.01%             | 2035-12-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA 2023 USD TERM LOAN B14                      | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    5812398 | PA      | $5638025.61   | 0.19%             | 2028-08-15      | Floating      | 9.49%                 | No            |                  3 | On Loan: No      |
| DIRECT CHASSISLINK (DCLI BIDCO LLC)                                              | DCLI BIDCO LLC 2ND MORTGAGE 144A 11/29 7.75                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $2029407.90   | 0.07%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2004-1                                                | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 1 M1               | CUSIP: 542514EU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     629545 | PA      | $628122.82    | 0.02%             | 2034-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/35 5.75                              | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2614895.25   | 0.09%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                                       | HARDWOOD FUNDING LLC CORP0HRE5                               | CUSIP: 955NUFII1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1532171.19   | 0.05%             | 2030-06-07      | Fixed         | 4.98%                 | Yes           |                  3 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 05/30 3.75                   | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     780000 | PA      | $757601.28    | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST 2005-5                                                   | HOMEBANC MORTGAGE TRUST HMBT 2005 5 A1                       | CUSIP: 43739ECB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40852 | PA      | $39864.40     | 0.00%             | 2036-01-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                             | EUROSAIL PLC ESAIL 2007 3X A3A REGS                          | CUSIP: ACI01JMT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    1007467 | PA      | $1355500.83   | 0.04%             | 2045-06-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-7                                                  | BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1                   | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     277746 | PA      | $151871.23    | 0.01%             | 2035-09-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-69139.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-15                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 15 A6                | CUSIP: 12666UAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60225 | PA      | $62353.33     | 0.00%             | 2046-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| RBSGC MORTGAGE PASS THROUGH CERTIFICATES 2008-A                                  | RBSGC MORTGAGE PASS THROUGH CE RBSGC 2008 A A1 144A          | CUSIP: 74928AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     784469 | PA      | $657015.02    | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS COMPANY GUAR 144A 08/30 7                 | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3603627.27   | 0.12%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUXEMBOURG II SARL                                                 | TIERRA MOJADA LUX II SRL SR SECURED 144A 12/40 5.75          | CUSIP: 30260LAA3<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    2804634 | PA      | $2763615.87   | 0.09%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKEY EUR TERM LOAN A                           | CUSIP: BA0004GP6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | LON              | NUSS              | TR        |    4600000 | PA      | $5847327.88   | 0.19%             | 2031-04-27      | Floating      | 8.34%                 | No            |                  3 | On Loan: No      |
| MFA 2023-INV2 TRUST                                                              | MFRA TRUST MFRA 2023 INV2 A1 144A                            | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2198205 | PA      | $2224084.62   | 0.07%             | 2058-10-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2018-1                                             | MILL CITY MORTGAGE TRUST MCMLT 2018 1 A1 144A                | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     109380 | PA      | $108654.29    | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5                 | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |    1225000 | PA      | $1199950.71   | 0.04%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875         | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3877481.36   | 0.13%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 11/37 5.75              | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3776525.88   | 0.12%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC3                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC3 1A1            | CUSIP: 021464AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4081937 | PA      | $3845416.14   | 0.13%             | 2046-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC SR SECURED 144A 03/34 7                | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2545197.73   | 0.08%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20251212                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-796.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH                              | BAMLL COML MTG SECS TR 2024 04/42 1                          | CUSIP: 05554WAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1450000 | PA      | $1090500.20   | 0.04%             | 2042-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CAMEROON GOVT                                                                    | REPUBLIC OF CAMEROON SR UNSECURED REGS 07/31 9.5             | CUSIP: ACI2Q73S3<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    2000000 | PA      | $1926329.66   | 0.06%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1                                | SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A             | CUSIP: 81377JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     220930 | PA      | $47232.57     | 0.00%             | 2036-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $788.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375            | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11579115.82  | 0.38%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA ROMANIA                                              | CUSIP: ACI2P7GW1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     400000 | PA      | $449576.87    | 0.01%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DD7358 FN 04/55 FIXED 6.5                          | CUSIP: 3140B8E80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1575349 | PA      | $1635336.00   | 0.05%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2005-12                                            | CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 8A1              | CUSIP: 225470SB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     382347 | PA      | $234457.01    | 0.01%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD                                                    | WEATHERFORD INTERNATIONA SR UNSECURED 144A 10/33 6.75        | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    3700000 | PA      | $3704886.26   | 0.12%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKPOINT GAS STORAGE PARTNERS LP                                                | ROCKPOINT GAS STRG PRTNRS LP 2025 TERM LOAN B                | CUSIP: BA000GQC7<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | US        |    2824396 | PA      | $2837515.62   | 0.09%             | 2031-09-18      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $87.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL INC                                                  | CHOICE HOTELS INTL INC SR UNSECURED 12/29 3.7                | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1767513.51   | 0.06%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20251010                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $15506.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CA3499 FN 10/48 FIXED 4                            | CUSIP: 3140QA3H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21142 | PA      | $20309.12     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20251024                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $22.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $31188.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 02/42 6.5                    | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     800000 | PA      | $847825.44    | 0.03%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-10                                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA             | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150777 | PA      | $139575.24    | 0.00%             | 2037-09-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                 | ORGANON + CO/ORG SR SECURED 144A 04/28 4.125                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4834912.10   | 0.16%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BN5342 FN 03/49 FIXED 4                            | CUSIP: 3140JM5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     401568 | PA      | $385552.61    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                        | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375              | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1425486.50   | 0.05%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-212.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                      | WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75                 | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     661000 | PA      | $661347.88    | 0.02%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-CP1                                          | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 CP1 1A1            | CUSIP: 68402YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     181541 | PA      | $166913.46    | 0.01%             | 2037-03-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| NOVELIS HOLDINGS INC                                                             | NOVELIS CORPORATION 2025 TERM LOAN B                         | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |    2860625 | PA      | $2869121.06   | 0.09%             | 2032-03-11      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KWD BOUGHT USD 20300513                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $174886.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHING MUTUAL MTGE P/T 2006-7                                                   | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A4               | CUSIP: 93935HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15241271 | PA      | $4019807.56   | 0.13%             | 2036-09-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CREDIT OPPORTUNITIES PARTNERS JV LLC                                             | CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE A   | CUSIP: 955SEWII1<br>LEI: 5493003CSKFS2RY0JR63 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2734362.50   | 0.09%             | 2028-03-20      | Fixed         | 6.52%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | CDX EM44 ICE                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-623907.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                   | RAVEN ACQUISITION HOLDIN SR SECURED 144A 11/31 6.875         | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5025000 | PA      | $5176594.20   | 0.17%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                                     | YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947         | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    5175250 | PA      | $5768605.69   | 0.19%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A              | CUSIP: 17307GW53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4562 | PA      | $4614.12      | 0.00%             | 2035-05-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEMEX LCDS SP DUB                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $54289.78     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-2F                                                  | GSR MORTGAGE LOAN TRUST GSR 2006 2F 3A6                      | CUSIP: 362334BP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     961337 | PA      | $411160.51    | 0.01%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC/SIMMONS PREPARED FOODS INC/SIMMONS PET FOOD INC/SIMMONS FEED   | SIMMONS FOOD INC/SIMMONS SECURED 144A 03/29 4.625            | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $240047.10    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)        | 1011778 BC / NEW RED FIN SECURED 144A 01/28 4.375            | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4660000 | PA      | $4585489.40   | 0.15%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                      | GLOBAL MEDICAL RESPONSE INC 2025 TERM LOAN B                 | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    1000000 | PA      | $1001430.00   | 0.03%             | 2032-10-01      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-BA                                                | NELNET STUDENT LOAN TRUST NSLT 2025 BA A1B 144A              | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2921487.55   | 0.10%             | 2055-05-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                     | SENEGAL GOVERNMENT INTERNATION SR UNSECURED REGS 06/37 5.375 | CUSIP: ACI1YDPR1<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    2600000 | PA      | $2004994.41   | 0.07%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSECURED 08/28 5.65                      | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1425000 | PA      | $1458809.55   | 0.05%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                         | TRUST FIBRAUNO TRUST FIBRAUNO                                | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    2000000 | PA      | $2157646.00   | 0.07%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MORTGAGE FUNDING CORP 2005-CA                                        | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 CA A1 144A         | CUSIP: 16678REK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     169960 | PA      | $182146.73    | 0.01%             | 2046-10-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251204                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $554.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WACHOVIA MORTGAGE LN TRUST LLC 2005-B                                            | WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1                | CUSIP: 92977YBR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5382 | PA      | $5195.38      | 0.00%             | 2035-10-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| PRIO LUXEMBOURG HOLDING SARL                                                     | PRIO LUX HLD SARL SR SECURED 144A 06/26 6.125                | CUSIP: 71677WAA0<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     900000 | PA      | $899390.70    | 0.03%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.25000 03/18/26-10Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-84798.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDIAPRO (SUBCALIDORA 2 SARL)                                                    | SUBCALIDORA 2 2024 EUR TERM LOAN                             | CUSIP: BA0007DG2<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    4000000 | PA      | $4719683.66   | 0.16%             | 2029-08-14      | Floating      | 7.75%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD CZK BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $121.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                      | REPUBLIC OF ANGOLA SR UNSECURED REGS 11/49 9.125             | CUSIP: ACI1H0293<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    4700000 | PA      | $3948302.49   | 0.13%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-18                                         | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 6A1              | CUSIP: 863579XK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     341650 | PA      | $306804.35    | 0.01%             | 2035-09-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $119028.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-27194.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/46 4.5         | CUSIP: M6320UAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   27900000 | PA      | $24231369.85  | 0.80%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-NC1                                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC1 A2D             | CUSIP: 172983AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     939031 | PA      | $936170.25    | 0.03%             | 2036-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A4              | CUSIP: 23245LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     296621 | PA      | $112548.01    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-89516.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2007-1                                             | AMERICAN HOME MORTGAGE ASSETS AHMA 2007 1 A1                 | CUSIP: 02660BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19437819 | PA      | $6718030.94   | 0.22%             | 2047-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2006-2                                            | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 2 2A4              | CUSIP: 68402CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1220115 | PA      | $731948.28    | 0.02%             | 2036-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-3A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2025 3A A3 144A              | CUSIP: 37989YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8300000 | PA      | $8338706.22   | 0.27%             | 2029-03-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1B 144A           | CUSIP: 78450PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5068437 | PA      | $5162258.62   | 0.17%             | 2053-09-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3831462 | PA      | $-3834973.88  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | ANTOFAGASTA PLC SR UNSECURED 144A 10/30 2.375                | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $725672.00    | 0.02%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $431902.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-2CON                                               | BANKERS HEALTHCARE GROUP SECUR BHG 2025 2CON B 144A          | CUSIP: 05494LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7572706.50   | 0.25%             | 2036-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                      | GLOBAL MEDICAL RESPONSE SR SECURED 144A 10/32 7.375          | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1853883.00   | 0.06%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2005-59                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 59 1A1             | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1639965 | PA      | $1591333.08   | 0.05%             | 2035-11-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| ALT-2 STRUCTURED TRUST                                                           | CASTLELAKE LP FIRST LIEN TERM LOAN                           | CUSIP: 937CJTII1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5312105 | PA      | $5076699.04   | 0.17%             | 2031-05-12      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251119                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $0.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 14A1            | CUSIP: 07384M4F6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     191178 | PA      | $186706.78    | 0.01%             | 2035-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC SR SECURED REGS 04/26 3.875                         | CUSIP: ACI1YJFS7<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     775000 | PA      | $910864.14    | 0.03%             | 2026-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBACKED SEC 2001-3                                              | BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2               | CUSIP: 07384YBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1804 | PA      | $1802.22      | 0.00%             | 2032-10-27      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                                 | REPUBLIC OF EL SALVADOR REPUBLIC OF EL SALVADOR              | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    1525000 | PA      | $1667968.75   | 0.05%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSECURED 01/26 3.8                       | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $998006.00    | 0.03%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                                 | ASSURED GUARANTY US HLDG COMPANY GUAR 06/31 3.15             | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1173100.58   | 0.04%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2                                      | CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A       | CUSIP: 16159RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5415947 | PA      | $4924345.96   | 0.16%             | 2063-03-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                                 | NATIONSTAR MTG HLD INC COMPANY GUAR 144A 02/32 7.125         | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1936428.30   | 0.06%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2007-3                                          | STRUCTURED ADJUSTABLE RATE MOR SARM 2007 3 1A1               | CUSIP: 86363GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     206945 | PA      | $170690.21    | 0.01%             | 2047-04-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                             | PT PERTAMINA (PERSERO) SR UNSECURED 144A 01/50 4.175         | CUSIP: 69370PAG6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    1500000 | PA      | $1178654.94   | 0.04%             | 2050-01-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP COMPANY GUAR 144A 03/29 3.625                  | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1439405.94   | 0.05%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC COMPANY GUAR 144A 06/29 4.125               | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1444369.71   | 0.05%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                      | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  100100000 | PA      | $102249196.05 | 3.37%             | 2054-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING COMPANY INC                                                  | ALLEGION US HOLDING CO COMPANY GUAR 10/27 3.55               | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     600000 | PA      | $592771.58    | 0.02%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 A 144A          | CUSIP: 69544PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     219275 | PA      | $219376.78    | 0.01%             | 2032-04-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-0.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $14192.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20251028                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $799.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL DADE (BCPE EMPIRE HOLDINGS INC)                                         | BCPE EMPIRE HOLDINGS INC 2025 TERM LOAN B                    | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    1940635 | PA      | $1939344.10   | 0.06%             | 2030-12-11      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 04/31 VAR                     | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2500000 | PA      | $2472151.10   | 0.08%             | 2031-04-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                          | STANDARD INDUSTRI INC/NY SR UNSECURED REGS 11/26 2.25        | CUSIP: ACI1GX0P8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2924296 | PA      | $3416468.69   | 0.11%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                             | PT PERTAMINA (PERSERO) SR UNSECURED 144A 02/60 4.15          | CUSIP: 69370PAJ0<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    1000000 | PA      | $747627.45    | 0.02%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875            | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  249100000 | PA      | $14170717.72  | 0.47%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM PARENT INC                                                            | NEW UNITY COMMON STOCKK                                      | CUSIP: 958WDX907<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      60014 | NS      | $337346.74    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2007-2                                             | MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A4               | CUSIP: 61752UAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     138412 | PA      | $71940.46     | 0.00%             | 2037-04-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                              | ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 10/33 4           | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2216482.74   | 0.07%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $12255.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2004-30CB                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 30CB 2A4           | CUSIP: 12667FJ55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     251045 | PA      | $168301.48    | 0.01%             | 2035-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                                     | STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B                 | CUSIP: BA000BNR8<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |    3700000 | PA      | $4284257.62   | 0.14%             | 2032-04-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 4A1             | CUSIP: 92925VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1142155 | PA      | $1029218.58   | 0.03%             | 2037-02-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                                             | KALLPA GENERACION SA SR UNSECURED 144A 01/32 5.875           | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    1400000 | PA      | $1467900.00   | 0.05%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FINANCE PLC                                                  | MITCHELLS + BUTLERS FINA SECURED REGS 09/32 6.469            | CUSIP: 337786II0<br>LEI: 213800E7QA1U8BF34219 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $2298998.82   | 0.08%             | 2032-09-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20251113                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1554.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INVESTINDUSTRIAL VIII SCSP                                                       | PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2          | CUSIP: BA000GNP1<br>LEI: 213800KUK2RJHCSU9551 | Long             | LON              | CORP              | GB        |     567000 | PA      | $665686.73    | 0.02%             | 2026-02-27      | Floating      | 4.12%                 | Yes           |                  3 | On Loan: No      |
| QNITY ELECTRONICS INC                                                            | QNITY ELECTRONICS INC TERM LOAN B                            | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    1500000 | PA      | $1501875.00   | 0.05%             | 2032-08-12      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3615 FN 03/49 FIXED 4                            | CUSIP: 31418DAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     236863 | PA      | $227342.33    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65               | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $802444.89    | 0.03%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1253905 | PA      | $-1255430.79  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3442 FN 08/48 FIXED 3.5                          | CUSIP: 31418CZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     208401 | PA      | $193061.08    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                         | FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875         | CUSIP: ACI2PNX49<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1176004.92   | 0.04%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.9271 05/08/25-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-100188.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CZK BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $508.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35             | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     300000 | PA      | $312949.30    | 0.01%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $176.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-23875.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARBYS RESTAURANT (IRB HOLDING CORP)                                              | IRB HOLDING CORP 2024 1ST LIEN TERM LOAN B                   | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    2641317 | PA      | $2644816.93   | 0.09%             | 2027-12-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-NC3                                            | MORGAN STANLEY CAPITAL INC MSAC 2004 NC3 M1                  | CUSIP: 61744CBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     353720 | PA      | $376679.48    | 0.01%             | 2034-03-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG            | CUSIP: 952NPK908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     500000 | PA      | $65000.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $18.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK4778 FN 08/48 FIXED 3.5                          | CUSIP: 3140HJJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179340 | PA      | $166260.31    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNERS LLC                                                    | KRAKEN OIL + GAS PARTNER SR UNSECURED 144A 08/29 7.625       | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4463983.35   | 0.15%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC2 2006-NC2                          | CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC2 A4              | CUSIP: 14453FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1599887 | PA      | $1540421.86   | 0.05%             | 2036-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC SR SECURED 144A 04/26 5                             | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     594000 | PA      | $592996.38    | 0.02%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 123 LIGHTS RE LTD                                                                | 123 LIGHTS RE LTD UNSECURED 144A 09/31 VAR                   | CUSIP: 68302QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00    | 0.01%             | 2031-09-14      | Floating      | 15.19%                | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-1                                           | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3               | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     927119 | PA      | $237627.74    | 0.01%             | 2037-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                               | CANADIAN NATL RESOURCES SR UNSECURED 144A 12/34 5.4          | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1100000 | PA      | $1120908.12   | 0.04%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A              | CUSIP: 17307GW79<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50781 | PA      | $53006.96     | 0.00%             | 2035-10-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                            | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75             | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     564907 | PA      | $573072.73    | 0.02%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS A PASS THROUGH TRUST                                        | JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4                    | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1550057 | PA      | $1461142.14   | 0.05%             | 2034-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                            | IVORY COAST SR UNSECURED REGS 03/30 5.25                     | CUSIP: BD35RTII6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    3300000 | PA      | $3868129.46   | 0.13%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y ICE                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $1420478.15   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA (AKA: TIM SPA)                                                | TELECOM ITALIA SPA SR UNSECURED REGS 07/28 7.875             | CUSIP: ACI2HCMW2<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    2650000 | PA      | $3479010.90   | 0.11%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 1997-79                                                               | FANNIE MAE FNR 1997 79 PL                                    | CUSIP: 31359RAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2521 | PA      | $2526.82      | 0.00%             | 2027-12-18      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SEC 2006-3                                                  | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 3 1A10             | CUSIP: 05950LAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47122 | PA      | $40530.00     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA                                | NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A              | CUSIP: 63942TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $544327.10    | 0.02%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 04/43 4.875                 | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   11400000 | PA      | $8476937.06   | 0.28%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR               | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    7095134 | PA      | $3983917.74   | 0.13%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $11111.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-C                                    | CPS AUTO TRUST CPS 2025 C B 144A                             | CUSIP: 12634SAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1812295.98   | 0.06%             | 2029-12-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-261.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | VODAFONE GROUP PLC SR UNSECURED 02/30 7.875                  | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      30000 | PA      | $34300.10     | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-4                                             | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A12               | CUSIP: 02660LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     366245 | PA      | $183404.70    | 0.01%             | 2046-10-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| FIRST NLC TRUST 2007-1                                                           | FIRST NLC TRUST FNLC 2007 1 A4 144A                          | CUSIP: 32115BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83747 | PA      | $42234.63     | 0.00%             | 2037-08-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-3                                              | SAXON ASSET SECURITIES TRUST SAST 2007 3 2A3                 | CUSIP: 80557BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4579951 | PA      | $4287582.48   | 0.14%             | 2047-09-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| DAE SUKUK (DIFC) LTD                                                             | DAE SUKUK DIFC LTD SR UNSECURED 144A 02/26 3.75              | CUSIP: 23302JAA3<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |    7625000 | PA      | $7596112.54   | 0.25%             | 2026-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 01/29 VAR                   | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7895495.60   | 0.26%             | 2029-01-23      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 01/26 4.5                  | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    7100000 | PA      | $7103550.00   | 0.23%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/50 3.65                  | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1032375.45   | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                      | BANK GOSPODARSTWA KRAJOW BANK GOSPODARSTWA KRAJOW            | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |    2725000 | PA      | $2876208.89   | 0.09%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)                                   | OLYMPUS WTR US HLDG CORP SR SECURED 144A 10/28 4.25          | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1636231.30   | 0.05%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELEK DRILLIN (LEVIATHAN BOND LTD)                                               | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5            | CUSIP: ACI1PZ1S6<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    1470000 | PA      | $1477519.05   | 0.05%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                            | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C                 | CUSIP: 61750SAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1628951 | PA      | $716426.34    | 0.02%             | 2036-10-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-6.69        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2448330.44   | 0.08%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FINANCING NOTES III DESIGNATED ACTIVITY COMPANY              | VIRGIN MEDIA VENDOR FIN SR SECURED REGS 07/28 4.875          | CUSIP: ACI1MVKC2<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |    3100000 | PA      | $4077085.78   | 0.13%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK5346 FN 07/48 FIXED 4                            | CUSIP: 3140HJ5G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5384 | PA      | $5171.66      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR11                                          | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1            | CUSIP: 45661KAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     155471 | PA      | $138127.98    | 0.00%             | 2036-06-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2005-6                                            | DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A3               | CUSIP: 251510KH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     159690 | PA      | $135456.02    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   24779550 | PA      | $12070738.29  | 0.40%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/28 VAR                  | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3676620.40   | 0.12%             | 2028-04-24      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-57                                              | FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1                  | CUSIP: 31394JD87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2871 | PA      | $2987.68      | 0.00%             | 2043-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3                                      | CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A       | CUSIP: 161927AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5155283 | PA      | $4678558.88   | 0.15%             | 2063-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                                        | FRESENIUS MED CARE III COMPANY GUAR 144A 02/31 2.375         | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    2940000 | PA      | $2596890.89   | 0.09%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 05/30 6.125                | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1722856.50   | 0.06%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/31 5.375       | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    7300000 | PA      | $7676820.23   | 0.25%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3238 FN 01/48 FIXED 3.5                          | CUSIP: 31418CS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     628511 | PA      | $585755.73    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $15.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251119                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $0.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INV TRUST 2007-MLN1                                           | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2C            | CUSIP: 59024UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     703249 | PA      | $661513.00    | 0.02%             | 2037-03-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST SERIES 2009                                               | CVS PASS THRU TR 2009 PASS THRU CE 144A 07/31 8.353          | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     718103 | PA      | $784339.18    | 0.03%             | 2031-07-10      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 8 LTD 2019-8A                                           | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A           | CUSIP: 03331XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     887843 | PA      | $884149.41    | 0.03%             | 2037-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                      | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/50 4           | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    5400000 | PA      | $3998785.32   | 0.13%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 C 144A          | CUSIP: 69544PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     449700 | PA      | $450980.02    | 0.01%             | 2032-04-15      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20260326                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-1378.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $8862.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                       | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7         | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    3800000 | PA      | $1160121.54   | 0.04%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $7808.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                                    | ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/31 7.375        | CUSIP: ACI1WVNF1<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    2200000 | PA      | $2160836.68   | 0.07%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/30 2.048              | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $1806168.02   | 0.06%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FORGITALGROUP (EFESTO BIDCO SPA/EFESTO US LLC)                                   | EFESTO BIDCO SPA/US LLC SR SECURED 144A 02/32 7.5            | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    3200000 | PA      | $3258960.00   | 0.11%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WACHOVIA MORTGAGE LN TRUST LLC 2005-A                                            | WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 A 2A1                | CUSIP: 92977YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53383 | PA      | $49353.72     | 0.00%             | 2035-08-20      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-1024.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEON AMSTERDAM BV                                                                | VEON AMSTERDAM TERM LOAN                                     | CUSIP: BA000HL48<br>LEI: 549300EPG4HR574L4660 | Long             | LON              | CORP              | NL        |    2100000 | PA      | $2098506.86   | 0.07%             | 2027-03-25      | Floating      | 8.21%                 | No            |                  3 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                              | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5        | CUSIP: ACI1DBG64<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    2400000 | PA      | $3510869.15   | 0.12%             | 2029-07-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                                    | ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/26 6            | CUSIP: ACI1WVL30<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    4600000 | PA      | $4592250.52   | 0.15%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $738.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                         | CHORD ENERGY CORP COMPANY GUAR 144A 03/33 6.75               | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3244203.84   | 0.11%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 B 144A          | CUSIP: 69544PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     779480 | PA      | $780909.42    | 0.03%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  3 | On Loan: No      |
| BAUSCH HEALTH COS (1261229 BC LTD)                                               | 1261229 BC LTD SR SECURED 144A 04/32 10                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1350000 | PA      | $1384886.75   | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2                              | BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A1            | CUSIP: 07386UAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1130703 | PA      | $1089265.36   | 0.04%             | 2046-09-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY MORGAN STANLEY                                | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5139916.15   | 0.17%             | 2030-01-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-16361.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                               | WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625                 | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    4425000 | PA      | $4423469.04   | 0.15%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/55 3.75        | CUSIP: ACI1J8HW7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    3100000 | PA      | $2242899.76   | 0.07%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2003-AR15                                          | CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1            | CUSIP: 22541QCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34181 | PA      | $33107.54     | 0.00%             | 2033-06-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR17                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A1           | CUSIP: 92922F7P7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     273908 | PA      | $252505.51    | 0.01%             | 2045-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| YINSON PRODUCTION FINANCIAL SERVICES PTE LTD                                     | YINSON PRODUCTION FINANC SR SECURED 144A REGS 05/29 9.6      | CUSIP: ACI2NT341<br>LEI: 254900TYMSC94RS33U73 | Long             | DBT              | CORP              | SG        |    2200000 | PA      | $2329670.88   | 0.08%             | 2029-05-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15               | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1106549.13   | 0.04%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CRB SECURITIZATION TRUST 2023-1                                                  | CRB SECURITIZATION TRUST CRB 2023 1 A 144A                   | CUSIP: 12670DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     118918 | PA      | $119100.30    | 0.00%             | 2033-10-20      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-89                                                               | FANNIE MAE FNR 2007 89 SD                                    | CUSIP: 31396XPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     293949 | PA      | $27284.03     | 0.00%             | 2037-09-25      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                        | GC TREASURY CENTRE CO COMPANY GUAR 144A 12/99 VAR            | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    2400000 | PA      | $2435541.53   | 0.08%             | 2030-09-10      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/30 5.15                            | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2910122.11   | 0.10%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                      | CUSIP: 01F0206A2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -97400000 | PA      | $-78527104.91 | -2.59%            | 2055-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC SR SECURED 144A 01/34 6.25                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2058327.98   | 0.07%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) DEC25 XCBT 20251231                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       2059 | NC      | $11504.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                      | REPUBLIC OF SERBIA SR UNSECURED REGS 03/33 1.65              | CUSIP: ACI1W3TJ9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    2500000 | PA      | $2451417.78   | 0.08%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-QH2                                   | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 QH2 A1B 144A         | CUSIP: 23244LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     674345 | PA      | $585850.90    | 0.02%             | 2036-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 06/30 2.1                   | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1082082.91   | 0.04%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $635.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 02/29 4.9                 | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1944386.63   | 0.06%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/34 VAR                  | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1293676.31   | 0.04%             | 2034-04-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                  | AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     943750 | PA      | $944968.38    | 0.03%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  107500000 | PA      | $111168531.03 | 3.66%             | 2054-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 C                | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5400000 | PA      | $5618927.34   | 0.19%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 06/18/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1021599.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR11                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1A            | CUSIP: 92922F2G2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     163955 | PA      | $163329.91    | 0.01%             | 2045-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| ULTIMATE KRONOS GROUP INC                                                        | UKG INC 02/31 6.875                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4130360.00   | 0.14%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ESAB CORPORATION                                                                 | ESAB CORP ESAB CORP                                          | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2057106.00   | 0.07%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO ENTERPRISES INC SR SECURED 05/30 4.25                 | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     300000 | PA      | $293987.80    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DC2680 FN 10/54 FIXED 6.5                          | CUSIP: 3140AP6S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1017279 | PA      | $1052215.53   | 0.03%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-6438.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC JR SUBORDINA 12/99 VAR                          | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3003823.83   | 0.10%             | 2025-12-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| SABINE RE LTD                                                                    | SABINE RE LTD UNSECURED 144A 04/31 VAR                       | CUSIP: 785628AA6<br>LEI: 254900FU1Z2XK88D3602 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $421520.00    | 0.01%             | 2031-04-07      | Floating      | 12.45%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | AT&T INC SNR S* ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $58494.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-HE5                                               | MASTR ASSET BACKED SECURITIES MABS 2006 HE5 A3               | CUSIP: 576455AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17206723 | PA      | $10179027.51  | 0.34%             | 2036-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 01/30 6.943              | CUSIP: 126650BQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3987843 | PA      | $4167848.78   | 0.14%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 03/38 5.125               | CUSIP: ACI30CT50<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2600000 | PA      | $3110438.25   | 0.10%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9                        | COUNTRYWIDE HOME LOANS CWHL 2004 J9 2A5                      | CUSIP: 12669GFK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     138920 | PA      | $141243.06    | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSECURED 02/32 7.75                         | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     900000 | PA      | $931894.20    | 0.03%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK4828 FN 09/48 FIXED 3.5                          | CUSIP: 3140HJLJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     104674 | PA      | $97039.60     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                            | AIRCASTLE / IRELAND DAC COMPANY GUAR 144A 09/30 5            | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2000000 | PA      | $2015998.38   | 0.07%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BUILDING SOC CCDS COMMON STOCK                    | CUSIP: ACI07BWB4<br>LEI: 549300XFX12G42QIKN82 | Long             | EP               | CORP              | GB        |       4258 | NS      | $742840.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                     | HUNGARY SR UNSECURED REGS 09/33 5.375                        | CUSIP: ACI2JND14<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    9200000 | PA      | $11728446.78  | 0.39%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 11/34 5.05                            | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1553948.24   | 0.05%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/44 4.625                                  | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21700000 | PA      | $21546574.27  | 0.71%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                               | ENDURANCE INTERNATIONAL GROUP NON COOP TERM LOAN             | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    4626768 | PA      | $3354406.72   | 0.11%             | 2028-02-10      | Floating      | 7.84%                 | No            |                  3 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/64 6           | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    3100000 | PA      | $3068612.16   | 0.10%             | 2064-04-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC BAYER US FINANCE LLC                    | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     725000 | PA      | $775080.38    | 0.03%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPIRIT AVIATION HLDGS INC WARRANTS                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      12774 | NC      | $4854.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $7085.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-6                                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3                | CUSIP: 12669LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46814 | PA      | $49716.96     | 0.00%             | 2037-09-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON SR UNSECURED 04/29 6.65                  | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $209859.48    | 0.01%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-R2                                                   | COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A                | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25346 | PA      | $24516.17     | 0.00%             | 2035-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC SPIRIT AEROSYSTEMS INC                | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2202088.00   | 0.07%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/43 2.875                                  | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12531600 | PA      | $9821641.50   | 0.32%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                                 | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A A2 144A          | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8550164 | PA      | $8572996.38   | 0.28%             | 2033-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                                 | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 11/54 9.65         | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    2750000 | PA      | $2983750.00   | 0.10%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOANTR 2006-OC2                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC2 1A             | CUSIP: 12668BRC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3051039 | PA      | $2629604.85   | 0.09%             | 2036-02-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC                             | PRIMO / TRITON WATER HLD COMPANY GUAR 144A 04/29 6.25        | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3402138.26   | 0.11%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE LLC / OXFORD FINANCE CO-ISSUER II INC                             | OXFORD FIN LLC/CO ISS II SR UNSECURED 144A 02/27 6.375       | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000773.21   | 0.03%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                            | IVORY COAST SR UNSECURED REGS 01/32 4.875                    | CUSIP: ACI1T3QV9<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    4600000 | PA      | $5162195.10   | 0.17%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/31 2.875                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $2960435.95   | 0.10%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-17.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                                  | COMISION EJ HI RIO LEMPA GOVT GUARANT 144A 01/33 8.65        | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    2000000 | PA      | $2093800.00   | 0.07%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/27 3.15               | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     200000 | PA      | $196965.58    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    6100000 | PA      | $7077360.30   | 0.23%             | 2033-03-15      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| IPL PLASTICS (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC)         | TOUCAN FINCO LTD/CAN/US SR SECURED 144A 05/30 9.5            | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    2700000 | PA      | $2647431.00   | 0.09%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                   | DATABRICKS INC LAST OUT TERM LOAN                            | CUSIP: BA000D206<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    4830786 | PA      | $4915324.79   | 0.16%             | 2031-01-03      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5494107.20   | 0.18%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TRUST 2007-15AR                                           | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 15AR 2A1             | CUSIP: 61756XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     520661 | PA      | $362052.65    | 0.01%             | 2037-11-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $11.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ZAR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $156.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2007-3F                                                  | GSR MORTGAGE LOAN TRUST GSR 2007 3F 3A2                      | CUSIP: 3622MWAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      39164 | PA      | $28280.45     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                      | BANK GOSPODARSTWA KRAJOW BANK GOSPODARSTWA KRAJOW            | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |    2700000 | PA      | $2873874.36   | 0.09%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QX9932 FR 04/55 FIXED 6.5                  | CUSIP: 31426HBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1413144 | PA      | $1462951.68   | 0.05%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2005-1                                            | DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A1               | CUSIP: 251510CV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     677585 | PA      | $671181.65    | 0.02%             | 2035-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SEC INC 2005-R10                                             | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R10 M3              | CUSIP: 03072SS89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     407901 | PA      | $407314.96    | 0.01%             | 2036-01-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/29 6             | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $971570.00    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THROUGH SEC T-63                                           | FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1                  | CUSIP: 31395M2F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3247 | PA      | $3150.95      | 0.00%             | 2045-02-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL 008865 G2 05/26 FLOATING VAR                    | CUSIP: 36202KZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        390 | PA      | $389.93       | 0.00%             | 2026-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-1                                            | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A4              | CUSIP: 68400DAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     310700 | PA      | $182576.64    | 0.01%             | 2037-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-36T2                                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7           | CUSIP: 02146XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     436372 | PA      | $176511.67    | 0.01%             | 2036-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST                                     | AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25          | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     675950 | PA      | $692042.43    | 0.02%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR6                                                 | GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1                     | CUSIP: 362341RT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        636 | PA      | $641.78       | 0.00%             | 2035-09-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | EXTRA SPACE STORAGE LP COMPANY GUAR 06/29 4                  | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148569.53    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                   | ABU DHABI GOVT INT L SR UNSECURED REGS 09/49 3.125           | CUSIP: ACI1FS336<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   12775000 | PA      | $9290249.81   | 0.31%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DD3312 FN 02/55 FIXED 6.5                          | CUSIP: 3140B3VE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1458698 | PA      | $1515027.82   | 0.05%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                                    | X CORP 2025 FIXED TERM LOAN                                  | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2500000 | PA      | $2511287.50   | 0.08%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                                     | ALAMO RE LTD UNSECURED 144A 06/26 VAR                        | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |     700000 | PA      | $736750.00    | 0.02%             | 2026-06-08      | Floating      | 15.84%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                                   | REPUBLIC OF SRI LANKA SR UNSECURED 144A 01/30 VAR            | CUSIP: ACI2SS6S2<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     949920 | PA      | $891737.40    | 0.03%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSECURED 10/31 2.875                 | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1506135.18   | 0.05%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95               | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     400000 | PA      | $397291.38    | 0.01%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER IV (IRELAND) DESIGNATED ACTIVITY COMPANY                           | AVENIR ISSUER IV IRLND SR SECURED REGS 10/27 6               | CUSIP: ACI2S8C83<br>LEI: 894500E9CKDEAOMG0B46 | Long             | DBT              | NUSS              | IE        |    4837325 | PA      | $4668505.40   | 0.15%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-CA                                                | NELNET STUDENT LOAN TRUST NSLT 2025 CA A1A 144A              | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6900000 | PA      | $6882952.17   | 0.23%             | 2065-06-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $889.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5422 FN 07/54 FIXED 6.5                          | CUSIP: 31418FAY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1346590 | PA      | $1392872.70   | 0.05%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-4                                                    | GSAA HOME EQUITY TRUST GSAA 2007 4 A3A                       | CUSIP: 3622EBAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     166798 | PA      | $65795.79     | 0.00%             | 2037-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTG SEC 2005-3                                                   | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1              | CUSIP: 05949A6C9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32352 | PA      | $29634.78     | 0.00%             | 2035-06-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DB4022 FN 05/54 FIXED 6.5                          | CUSIP: 3140ADPG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1305346 | PA      | $1352618.29   | 0.04%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-8                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2007 8 4A1               | CUSIP: 05953LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51085 | PA      | $42351.67     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP                                 | WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25         | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3798551.36   | 0.13%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                             | HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 01/34 6.625        | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1734340.65   | 0.06%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-A10                                             | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A10 A               | CUSIP: 59020UZ65<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280174 | PA      | $275723.10    | 0.01%             | 2036-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | REPUBLIC OF NIGERIA SR UNSECURED REGS 02/30 7.143            | CUSIP: ACI10XG45<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    3000000 | PA      | $2969810.52   | 0.10%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2010-97                                                        | FANNIE MAE FNR 2010 97 SC                                    | CUSIP: 31398NHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     247966 | PA      | $7189.98      | 0.00%             | 2040-09-25      | Floating      | 0.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $2445.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA/CAYMAN ISLAND BRANCH                                    | ITAU UNIBANCO HLDG SA/KY SR UNSECURED 144A 02/30 6           | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    6000000 | PA      | $6235950.00   | 0.21%             | 2030-02-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                                  | COSTA RICA GOVERNMENT UNSECURED 144A 11/54 7.3               | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    1700000 | PA      | $1865694.55   | 0.06%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD 2021-CRE5                                                    | LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A         | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     567835 | PA      | $568239.27    | 0.02%             | 2036-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                                    | WHITE CAP BUYER LLC 2024 TERM LOAN B                         | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    1950542 | PA      | $1953145.62   | 0.06%             | 2029-06-13      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2000-32                                                               | FANNIE MAE FNR 2000 32 FM                                    | CUSIP: 31358SNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        468 | PA      | $466.93       | 0.00%             | 2030-10-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/41 1.875                                  | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   57400000 | PA      | $40376191.48  | 1.33%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/43 3.75                                   | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1328613.29   | 0.04%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2006-SA1                                           | RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA1 1A1             | CUSIP: 76111XG72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     138543 | PA      | $132143.84    | 0.00%             | 2036-02-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                     | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR              | CUSIP: ACI1Q6JR2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    7181574 | PA      | $5382589.71   | 0.18%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/55 5.25        | CUSIP: 268317AR5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $265111.09    | 0.01%             | 2055-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2006-S10                                           | RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S10 1A1             | CUSIP: 74958DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     168531 | PA      | $137209.03    | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6                              | BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A             | CUSIP: 07387YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     199497 | PA      | $181327.92    | 0.01%             | 2037-08-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDEX MORTGAGE LOAN TRUST 2007-AR13                                      | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR13 4A1            | CUSIP: 456681AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87372 | PA      | $56584.32     | 0.00%             | 2037-07-25      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                                               | THAMES WATER UTIL FIN SR SECURED REGS 01/33 4.375            | CUSIP: ACI2C9PD3<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |    6200000 | PA      | $5132734.11   | 0.17%             | 2033-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-4                                                 | TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A                | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6947232 | PA      | $6684865.62   | 0.22%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DC0245 FN 08/54 FIXED 6.5                          | CUSIP: 3140AMHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1225158 | PA      | $1273657.99   | 0.04%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA UNSECURED 144A 04/33 2                               | CUSIP: ACI1X0BQ7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2000000 | PA      | $1844597.96   | 0.06%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 01/38 6.625               | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5800000 | PA      | $6110358.00   | 0.20%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                  | PENNYMAC FIN SVCS INC COMPANY GUAR 144A 02/29 4.25           | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1792030.44   | 0.06%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/18/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-735180.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $60359.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9                 | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    5700000 | PA      | $1717740.53   | 0.06%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-36553.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-3                                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2B              | CUSIP: 17307GTK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8579 | PA      | $7703.12      | 0.00%             | 2035-08-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251203                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1227.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                   | DATABRICKS INC DELAYED DRAW TERM LOAN                        | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    1069214 | PA      | $1069213.97   | 0.04%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| VAR ENERGI ASA                                                                   | VAR ENERGI ASA SR UNSECURED 144A 05/30 5.875                 | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    4200000 | PA      | $4371342.49   | 0.14%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                       | KASEYA INC 2025 1L TERM LOAN B                               | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    2089500 | PA      | $2094964.04   | 0.07%             | 2032-03-20      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| PANTHEON SENIOR DEBT SECONDARIES III                                             | PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN                     | CUSIP: BA000HYC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1000000 | PA      | $1000119.10   | 0.03%             | 2026-03-26      | Floating      | 6.38%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-4243.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3494 FN 10/48 FIXED 3.5                          | CUSIP: 31418C3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93374 | PA      | $86490.95     | 0.00%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRESIDIO (FORTRESS INTERMEDIATE 3 INC)                                           | FORTRESS INTERMEDIATE 3 INC 2025 TERM LOAN B                 | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    3573000 | PA      | $3595331.25   | 0.12%             | 2031-06-27      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN                                                            | FANNIEMAE WHOLE LOAN FNW 1998 W2 A8                          | CUSIP: 31359UPD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2902 | PA      | $2928.18      | 0.00%             | 2028-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                    | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 09/51 8.75          | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1900000 | PA      | $1697863.07   | 0.06%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1            | CUSIP: 07384M4E9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3359 | PA      | $3278.34      | 0.00%             | 2035-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 2021-20A LTD                                               | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A            | CUSIP: 03330YAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001250.00   | 0.03%             | 2035-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL JSC                                                         | KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/30 5.375        | CUSIP: ACI125QN1<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    1600000 | PA      | $1647659.98   | 0.05%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 12/35 VAR                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5110730.00   | 0.17%             | 2035-12-03      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002 AR2                                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A               | CUSIP: 929227LE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5547 | PA      | $5391.36      | 0.00%             | 2034-02-27      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 05/29 6.625                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3910659.80   | 0.13%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 07/31 VAR                | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2500000 | PA      | $2258810.13   | 0.07%             | 2031-07-10      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | QUANTA SERVICES INC SR UNSECURED 10/30 2.9                   | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     975000 | PA      | $911094.16    | 0.03%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | WAYFAIR LLC SR SECURED 144A 09/30 7.75                       | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $3074892.91   | 0.10%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3638 FN 04/49 FIXED 4                            | CUSIP: 31418DBG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     132648 | PA      | $127316.18    | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                              | NCL CORPORATION LTD SR UNSECURED 144A 01/31 5.875            | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1600000 | PA      | $1601092.05   | 0.05%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)                      | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375         | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     422000 | PA      | $417970.47    | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-1530.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WABTEC TRANSPORTATION NETHERLANDS BV                                             | WABTEC TRANSPORTATION COMPANY GUAR 12/27 1.25                | CUSIP: ACI1Y2G20<br>LEI: 213800W8WKL7DR8NFE48 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $455721.37    | 0.02%             | 2027-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                        | JETBLUE AIRWAYS/LOYALTY SR SECURED 144A 09/31 9.875          | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1218152.40   | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-5                                                  | JP MORGAN MORTGAGE TRUST JPMMT 2024 5 A11 144A               | CUSIP: 46658RAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2817259 | PA      | $2813762.32   | 0.09%             | 2054-11-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-6NCX                                                           | EUROSAIL PLC ESAIL 2007 6NCX A3A REGS                        | CUSIP: B29Q4HII9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    2353095 | PA      | $3148695.03   | 0.10%             | 2045-09-13      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-WFH3                                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH3 M1             | CUSIP: 17313CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     236408 | PA      | $237309.00    | 0.01%             | 2037-06-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-9                                                    | COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3                       | CUSIP: 12669GZQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48014 | PA      | $42435.87     | 0.00%             | 2035-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-3                               | FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 3 2A3               | CUSIP: 316599AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1669977 | PA      | $1086088.94   | 0.04%             | 2036-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| WARNER MUSIC (WMG ACQUISITION CORP)                                              | WMG ACQUISITION CORP SR SECURED REGS 08/31 2.25              | CUSIP: ACI1ZQ197<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $4236194.27   | 0.14%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 5.75          | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1043190.00   | 0.03%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QX2526 FR 01/55 FIXED 6.5                  | CUSIP: 31425WYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1595217 | PA      | $1655771.59   | 0.05%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                       | GOEASY LTD SR UNSECURED 144A 10/30 7.375                     | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2011578.00   | 0.07%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3383 FN 06/48 FIXED 3.5                          | CUSIP: 31418CXM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114434 | PA      | $106164.54    | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-1                                                    | OPORTUN FUNDING LLC OPTN 2025 1 C 144A                       | CUSIP: 68377PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $503485.80    | 0.02%             | 2032-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     227067 | PA      | $208710.51    | 0.01%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.75000 03/18/26-10Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-12159.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                      | REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1                 | CUSIP: ACI20JHB7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1700000 | PA      | $1859826.57   | 0.06%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 1 LTD 2015-1A                                           | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A         | CUSIP: 033296AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1010627 | PA      | $1000312.58   | 0.03%             | 2037-07-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR9                                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A              | CUSIP: 9393357P4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        877 | PA      | $855.12       | 0.00%             | 2042-08-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $12050.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSECURED 06/27 5.75                 | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1315693.63   | 0.04%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A              | CUSIP: 93363DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     626501 | PA      | $576356.53    | 0.02%             | 2046-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                             | RLJ LODGING TRUST LP SR SECURED 144A 07/26 3.75              | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     975000 | PA      | $965953.37    | 0.03%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                                  | VALARIS LTD SECURED 144A 04/30 8.375                         | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1200000 | PA      | $1246259.12   | 0.04%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2022-CRE7 ISSUER LTD                                                    | LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A         | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1871847 | PA      | $1877068.06   | 0.06%             | 2037-01-17      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                              | NEW IMMO HOLDING SA SR UNSECURED REGS 12/28 4.875            | CUSIP: BPG839II9<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    2500000 | PA      | $2973744.12   | 0.10%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                                              | NOVELIS CORP COMPANY GUAR 144A 08/31 3.875                   | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     700000 | PA      | $638762.67    | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                             | SARTORIUS FINANCE BV COMPANY GUAR REGS 09/32 4.5             | CUSIP: ACI2JPYZ1<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    2500000 | PA      | $3092213.38   | 0.10%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                  | SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/30 2.55                | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     800000 | PA      | $747139.36    | 0.02%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FOOTBALL CLUB TERM NOTES 2024-XVII TRUST                                         | NATIONAL FOOTBAL LEAGUE 4.5YR                                | CUSIP: 902EYJ902<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3380513.33   | 0.11%             | 2028-10-05      | Fixed         | 5.48%                 | Yes           |                  3 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/28 3.25                            | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2334757.95   | 0.08%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC GROUP INC SR UNSECURED 12/25 4.375                       | CUSIP: 088929AB0<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2536955.56   | 0.08%             | 2025-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| START IRELAND 2019-1                                                             | START LTD. STARR 2019 1 A 144A                               | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     197458 | PA      | $196280.03    | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC COMPANY GUAR 144A 10/30 3.75                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2668659.27   | 0.09%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASURION LLC (AKA: ASURION CORP)                                                  | ASURION CORPORATION 2023 TERM LOAN B11                       | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     150154 | PA      | $150800.69    | 0.00%             | 2028-08-19      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                        | REALTY INCOME CORP SR UNSECURED 12/30 1.625                  | CUSIP: ACI1RRVD2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     500000 | PA      | $573918.66    | 0.02%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-6                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 6 B 144A            | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $9999142.00   | 0.33%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                      | REPUBLIC OF SERBIA SR UNSECURED REGS 05/27 3.125             | CUSIP: ACI1MBVD2<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    2900000 | PA      | $3405598.11   | 0.11%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 B                | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1010145.00   | 0.03%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CSAB MTGE BACKED PASS-THRU CERTS 2006-1                                          | CSAB MORTGAGE BACKED TRUST CSAB 2006 1 A6A                   | CUSIP: 22943HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     198131 | PA      | $46571.88     | 0.00%             | 2036-06-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LN TR 2005-NC4                                               | CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC4 M3              | CUSIP: 78514RAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     516595 | PA      | $513870.56    | 0.02%             | 2035-09-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QJ5545 FR 09/54 FIXED 6.5                  | CUSIP: 3133CWES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1407158 | PA      | $1456031.36   | 0.05%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                                               | SUNRISE FINCO I BV SR SECURED 144A 07/31 4.875               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     950000 | PA      | $905701.50    | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY1                                               | TOWD POINT MORTGAGE TRUST TPMT 2019 HY1 A1 144A              | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4060111 | PA      | $4070479.06   | 0.13%             | 2048-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                      | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34200000 | PA      | $32228796.13  | 1.06%             | 2055-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCAR TURKIYE ENERJI AS                                                          | SOCAR TURKEY ENERJI AS EUR TERM LOAN                         | CUSIP: 941WJKII0<br>LEI: 789000J4L7UFTRMDR776 | Long             | LON              | CORP              | TR        |    4000000 | PA      | $4707943.16   | 0.16%             | 2026-08-11      | Floating      | 5.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $98500.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST 2018-B5                                                 | BENCHMARK MORTGAGE TRUST BMARK 2018 B5 A2                    | CUSIP: 08160BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3914496 | PA      | $3878151.28   | 0.13%             | 2051-07-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PALM RE LTD                                                                      | PALM RE LTD UNSECURED 144A 06/31 VAR                         | CUSIP: 69664FAA6<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $266975.00    | 0.01%             | 2031-06-09      | Floating      | 13.63%                | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                         | SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/50 3.25            | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     550000 | PA      | $377612.13    | 0.01%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                  | NGPL PIPECO LLC SR UNSECURED 144A 08/27 4.875                | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    1602000 | PA      | $1606204.53   | 0.05%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATS CORPORATION                                                                  | ATS CORP COMPANY GUAR 144A 12/28 4.125                       | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     650000 | PA      | $623369.76    | 0.02%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG43 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $13850.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 E 144A          | CUSIP: 69546YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     579613 | PA      | $566907.43    | 0.02%             | 2032-04-15      | Fixed         | 10.27%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  DEC25 IFLL 20251229                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        151 | NC      | $76548.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | IRS CZK 3.57500 07/03/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |          1 | NC      | $107999.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORPORATION                                                     | FREEDOM MORTGAGE CORP SR UNSECURED 144A 01/27 6.625          | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2496560.00   | 0.08%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QO9                                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO9 1A3A            | CUSIP: 75114PAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     108593 | PA      | $96537.70     | 0.00%             | 2046-12-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PEN SOLD USD 20251105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $126096.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP / RHP FINANCE CORP                                       | RHP HOTEL PPTY/RHP FINAN COMPANY GUAR 144A 02/29 4.5         | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1251480.46   | 0.04%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LN TR 2007-A6                                           | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A5              | CUSIP: 18976GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41254 | PA      | $36286.44     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMEN COMPANY GUAR 144A 10/27 4.75        | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     480000 | PA      | $477157.54    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROFRAC HOLDINGS II LLC                                                          | PROFRAC HOLDINGS II LLC SR SECURED 144A 01/29 VAR            | CUSIP: 74319TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     574000 | PA      | $594807.50    | 0.02%             | 2029-01-23      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP COMPANY GUAR 04/29 5.25                   | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205824.56    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 2025 TERM LOAN M                               | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    2200000 | PA      | $2200110.00   | 0.07%             | 2032-08-19      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPIRIT AVIATION HLDGS INC WARRANTS                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      17713 | NC      | $6730.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2007-5                                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A              | CUSIP: 41165AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     227041 | PA      | $197356.39    | 0.01%             | 2037-09-19      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $27.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR13                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A             | CUSIP: 93363RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     449194 | PA      | $393642.69    | 0.01%             | 2046-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                                                     | DELOITTE LLP SR UNSEC D                                      | CUSIP: 955GGZ907<br>LEI: 549300FJV7IV1ZHGAV28 | Long             | DBT              | CORP              | US        |     500000 | PA      | $511123.53    | 0.02%             | 2037-01-30      | Fixed         | 5.69%                 | Yes           |                  3 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                        | EXPAND ENERGY CORP COMPANY GUAR 02/32 4.75                   | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6685774.76   | 0.22%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                                | US RENAL CARE INC SR SECURED 144A 06/28 10.625               | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |     779450 | PA      | $682018.75    | 0.02%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20251014                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-984.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP INC (STONEPEAK NILE PARENT LLC)                     | STONEPEAK NILE PARENT LLC TERM LOAN B                        | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |    2000000 | PA      | $2001750.00   | 0.07%             | 2032-04-09      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF INDUSTRIES INC COMPANY GUAR 03/34 5.15                    | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2852407.73   | 0.09%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251014                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $684.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 03/49 4.875                 | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     600000 | PA      | $508053.70    | 0.02%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/52 4.625                             | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1074261.51   | 0.04%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA/MCLEAN VA BRANCH                                                  | CAPITAL ONE NA SR UNSECURED 09/28 4.65                       | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1113476.51   | 0.04%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA SR UNSECURED 04/50 4.5                    | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    3300000 | PA      | $2491236.00   | 0.08%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-OAT FUTURE   DEC25 XEUR 20251208                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -270 | NC      | $-20438.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KAERNTNER AUSGLEICHSZAHLUNGS-FONDS (KAF)                                         | KAF KAERTNER AUS (EUR) HETACAPP2 (EUR)                       | CUSIP: 934FUQII0<br>LEI: 5299005K04JUZBZIIE85 | Long             | DBT              | NUSS              | AT        |   23237688 | PA      | $2046166.72   | 0.07%             | 2049-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2024 1A B 144A               | CUSIP: 36269HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3800000 | PA      | $3817522.18   | 0.13%             | 2028-07-17      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                               | CERDIA FINANZ GMBH CERDIA FINANZ GMBH                        | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    1500000 | PA      | $1591875.00   | 0.05%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 05/61 3.771               | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   29126000 | PA      | $18428020.20  | 0.61%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMEN SR SECURED 144A 01/28 3.75          | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1956313.60   | 0.06%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HOLDINGS SA                                                  | CONTOURGLOBAL POWER HLDG SR SECURED 144A 02/30 6.75          | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    1500000 | PA      | $1559985.00   | 0.05%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                         | CHORD ENERGY CORP SR UNSECURED 144A 10/30 6                  | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1887958.33   | 0.06%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $9502.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A2                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 3A1                   | CUSIP: 466247J95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      93628 | PA      | $81819.14     | 0.00%             | 2036-04-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RT MTGE TRUST 2003-5                                            | MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 5 4A3               | CUSIP: 576433FJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9396 | PA      | $8539.92      | 0.00%             | 2033-11-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-10                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 10 MF1               | CUSIP: 126670AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7250000 | PA      | $6870497.30   | 0.23%             | 2036-02-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-85.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH                              | BAMLL COML MTG SECS TR 2024 04/42 1                          | CUSIP: 05554WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3860000 | PA      | $3217181.46   | 0.11%             | 2042-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH (VERTICAL MIDCO)                                          | TK ELEVATOR MIDCO GMBH SR SECURED REGS 07/27 4.375           | CUSIP: ACI1NM9X8<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $1176245.03   | 0.04%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                       | REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR                | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    3020160 | PA      | $2947869.12   | 0.10%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QY1579 FR 04/55 FIXED 6.5                  | CUSIP: 31426KXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1109727 | PA      | $1155316.64   | 0.04%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 01/31 2.25                     | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1825345.36   | 0.06%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-A                                                 | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1              | CUSIP: 05949CRS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5922 | PA      | $5508.98      | 0.00%             | 2036-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                              | UNITED AIRLINES INC SR SECURED 144A 04/26 4.375              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2977985.85   | 0.10%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                       | GOEASY LTD GOEASY LTD                                        | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2088770.00   | 0.07%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                                     | ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/34 5.5         | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    3300000 | PA      | $3502670.66   | 0.12%             | 2034-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-5                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 B 144A            | CUSIP: 69548WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4538770.65   | 0.15%             | 2033-03-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $103.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG            | CUSIP: 952NPHII6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $169000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST SR UNSECURED 144A 10/28 5.25         | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2302103.60   | 0.08%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-63132.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13                                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1           | CUSIP: 02149DAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     326953 | PA      | $289758.34    | 0.01%             | 2037-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                                   | REPUBLIC OF SRI LANKA SR UNSECURED 144A 05/36 VAR            | CUSIP: ACI2SS751<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     873167 | PA      | $774851.42    | 0.03%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2007-2F                                                  | GSR MORTGAGE LOAN TRUST GSR 2007 2F 3A3                      | CUSIP: 362636AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     157559 | PA      | $78176.86     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.50000 03/18/26-5Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $44075.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                     | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363         | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1841147.50   | 0.06%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                             | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75            | CUSIP: ACI2YYK31<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      59576 | PA      | $88876.85     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC)                 | PRIME SECSRVC BRW/FINANC SR SECURED 144A 08/27 3.375         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2336309.76   | 0.08%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA ROMANIA                                              | CUSIP: ACI2MY762<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2650000 | PA      | $3170441.04   | 0.10%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                     | REPUBLIC OF CHILE SR UNSECURED 05/41 3.1                     | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    4700000 | PA      | $3588920.00   | 0.12%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                    | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |     228414 | NS      | $360894.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251027                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $353.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AA BOND CO LIMITED                                                               | AA BOND CO LTD SECURED REGS 01/26 6.5                        | CUSIP: ACI1V8S50<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |     346429 | PA      | $466868.50    | 0.02%             | 2026-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-1177.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PEN SOLD USD 20251031                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $41631.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSECURED 11/31 4.625                        | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $269265.45    | 0.01%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-28                                                   | COUNTRYWIDE HOME LOANS CWHL 2005 28 A3                       | CUSIP: 126694PH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     159103 | PA      | $83864.88     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $820.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 02/32 3.625       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    6375000 | PA      | $5840490.04   | 0.19%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2023-B                                             | COLLEGE AVE STUDENT LOANS CASL 2023 B D 144A                 | CUSIP: 19425MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     462437 | PA      | $487263.82    | 0.02%             | 2054-06-25      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $12.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/47 5.65             | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3010000 | PA      | $2424304.06   | 0.08%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-142381.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                                          | AMEREN ILLINOIS CO 1ST MORTGAGE 03/50 3.25                   | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     300000 | PA      | $210968.81    | 0.01%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2023-2A                                        | GLS AUTO SELECT RECEIVABLES TR GSAR 2023 2A B 144A           | CUSIP: 36269EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1654679.68   | 0.05%             | 2029-12-17      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                                  | COMISION EJ HI RIO LEMPA GOVT GUARANT REGS 01/33 8.65        | CUSIP: P3012UAA4<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     800000 | PA      | $837520.00    | 0.03%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1           | CUSIP: 02152AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2669624 | PA      | $1214546.02   | 0.04%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-6                                              | PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A            | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     173766 | PA      | $175022.92    | 0.01%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                         | FLORA FOOD MANAGEMENT BV SR SECURED REGS 07/29 6.875         | CUSIP: ACI2PNX31<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |    2200000 | PA      | $2587210.82   | 0.09%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY SUBORDINATED 01/32 VAR                      | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3000000 | PA      | $2814159.09   | 0.09%             | 2032-01-14      | Floating      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-8                                             | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2               | CUSIP: 86361JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570608 | PA      | $384254.70    | 0.01%             | 2036-09-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC COMPANY GUAR 04/35 5.55               | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1027080.51   | 0.03%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12                              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1            | CUSIP: 07387AGE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     139248 | PA      | $128523.34    | 0.00%             | 2036-02-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                                   | REPUBLIC OF GUATEMALA SR UNSECURED 144A 06/30 4.9            | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    1400000 | PA      | $1393287.92   | 0.05%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEW ALBERTSONS LP                                                                | NEW ALBERTSONS LP SR UNSECURED 02/28 6.57                    | CUSIP: 01310QCW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $809476.00    | 0.03%             | 2028-02-23      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| CUMULUS STATIC CLO 2024-1 DAC 24-1A                                              | CUMULUS STATIC CLO CMLST 2024 1A A 144A                      | CUSIP: ACI2NK2H2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3268906 | PA      | $3839722.42   | 0.13%             | 2033-11-15      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG            | CUSIP: 952NPKII9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $533000.00    | 0.02%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                                   | REPUBLIC OF SRI LANKA SR UNSECURED 144A 02/38 VAR            | CUSIP: ACI2SS6L7<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1747068 | PA      | $1561091.35   | 0.05%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2005-8                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4               | CUSIP: 05946XZ48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10276 | PA      | $10426.84     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $251.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES IP LTD                                            | DELTA AIR LINES/SKYMILES SR SECURED 144A 10/25 4.5           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $299638.60    | 0.01%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR               | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     188404 | PA      | $104093.21    | 0.00%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)DEC25 XCBT 20251219                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        523 | NC      | $-42476.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $9901.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2              | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1335400 | PA      | $1294629.44   | 0.04%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI FINANCIAL CORP CI FINANCIAL CORP                          | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    2800000 | PA      | $2985253.12   | 0.10%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP COMPANY GUAR 03/32 2.65                   | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     690000 | PA      | $615876.61    | 0.02%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                             | COGENT COMMS GRP / FIN SR SECURED 144A 07/32 6.5             | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2334565.20   | 0.08%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 11/29 5.375                | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    3149000 | PA      | $3115912.51   | 0.10%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                                             | FERGUSON FINANCE PLC COMPANY GUAR 144A 06/30 3.25            | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $569813.94    | 0.02%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 04/29 7.625                 | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    5100000 | PA      | $5425451.60   | 0.18%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FS8790 FN 07/54 FIXED VAR                          | CUSIP: 3140XQXU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1016541 | PA      | $1052465.52   | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORPORATION                                                          | QUIDELORTHO CORP TERM LOAN                                   | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    2700000 | PA      | $2689321.50   | 0.09%             | 2032-08-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                     | CAIXABANK SA 144A 09/34 VAR                                  | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    2500000 | PA      | $2787053.83   | 0.09%             | 2034-09-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20251205                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-136.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QY1895 FR 04/55 FIXED 6.5                  | CUSIP: 31426LC93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1125817 | PA      | $1164417.82   | 0.04%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | BLUE OWL FINANCE LLC COMPANY GUAR 04/34 6.25                 | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1364231.48   | 0.04%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER                   | ALLIANT HOLD / CO ISSUER SR SECURED 144A 10/31 6.5           | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2968679.66   | 0.10%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QY1998 FR 04/55 FIXED 6.5                  | CUSIP: 31426LGG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1508911 | PA      | $1569876.16   | 0.05%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                  | REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7              | CUSIP: P97475AJ9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   12900000 | PA      | $2858640.00   | 0.09%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)                      | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75          | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2325586.44   | 0.08%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIE CO.                                                            | KENTUCKY UTILITIES CO 1ST MORTGAGE 06/50 3.3                 | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     100000 | PA      | $70092.74     | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-2                                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 2 1A4               | CUSIP: 17307GRE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70714 | PA      | $68220.27     | 0.00%             | 2035-05-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-HYB2                                                 | COUNTRYWIDE HOME LOANS CWHL 2004 HYB2 6A                     | CUSIP: 12669FTM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61639 | PA      | $61054.61     | 0.00%             | 2034-07-20      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 10/28 6.125                 | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   10900000 | PA      | $11120877.16  | 0.37%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 10/25 0.00000                                  | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      26000 | PA      | $25941.66     | 0.00%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ3960 FN 01/48 FIXED 3.5                          | CUSIP: 3140H5MJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114649 | PA      | $106162.59    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC COMPANY GUAR 144A 02/29 4.75                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     600000 | PA      | $591717.55    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20251224                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-1040.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325298 | PA      | $312659.97    | 0.01%             | 2031-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABILENE DC 7 LLC/ABILENE DC 8 LLC                                                | PROJECT FLASH TERM LOAN 1                                    | CUSIP: BA000KZ61<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2000000 | PA      | $2000000.00   | 0.07%             | 2030-04-30      | Floating      | 1.18%                 | No            |                  3 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9                  | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1577779.20   | 0.05%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8455 FR 08/54 FIXED 6.5                  | CUSIP: 3132DWMC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     655451 | PA      | $677920.35    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT COMPANY                                                    | GACI FIRST INVESTMENT COMPANY GUAR REGS 02/53 5.125          | CUSIP: G3705QAE7<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    2700000 | PA      | $2470607.81   | 0.08%             | 2053-02-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                                                         | BLOCK COMMUNICATIONS INC COMPANY GUAR 144A 03/28 4.875       | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1533712.16   | 0.05%             | 2028-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375        | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2292279.59   | 0.08%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP GST                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $8530.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/34 9.75          | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3384975.00   | 0.11%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2017-1A                                       | SPIRIT AIR 2017 1 PTT A PASS THRU CE 08/31 3.65              | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60030 | PA      | $54831.00     | 0.00%             | 2031-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES 2025-FL4                                  | GREYSTONE COMMERCIAL REAL ESTA GSTNE 2025 FL4 A 144A         | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5100000 | PA      | $5113350.42   | 0.17%             | 2043-01-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H6 MORTGAGE TRUST 2025-H6                                             | CROSS MORTGAGE TRUST CROSS 2025 H6 A1 144A                   | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4046965 | PA      | $4060497.00   | 0.13%             | 2070-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2004-FF10                                                | FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF10 M1              | CUSIP: 32027NMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21136 | PA      | $21048.71     | 0.00%             | 2034-07-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS CZK 3.36500 11/28/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |          1 | NC      | $-40479.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOCTORS CO/THE                                                                   | DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5         | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2495941.87   | 0.08%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF INDUSTRY LIMITED                                                         | BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1               | CUSIP: BA000BY62<br>LEI: 5493006N5JD4B34R6G14 | Long             | LON              | MUN               | NG        |    6300000 | PA      | $7361999.62   | 0.24%             | 2027-08-23      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2005-D                                          | INDYMAC RESIDENTIAL ASSET BACK INABS 2005 D M1               | CUSIP: 456606JP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5819878 | PA      | $5510802.48   | 0.18%             | 2036-03-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                                        | OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/48 6.75          | CUSIP: M75242BH5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    4980000 | PA      | $5478660.40   | 0.18%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 02/52 4.4                 | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1007000 | PA      | $754545.10    | 0.02%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 02/29 5.875                             | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1666172.67   | 0.05%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                                     | ON SEMICONDUCTOR CORP COMPANY GUAR 144A 09/28 3.875          | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1768606.11   | 0.06%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A2           | CUSIP: 02146VAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600891 | PA      | $440098.65    | 0.01%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   91300000 | PA      | $88523056.63  | 2.92%             | 2055-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A4                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A1                   | CUSIP: 46631JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     440805 | PA      | $341048.39    | 0.01%             | 2037-06-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                     | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 0.0000           | CUSIP: ACI1Q6MV9<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     585090 | PA      | $451813.81    | 0.01%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2007-A1                                           | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 1A1A            | CUSIP: 466287AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     342563 | PA      | $294042.04    | 0.01%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                                   | REPUBLIC OF SRI LANKA SR UNSECURED 144A 06/35 VAR            | CUSIP: ACI2SS7V4<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1258124 | PA      | $922354.95    | 0.03%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15                | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   14800000 | PA      | $4518837.00   | 0.15%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-4                                                  | BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2                   | CUSIP: 07386HSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     474228 | PA      | $455743.45    | 0.02%             | 2035-05-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CMA CGM SA                                                                       | CMA CGM SA SR UNSECURED 144A 01/31 5                         | CUSIP: ACI2Y8R15<br>LEI: 969500BZJ49IICIBZZ08 | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1673939.06   | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-19282.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-912.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-1                                                    | OPORTUN FUNDING LLC OPTN 2025 1 A 144A                       | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     338988 | PA      | $339458.24    | 0.01%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8526 FR 04/55 FIXED 6.5                  | CUSIP: 3132DWPK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1112947 | PA      | $1151154.53   | 0.04%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                                              | VERISURE HOLDING AB SR SECURED REGS 02/27 3.25               | CUSIP: BMYCBHII0<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    2000000 | PA      | $2348441.35   | 0.08%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/61 3.45        | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    2000000 | PA      | $1310164.36   | 0.04%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251031                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-35247.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 06/18/25-30Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $4406691.75   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                     | AEP TRANSMISSION CO LLC AEP TRANSMISSION CO LLC              | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1021971.95   | 0.03%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CRP 2003-22A                                         | STRUCTURED ASSET SECURITIES CO SASC 2003 22A 2A1             | CUSIP: 86359AYX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10641 | PA      | $10449.74     | 0.00%             | 2033-06-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GLENCORE FINANCE (EUROPE) LIM SNR SE ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JE        |          1 | NC      | $898456.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET SECURIZATION TR 2007-3                                               | MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 3 22A5              | CUSIP: 57645NAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     883191 | PA      | $737063.47    | 0.02%             | 2047-05-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                     | FLUTTER TREASURY DAC SR SECURED 144A 06/31 5.875             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    2000000 | PA      | $2031370.00   | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSECURED 06/26 2.75                            | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1308652.81   | 0.04%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                                                    | TIDEWATER INC COMPANY GUAR 144A 07/30 9.125                  | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3112076.19   | 0.10%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| RBSSP RESECURITIZATION TRUST 2009-7                                              | RBSSP RESECURITIZATION TRUST RBSSP 2009 7 6A2 144A           | CUSIP: 75524MAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     735423 | PA      | $630255.35    | 0.02%             | 2036-10-26      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL OMO120626                                   | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 3603081000 | PA      | $2136657.65   | 0.07%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-3524.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 05/47 5.75                  | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3560000 | PA      | $2829615.41   | 0.09%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A13          | CUSIP: 02149JAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1366505 | PA      | $487614.99    | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65                  | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     800000 | PA      | $682326.60    | 0.02%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2007-OC1                                              | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OC1 A1             | CUSIP: 93936FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     283730 | PA      | $256812.44    | 0.01%             | 2047-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20251226                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-1054.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                                     | YINSON BORONIA PRODUCTIO SR SECURED REGS 07/42 8.947         | CUSIP: N9733XAA5<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     196218 | PA      | $218714.91    | 0.01%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB/STOCKHOLM BRANCH                     | SAMHALLSBYG HOLD COMPANY GUAR REGS 08/26 2.375               | CUSIP: ACI2STC79<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |    1100000 | PA      | $1250138.95   | 0.04%             | 2026-08-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                    | FREEDOM MORTGAGE HOLD FREEDOM MORTGAGE HOLD                  | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3579981.07   | 0.12%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-6678.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANON GOVT                                                                     | LEBANESE REPUBLIC SR UNSECURED REGS 03/27 6.85               | CUSIP: 931GZRII4<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    3925000 | PA      | $882963.09    | 0.03%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 D 144A          | CUSIP: 69546YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     469687 | PA      | $471401.18    | 0.02%             | 2032-04-15      | Fixed         | 6.26%                 | No            |                  3 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP COMPANY GUAR 144A 02/32 4.125                  | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3682455.41   | 0.12%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/60 5.93                            | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2569427.02   | 0.08%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3A                                                             | EUROSAIL PLC ESAIL 2007 3A A3C 144A                          | CUSIP: 29880YAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     151421 | PA      | $203765.48    | 0.01%             | 2045-06-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-HY11                                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY11 A1            | CUSIP: 021466AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1311271 | PA      | $1240052.19   | 0.04%             | 2036-06-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2005-A6                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 7A1                   | CUSIP: 466247UG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87412 | PA      | $77438.12     | 0.00%             | 2035-08-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACK SEC TR 2003-I                                          | WELLS FARGO MORTGAGE BACKED SE WFMBS 2003 I A1               | CUSIP: 949802AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7119 | PA      | $7005.03      | 0.00%             | 2033-09-25      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4                               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 4 3A1              | CUSIP: 07387ABR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     162777 | PA      | $152458.61    | 0.01%             | 2035-08-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 12/99 5.75                | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2000000 | PA      | $1716000.00   | 0.06%             | 2099-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                                 | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1                     | CUSIP: 362341WZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67008 | PA      | $64919.41     | 0.00%             | 2035-11-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QA2                                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1             | CUSIP: 761118TR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73585 | PA      | $63014.55     | 0.00%             | 2036-02-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DC2758 FN 04/55 FIXED 6.5                          | CUSIP: 3140AQB43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1636109 | PA      | $1693624.57   | 0.06%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TRUST 2023-AIR                                                              | OPEN TRUST OPEN 2023 AIR A 144A                              | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     663126 | PA      | $664522.20    | 0.02%             | 2040-11-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP/BIP V CHIN SR SECURED 144A 06/31 5.5           | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1189631.16   | 0.04%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IVANTI SECURITY HOLDINGS LLC                                                     | IVANTI SOFTWARE INC 2025 NEWCO TERM LOAN                     | CUSIP: 46583VAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     173963 | PA      | $179290.95    | 0.01%             | 2029-06-01      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 3 C                | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5700000 | PA      | $5737479.78   | 0.19%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 06/41 3.5                | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1606021.54   | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INCORPORATED                                                | ELANCO ANIMAL HEALTH INC SR UNSECURED 08/28 6.65             | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1532280.96   | 0.05%             | 2028-08-28      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $3439.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3                                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A         | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2201004 | PA      | $2128515.19   | 0.07%             | 2059-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                      | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39800000 | PA      | $39449298.32  | 1.30%             | 2055-11-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL-2006-HE6                                              | MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2B                 | CUSIP: 61750FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1404591 | PA      | $484590.98    | 0.02%             | 2036-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-HE3                                                             | GSAMP TRUST GSAMP 2006 HE3 A2D                               | CUSIP: 36244KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2208005 | PA      | $2131306.20   | 0.07%             | 2046-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 2 LTD 2015-2A                                           | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 2A ARV 144A         | CUSIP: 03329LAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1774044.18   | 0.06%             | 2038-04-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAN 10YR BOND FUT DEC25 XMOD 20251218                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        249 | NC      | $454605.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                             | HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 07/32 7.375        | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2311318.88   | 0.08%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8                               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1              | CUSIP: 07384MZS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        660 | PA      | $633.39       | 0.00%             | 2034-01-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MRGT PASS THRU CER 2003-1                                             | GREENPOINT MORTGAGE PASS THROU GMSI 2003 1 A1                | CUSIP: 395387AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24535 | PA      | $24118.04     | 0.00%             | 2033-10-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| RENEW PRIVATE LIMITED                                                            | RENEW POWER PVT LTD SR SECURED 144A 03/27 5.875              | CUSIP: 75975AAA8<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |     478000 | PA      | $478070.70    | 0.02%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                                          | COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN   | CUSIP: BA0004JK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1700000 | PA      | $1749157.98   | 0.06%             | 2029-05-30      | Floating      | 6.78%                 | No            |                  3 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2004-A3                                             | MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A3 2A               | CUSIP: 59020UHG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72139 | PA      | $64493.70     | 0.00%             | 2034-05-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                     | CUSIP: ACI1SQVK7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $2258207.25   | 0.07%             | 2027-05-12      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-2840.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                     | REPUBLIC OF SENEGAL SR UNSECURED REGS 03/28 4.75             | CUSIP: ACI11B6Y7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     700000 | PA      | $718160.92    | 0.02%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $47680.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 12/27 4.25                         | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2162198.17   | 0.07%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL 888233 FN 11/35 FIXED VAR                          | CUSIP: 31410FY66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12472 | PA      | $12768.70     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-334560.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 09/30 VAR                | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $947113.18    | 0.03%             | 2030-09-13      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MTGE 2004-14                                          | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 14 B1               | CUSIP: 863579CS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1856268 | PA      | $1679666.35   | 0.06%             | 2034-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 11/36 3.187                   | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1400173.29   | 0.05%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | CAMERON LNG LLC SR SECURED 144A 01/35 3.302                  | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     300000 | PA      | $260635.34    | 0.01%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                                  | COSTA RICA GOVERNMENT SR UNSECURED 144A 02/31 6.125          | CUSIP: 221597CP0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    1000000 | PA      | $1044750.00   | 0.03%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL BILLS 11/25 0.00000                         | CUSIP: ACI2S28H1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  411000000 | PA      | $272073.40    | 0.01%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDINGS LLC                                                            | WR GRACE HOLDING LLC SR SECURED 144A 06/27 4.875             | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    1196000 | PA      | $1190077.89   | 0.04%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA)             | EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/30 3.65        | CUSIP: 29246QAD7<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    1000000 | PA      | $979561.80    | 0.03%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   10117546 | PA      | $6854637.14   | 0.23%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUXEMBOURG SA                                                   | INTRALOT CAPITAL LUX SR SECURED 144A 10/31 6.75              | CUSIP: ACI30N7J0<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |    3000000 | PA      | $3555424.14   | 0.12%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $349.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                                                   | QUALITYTECH LP TERM LOAN B                                   | CUSIP: BA0009MM5<br>LEI: 549300GWD2FYVWRWCZ90 | Long             | LON              | CORP              | US        |    3184000 | PA      | $3191960.00   | 0.11%             | 2031-10-30      | Floating      | 7.72%                 | No            |                  3 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 01/31 2.783                    | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2175000 | PA      | $2009808.75   | 0.07%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2016 1 AA PTT PASS THRU CE 01/30 3.1              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     158915 | PA      | $153724.74    | 0.01%             | 2030-01-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2005-F                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2005 F 4A1               | CUSIP: 05946XYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18182 | PA      | $14943.10     | 0.00%             | 2035-09-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-17                                                   | GSAA HOME EQUITY TRUST GSAA 2006 17 A3A                      | CUSIP: 362257AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10622924 | PA      | $3352808.39   | 0.11%             | 2036-11-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                       | REPUBLIC OF GHANA SR UNSECURED 144A 07/35 VAR                | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    4343040 | PA      | $3671313.38   | 0.12%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                                        | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    9000000 | PA      | $9142290.00   | 0.30%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-62                                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1             | CUSIP: 12668ATT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     124778 | PA      | $107493.40    | 0.00%             | 2035-12-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC)                 | PRIME SECSRVC BRW/FINANC SR SECURED 144A 04/26 5.75          | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $321744.00    | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                                                        | BAUSCH + LOMB CORP SR SECURED 144A 10/28 8.375               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1043437.50   | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                 | VIRGIN MEDIA SECURED FIN SR SECURED REGS 01/30 4.25          | CUSIP: ACI1FYG47<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    5200000 | PA      | $6520894.55   | 0.21%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK8947 FN 09/48 FIXED 3.5                          | CUSIP: 3140HN5H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36395 | PA      | $34024.19     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                             | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75            | CUSIP: ACI2ZHVB7<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |     210418 | PA      | $316901.16    | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LIFEPOINT HEALTH INC 2024 1ST LIEN TERM LOAN B               | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      78349 | PA      | $78304.54     | 0.00%             | 2031-05-19      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSEET MTGE INV INC 2002-AR3                                          | STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1              | CUSIP: 86358HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2376 | PA      | $2270.80      | 0.00%             | 2032-09-19      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                                               | TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A              | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     235634 | PA      | $241047.00    | 0.01%             | 2058-05-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-6                                                | VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A              | CUSIP: 92539XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4408610 | PA      | $4462487.19   | 0.15%             | 2068-09-25      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC / PANTHER CO-ISSUER INC                            | PANTHER ESCROW ISSUER PANTHER ESCROW ISSUER                  | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4787762.80   | 0.16%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QJ2143 FR 08/54 FIXED 6.5                  | CUSIP: 3133CSLY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1520403 | PA      | $1592244.24   | 0.05%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.32 05/08/25-01/02/29 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-942.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QI8203 FR 06/54 FIXED 6.5                  | CUSIP: 3133WFDG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1244613 | PA      | $1293883.33   | 0.04%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTR SPECIALIZED LOAN TRUST 2005-3                                              | MASTR SPECIALIZED LOAN TRUST MASD 2005 3 M1 144A             | CUSIP: 576436CP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1935489 | PA      | $1857280.69   | 0.06%             | 2035-11-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.55100 09/17/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $51903.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-2                                             | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1               | CUSIP: 863579V47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30977 | PA      | $24836.14     | 0.00%             | 2036-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG SUBORDINATED REGS 02/33 VAR                   | CUSIP: BP83KSII8<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    1100000 | PA      | $1589192.66   | 0.05%             | 2033-02-28      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                               | BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 07/33 7.5         | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3362205.00   | 0.11%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 08/29 3.8                   | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1913665.86   | 0.06%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251202                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-94.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2006-3X                                                             | EUROSAIL PLC ESAIL 2006 3X C1A REGS                          | CUSIP: B1HM7HII8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    3895658 | PA      | $4526397.24   | 0.15%             | 2044-09-10      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                            | IVORY COAST SR UNSECURED REGS 10/31 5.875                    | CUSIP: ACI1G4C46<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    2000000 | PA      | $2340798.73   | 0.08%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 06/20/24-7Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-374372.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                             | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8               | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5386180.80   | 0.18%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                     | GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7             | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1431084.98   | 0.05%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TRANSNET                                                                         | TRANSNET SOC LTD 2015 ZAR TERM LOAN                          | CUSIP: BA000FR04<br>LEI: 378900B07CD6F01EA796 | Long             | LON              | CORP              | ZA        |   97857143 | PA      | $5599387.98   | 0.18%             | 2028-03-02      | Floating      | 11.12%                | No            |                  3 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                              | ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/28 4                | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     700000 | PA      | $694584.04    | 0.02%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                      | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 05/48 6.15        | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    2820000 | PA      | $2876625.60   | 0.09%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                            | QNITY ELECTRONICS INC SR UNSECURED 144A 08/33 6.25           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     700000 | PA      | $715705.20    | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTL NV COMPANY GUAR 144A 10/39 6               | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1300000 | PA      | $1363541.99   | 0.04%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $14.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP DUKE ENERGY CORP                            | CUSIP: ACI2NP7R4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4965104.17   | 0.16%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                             | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75            | CUSIP: ACI2VXTH6<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |     268132 | PA      | $402740.23    | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                          | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 6.95              | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2000000 | PA      | $2137900.00   | 0.07%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                             | PT PERTAMINA (PERSERO) SR UNSECURED 144A 07/49 4.7           | CUSIP: 69370PAE1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    3000000 | PA      | $2562592.23   | 0.08%             | 2049-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1                                      | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 C1 A4               | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1091765.07   | 0.04%             | 2049-05-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.672          | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2800000 | PA      | $2890993.56   | 0.10%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 04/32 4.75                | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1600000 | PA      | $1567784.00   | 0.05%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2007-1                                              | NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A6                | CUSIP: 65538PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61328 | PA      | $58074.68     | 0.00%             | 2047-03-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-AF1                                            | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 AV1             | CUSIP: 59024KAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73863 | PA      | $33338.95     | 0.00%             | 2037-06-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                               | HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327             | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $821935.77    | 0.03%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                                               | BURBERRY GROUP PLC COMPANY GUAR REGS 06/30 5.75              | CUSIP: ACI2PKL89<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $4055423.68   | 0.13%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                                | MARS INC SR UNSECURED 144A 03/32 5                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2046986.44   | 0.07%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875             | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1943455 | PA      | $1999137.17   | 0.07%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 01/31 6.125                 | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3568435.27   | 0.12%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5                | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1218946.62   | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QX6700 FR 02/55 FIXED 6.5                  | CUSIP: 31426CNS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1410297 | PA      | $1465279.68   | 0.05%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA SR UNSECURED 02/35 6.4                    | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    4900000 | PA      | $5072480.00   | 0.17%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG            | CUSIP: 952NPH004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     800000 | PA      | $104000.00    | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA SR UNSECURED 01/36 6.7                    | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   10200000 | PA      | $10794660.00  | 0.36%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | CAMERON LNG LLC SR SECURED 144A 01/38 3.402                  | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     400000 | PA      | $347032.84    | 0.01%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS CAPITAL CORP                                                        | WYNN RESORTS FINANCE LLC COMPANY GUAR 144A 10/29 5.125       | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2259972.00   | 0.07%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                             | CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7                | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1370748.31   | 0.05%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/27 3.65             | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3230000 | PA      | $3201890.73   | 0.11%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2006-D                                          | INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 1A               | CUSIP: 43709LAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4035010 | PA      | $3819533.63   | 0.13%             | 2036-11-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP)       | TRAVEL + LEISURE CO SR SECURED 144A 03/30 4.625              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1061043.17   | 0.03%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                               | SANTOS FINANCE LTD COMPANY GUAR 144A 04/31 3.649             | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    1325000 | PA      | $1237650.83   | 0.04%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                           | FAIR ISAAC CORP SR UNSECURED 144A 06/28 4                    | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2039951.28   | 0.07%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR16                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3            | CUSIP: 92925GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     143054 | PA      | $128406.66    | 0.00%             | 2036-12-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/29 3.75        | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4813522.95   | 0.16%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                      | REPUBLIC OF SERBIA SR UNSECURED REGS 06/29 1.5               | CUSIP: ACI1CRTF6<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    6500000 | PA      | $7094846.86   | 0.23%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED 144A 10/29 5.5                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    2625000 | PA      | $2283582.92   | 0.08%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                      | FTAI AVIATION INVESTORS COMPANY GUAR 144A 05/31 7            | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6700627.20   | 0.22%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $6050.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                              | TREEHOUSE FOODS INC COMPANY GUAR 09/28 4                     | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1647127.13   | 0.05%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1912.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-3426.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF BUENOS AIRES ARGENTINA                                               | PROVINCIA DE BUENOS AIRE SR UNSECURED REGS 09/37 VAR         | CUSIP: ACI208PK2<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    6428800 | PA      | $3768884.00   | 0.12%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                                     | MPH ACQUISITION HOLDINGS LLC 2025 EXCHNG 1ST OUT TERM LOAN   | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     133944 | PA      | $133943.92    | 0.00%             | 2030-12-31      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                     | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    3490000 | PA      | $3507634.97   | 0.12%             | 2025-12-29      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA SR UNSECURED 04/29 9.375                  | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    2100000 | PA      | $2394840.00   | 0.08%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | LAZARD GROUP LLC SR UNSECURED 03/31 6                        | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $2088362.87   | 0.07%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORP LOAN TRUST 2005-AR6                                           | GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 3A1            | CUSIP: 36185MBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16745 | PA      | $14685.67     | 0.00%             | 2035-11-19      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DD9186 FN 05/55 FIXED 6.5                          | CUSIP: 3140BAF43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     352834 | PA      | $366346.04    | 0.01%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625                | CUSIP: ACI1S5ZS2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1178528.39   | 0.04%             | 2026-02-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-7                                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 MF1                | CUSIP: 126673Z21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     794523 | PA      | $792616.41    | 0.03%             | 2035-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8535 FR 05/55 FIXED 6.5                  | CUSIP: 3132DWPU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1495899 | PA      | $1547074.08   | 0.05%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                                                 | IMOLA MERGER CORP SR SECURED 144A 05/29 4.75                 | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $4210385.77   | 0.14%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                  | GOAT HOLDCO LLC SR SECURED 144A 02/32 6.75                   | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2180026.26   | 0.07%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR ULTRA FUT DEC25 XCBT 20251219                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        939 | NC      | $1069091.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A6            | CUSIP: 12668AFM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     465544 | PA      | $257360.48    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE HOLDINGS LLC                                                         | BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR                  | CUSIP: 10924BAA5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     400000 | NS      | $355000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG            | CUSIP: 952NPG907<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $130000.00    | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-4                                                  | BEAR STEARNS ALT A TRUST BALTA 2006 4 12A1                   | CUSIP: 073871AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     356432 | PA      | $319893.29    | 0.01%             | 2036-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-14                                                   | GSAA HOME EQUITY TRUST GSAA 2006 14 A2                       | CUSIP: 36298YAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     897136 | PA      | $198280.53    | 0.01%             | 2036-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                      | STATE OF ISRAEL SR UNSECURED 02/30 5.375                     | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    5750000 | PA      | $5938134.42   | 0.20%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DC9630 FN 01/55 FIXED 6.5                          | CUSIP: 3140AXVY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1437190 | PA      | $1492026.69   | 0.05%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE (MEDLINE BORROWER LP)                                                    | MEDLINE BORROWER LP 2025 INCREMENTAL TERM LOAN B             | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    1758669 | PA      | $1759636.48   | 0.06%             | 2030-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3276 FN 02/48 FIXED 3.5                          | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     867245 | PA      | $806909.28    | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1126.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZF EUROPE FINANCE BV SNR SE ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |          1 | NC      | $103412.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2020-NQM2 TRUST                                                              | MFRA TRUST MFRA 2020 NQM2 A1 144A                            | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1032515 | PA      | $1011204.62   | 0.03%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO SR SECURED 144A 06/30 9                           | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3140871.00   | 0.10%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                                     | SPIRIT AVIATION HOLDINGS INC COMMON STOCK USD.0001           | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      26823 | NS      | $10192.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                     | FLUTTER TREASURY DAC FLUTTER TREASURY DAC                    | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    4000000 | PA      | $4133136.00   | 0.14%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | CRESTWOOD MID PARTNER LP COMPANY GUAR 144A 02/29 6           | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1141058.55   | 0.04%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-2                                   | AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1               | CUSIP: 02660CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1643173 | PA      | $1044159.24   | 0.03%             | 2047-03-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR5                                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 2A2             | CUSIP: 86360JAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27545 | PA      | $16999.43     | 0.00%             | 2046-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST                                | BRITISH AIR 21 1 A PPT PASS THRU CE 144A 09/36 2.9           | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1039153 | PA      | $945550.25    | 0.03%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                 | AMWINS GROUP INC SR UNSECURED 144A 06/29 4.875               | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1069805.88   | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR6                                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A               | CUSIP: 929227QB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        634 | PA      | $596.04       | 0.00%             | 2042-06-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 C                | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2312500 | PA      | $2392113.59   | 0.08%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2023-B                                             | COLLEGE AVE STUDENT LOANS CASL 2023 B E 144A                 | CUSIP: 19425MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     612937 | PA      | $643551.66    | 0.02%             | 2054-06-25      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC                | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1656784.32   | 0.05%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA SR UNSECURED 144A 05/35 5.75                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     900000 | PA      | $937929.84    | 0.03%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 09/30 4                    | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     550000 | PA      | $511712.38    | 0.02%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                       | REPUBLIC OF KENYA SR UNSECURED 144A 03/36 9.5                | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    2700000 | PA      | $2776246.43   | 0.09%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FU SR UNSECURED 03/32 6.2              | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2480855.06   | 0.08%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1                                          | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A2            | CUSIP: 83612TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2163114 | PA      | $1444094.38   | 0.05%             | 2037-06-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA ROMANIA                                              | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     700000 | PA      | $821227.31    | 0.03%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                                 | HEALTHEQUITY INC COMPANY GUAR 144A 10/29 4.5                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1941750.40   | 0.06%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY45 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1365578.61   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2023-B                                             | COLLEGE AVE STUDENT LOANS CASL 2023 B A1A 144A               | CUSIP: 19425MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4079488 | PA      | $4264649.42   | 0.14%             | 2054-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTGE SEC 2005-SA4                                            | RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A21            | CUSIP: 76111XYD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116189 | PA      | $72893.95     | 0.00%             | 2035-09-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS9                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS9 1A11            | CUSIP: 75115CAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     156924 | PA      | $130308.08    | 0.00%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-GS1                                           | MILL CITY MORTGAGE TRUST MCMLT 2019 GS1 A1 144A              | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1713168 | PA      | $1680684.74   | 0.06%             | 2059-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 C                | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2405000 | PA      | $2438509.83   | 0.08%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251009                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-155.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 02/28 5.125                 | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    9600000 | PA      | $9593597.28   | 0.32%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                        | NATIONAL FUEL GAS CO SR UNSECURED 03/31 2.95                 | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1050056.15   | 0.03%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CZK BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $338.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                     | HUNGARY SR UNSECURED 144A 09/30 5.375                        | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    2200000 | PA      | $2265536.99   | 0.07%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE CORPORATION                                                    | CREDIT ACCEPTANC CREDIT ACCEPTANC                            | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1688269.01   | 0.06%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                             | PT PERTAMINA (PERSERO) SR UNSECURED REGS 05/41 6.5           | CUSIP: Y7138AAB6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    3000000 | PA      | $3226708.50   | 0.11%             | 2041-05-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CAD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-346.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC COMPANY GUAR 144A 02/31 9                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3591451.50   | 0.12%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5                                           | OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1A1D             | CUSIP: 68383NCY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     288883 | PA      | $285309.93    | 0.01%             | 2035-12-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-2                                              | SAXON ASSET SECURITIES TRUST SAST 2007 2 A2D                 | CUSIP: 80556YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10613030 | PA      | $7850680.44   | 0.26%             | 2047-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORPORATION                                           | CLARIV SCI HLD CORP SR SECURED 144A 07/28 3.875              | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1661628.16   | 0.05%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 05/30 4.8         | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2423239.50   | 0.08%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2004-WMC3                                              | MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1              | CUSIP: 57643LFN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     174032 | PA      | $170032.59    | 0.01%             | 2034-10-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $357895.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-3A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2025 3A B 144A               | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11700000 | PA      | $11750276.07  | 0.39%             | 2030-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| EMF-NL BV 2008-APRX                                                              | EMF NL BV EMFNL 2008 APRX A2 REGS                            | CUSIP: B39M0PII2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | NL        |      88061 | PA      | $103081.54    | 0.00%             | 2041-04-17      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3332 FN 04/48 FIXED 3.5                          | CUSIP: 31418CV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     156812 | PA      | $145691.81    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP / JSG FINANCE INC                                              | JANE STREET GRP/JSG FIN JANE STREET GRP/JSG FIN              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5563289.43   | 0.18%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                       | HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95             | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1729027.81   | 0.06%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-31754.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-2                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 C 144A            | CUSIP: 69545GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2699716 | PA      | $2717637.68   | 0.09%             | 2032-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSECURED 03/29 2.85                      | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    3700000 | PA      | $3483335.77   | 0.11%             | 2029-03-08      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DD5569 FN 03/55 FIXED 6.5                          | CUSIP: 3140B6FK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1116001 | PA      | $1158985.10   | 0.04%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP)                      | HANOVER INSURANCE GROUP SR UNSECURED 09/30 2.5               | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     820000 | PA      | $740406.43    | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1986.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)                | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 05/27 5.125         | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2982239.10   | 0.10%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                  | NGPL PIPECO LLC SR UNSECURED 144A 12/37 7.768                | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    1139000 | PA      | $1318361.30   | 0.04%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-2.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS SR SECURED 144A 07/31 8.5           | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4133888.00   | 0.14%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                      | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                     | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   20914961 | PA      | $203690803.10 | 6.71%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP COMPANY GUAR 10/35 5.875                    | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1876275.81   | 0.06%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                     | REPUBLIC OF SENEGAL UNSECURED 144A 05/33 6.25                | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    1700000 | PA      | $1235674.39   | 0.04%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-6463.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                          | DOMINICAN REPUBLIC SR UNSECURED 144A 01/60 5.875             | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3100000 | PA      | $2757295.00   | 0.09%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO II LTD 2021-2A                                                   | SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A                    | CUSIP: 82812LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $1305057.87   | 0.04%             | 2035-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1                                          | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3            | CUSIP: 83612NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1225658 | PA      | $329328.37    | 0.01%             | 2037-02-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ3937 FN 01/48 FIXED 3.5                          | CUSIP: 3140H5LT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     187448 | PA      | $173654.03    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-2.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                       | REPUBLIC OF KENYA SR UNSECURED 144A 05/32 8                  | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    1600000 | PA      | $1598320.56   | 0.05%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-948.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 09/55 3.55                             | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6991000 | PA      | $4821419.70   | 0.16%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                              | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A            | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1864496 | PA      | $1477707.91   | 0.05%             | 2036-12-19      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-17                                                   | COUNTRYWIDE HOME LOANS CWHL 2005 17 1A6                      | CUSIP: 12669G5S6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54512 | PA      | $54663.63     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC COMPANY GUAR 144A 12/31 4.625            | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1888389.80   | 0.06%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5             | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $7498020.00   | 0.25%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                               | NEWFOLD DIGITAL HLDGS GR SR UNSECURED 144A 02/29 6           | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $828125.00    | 0.03%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-9                                                    | COUNTRYWIDE HOME LOANS CWHL 2006 9 A1                        | CUSIP: 126694W20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     128035 | PA      | $57192.33     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC                                                     | WYNDHAM HOTELS + RESORTS COMPANY GUAR 144A 08/28 4.375       | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    2760000 | PA      | $2696234.89   | 0.09%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.25            | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1700000 | PA      | $1518838.19   | 0.05%             | 2031-07-12      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/34 5.926         | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      21367 | PA      | $21754.70     | 0.00%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-79CB                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 79CB A3            | CUSIP: 12668BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96075 | PA      | $52283.98     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LIFEPOINT HEALTH INC 2024 INCREMENTAL TERM LOAN B1           | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    4356091 | PA      | $4342151.80   | 0.14%             | 2031-05-19      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875              | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1396739.46   | 0.05%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR3                                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1            | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     517042 | PA      | $426897.72    | 0.01%             | 2036-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC SR SECURED 05/28 5.7                               | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1033375.00   | 0.03%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-11571.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                             | WEYERHAEUSER CO SR UNSECURED 03/32 7.375                     | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     508000 | PA      | $582256.94    | 0.02%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRIME MORTGAGE TR 2006-CL1                                                       | PRIME MORTGAGE TRUST PRIME 2006 CL1 A1                       | CUSIP: 74161QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23735 | PA      | $23715.68     | 0.00%             | 2035-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL 008830 G2 03/26 FLOATING VAR                    | CUSIP: 36202KY33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        153 | PA      | $152.53       | 0.00%             | 2026-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD 2006-EFC2                                            | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 EFC2 A4             | CUSIP: 749238AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     508453 | PA      | $505781.57    | 0.02%             | 2036-12-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/43 3.125                                  | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18631000 | PA      | $15212648.21  | 0.50%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SGD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-23206.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                     | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/35 VAR              | CUSIP: ACI1Q6JH4<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    2321488 | PA      | $1739955.26   | 0.06%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                                      | RAYONIER LP COMPANY GUAR 05/31 2.75                          | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |     300000 | PA      | $269460.56    | 0.01%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $31685.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20260326                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-1022.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2005-3                                               | MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A                   | CUSIP: 59020UL37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26985 | PA      | $26238.21     | 0.00%             | 2035-11-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ9279 FN 02/48 FIXED 3.5                          | CUSIP: 3140HBJZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     122449 | PA      | $113372.39    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/29 5.875            | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5088627.60   | 0.17%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT HUF SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $-66.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-23.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                          | STANDARD INDUSTRIES INC. 2021 TERM LOAN B                    | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     840965 | PA      | $843517.73    | 0.03%             | 2028-09-22      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-W4                                                    | ARGENT SECURITIES INC. ARSI 2006 W4 A2D                      | CUSIP: 040104TH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     538082 | PA      | $129047.55    | 0.00%             | 2036-05-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA SR UNSECURED 144A 01/35 6                           | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    1800000 | PA      | $1883779.61   | 0.06%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DA4667 FN 01/54 FIXED 6.5                          | CUSIP: 3140A5FH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1516088 | PA      | $1569130.08   | 0.05%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | CENCORA INC SR UNSECURED 05/32 3.625                         | CUSIP: ACI2X73C0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $2198336.41   | 0.07%             | 2032-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZF EUROPE FINANCE BV SNR SE ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |          1 | NC      | $683748.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                             | ECHOSTAR CORP SR SECURED 11/29 10.75                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1678948.75   | 0.06%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                             | CARNIVAL CORP SR SECURED 144A 08/28 4                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    6550000 | PA      | $6460596.43   | 0.21%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V12 MORTGAGE TRUST                                                | BENCHMARK MORTGAGE TRUST BMARK 2024 V12 A3                   | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4900000 | PA      | $5137176.66   | 0.17%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| IFC EMERGING MARKETS SECURITIZATION 2025-1 LTD                                   | IFC EMERGING MARKETS SECURITIZ IFCEMS 2025 1A A 144A         | CUSIP: 45174DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2999709.57   | 0.10%             | 2035-12-31      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 06/31 2.75                             | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $916835.97    | 0.03%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FOOTBALL CLUB TERM NOTES 2024-XVII TRUST                                         | NATIONAL FOOTBAL LEAGUE 9.5YR                                | CUSIP: 902EZT909<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5141604.85   | 0.17%             | 2033-10-05      | Fixed         | 5.58%                 | Yes           |                  3 | On Loan: No      |
| BEAR STEARNS ARM TRUST 2002-11                                                   | BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1             | CUSIP: 07384MSH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         92 | PA      | $97.20        | 0.00%             | 2033-02-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR13                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A             | CUSIP: 93363RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70769 | PA      | $67150.49     | 0.00%             | 2046-10-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS CAD CAONREPO/2.50000 12/17/25-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-1070.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-OA5                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA5 1A1B            | CUSIP: 93364BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22907 | PA      | $19144.36     | 0.00%             | 2047-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2019 2 A PTT PASS THRU CE 11/29 2.9               | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     488074 | PA      | $463803.67    | 0.02%             | 2029-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                     | REXFORD INDUSTRIAL REALT COMPANY GUAR 12/30 2.125            | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1656369.64   | 0.05%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TR 2004-HYB2                                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A             | CUSIP: 17307GEC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5529 | PA      | $5155.96      | 0.00%             | 2034-03-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                  | REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/28 9.25           | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     900000 | PA      | $208440.00    | 0.01%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-10951.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                                   | ALBION FINANCING 1SARL / SR SECURED 144A 05/30 7             | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3400000 | PA      | $3525120.00   | 0.12%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3                | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     600000 | PA      | $482026.18    | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.2914 05/08/25-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-22831.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TR 2006-WF2                                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A1              | CUSIP: 17309BAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     123425 | PA      | $61207.67     | 0.00%             | 2036-05-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 10/25 0.00000                                  | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     141000 | PA      | $140794.58    | 0.00%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION (EU)                                                              | EUROPEAN UNION SR UNSECURED REGS 12/34 3                     | CUSIP: ACI2MZM05<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |   34300000 | PA      | $40157181.90  | 1.32%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                                     | MPH ACQUISITION HOLDINGS LLC 2025 SECOND OUT TERM LOAN       | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |       2202 | PA      | $2029.45      | 0.00%             | 2030-12-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2006-12XS                                          | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 12XS A6A             | CUSIP: 61749EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     174023 | PA      | $46341.42     | 0.00%             | 2036-10-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2008-R2                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A              | CUSIP: 46632TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     382279 | PA      | $358970.21    | 0.01%             | 2037-07-27      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-62                                              | FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1                  | CUSIP: 31395HHV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19077 | PA      | $17527.51     | 0.00%             | 2044-10-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                                 | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 4A1                     | CUSIP: 362341XC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55867 | PA      | $25926.08     | 0.00%             | 2035-11-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| FOOTBALL CLUB TERM NOTES 2024-XVII TRUST                                         | NATIONAL FOOTBAL LEAGUE 4.5YR                                | CUSIP: 902EZU906<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3393393.14   | 0.11%             | 2028-10-05      | Fixed         | 5.48%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260713                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $80.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-BA                                                | NELNET STUDENT LOAN TRUST NSLT 2025 BA A1A 144A              | CUSIP: 64032BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300000 | PA      | $2319567.48   | 0.08%             | 2055-05-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTG LN 2004-20                                          | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 20 3A1              | CUSIP: 863579HD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36309 | PA      | $36028.05     | 0.00%             | 2035-01-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-31040.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB3                                          | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB3 A5B             | CUSIP: 25151EAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62920 | PA      | $54923.67     | 0.00%             | 2036-07-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                      | SAMMONS FINANCIAL GROUP SAMMONS FINANCIAL GROUP              | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3306170.28   | 0.11%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                                                 | ZIPRECRUITER INC SR UNSECURED 144A 01/30 5                   | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $805959.10    | 0.03%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 01/45 6.375                 | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    8510000 | PA      | $6922332.70   | 0.23%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 11/35 3.137                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     906000 | PA      | $784170.14    | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2005-3                                              | STRUCTURED ASSET INVESTMENT LO SAIL 2005 3 M4                | CUSIP: 86358ERY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11000000 | PA      | $10438517.10  | 0.34%             | 2035-04-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                              | CITADEL FINANCE LLC COMPANY GUAR 144A 02/30 5.9              | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2232854.38   | 0.07%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR                  | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    1500000 | PA      | $1509465.00   | 0.05%             | 2026-03-26      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                    | REPUBLIC OF PARAGUAY REPUBLIC OF PARAGUAY                    | CUSIP: P75744AN5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    2000000 | PA      | $2126300.00   | 0.07%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PURPLE RE LTD                                                                    | PURPLE RE LTD UNSECURED 144A 06/27 VAR                       | CUSIP: 74639NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     700000 | PA      | $743470.00    | 0.02%             | 2027-06-07      | Floating      | 13.09%                | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                                        | OMAN GOV INTERNTL BOND SR UNSECURED REGS 08/29 6             | CUSIP: ACI1DKJ46<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     800000 | PA      | $843611.78    | 0.03%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75               | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147368.50    | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                                        | OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/28 5.625         | CUSIP: M75242BJ1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    5400000 | PA      | $5546585.92   | 0.18%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS6                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A2             | CUSIP: 74922EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42402 | PA      | $34755.41     | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A           | CUSIP: 92925DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96966 | PA      | $85582.11     | 0.00%             | 2046-12-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC COMPANY GUAR 144A 11/29 3.875            | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1737226.81   | 0.06%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                                    | CHEPLAPHARM ARZNEIMITTEL SR SECURED REGS 01/28 4.375         | CUSIP: ACI1S21J6<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    2000000 | PA      | $2336646.09   | 0.08%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY41 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $7877.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP COMPANY GUAR 10/30 6.375                 | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1357630.29   | 0.04%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOPARAN FINANCE PLC                                                              | BOPARAN FINANCE PLC SR SECURED 144A 11/29 9.375              | CUSIP: ACI2S09Y7<br>LEI: 213800GQSQIOBR3DHN70 | Long             | DBT              | CORP              | GB        |    2300000 | PA      | $3236288.66   | 0.11%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D D 144A             | CUSIP: 78450PAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     842000 | PA      | $916544.28    | 0.03%             | 2053-09-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1242289 | PA      | $1199798.36   | 0.04%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOTORSPORTS LLC / SPEEDWAY FUNDING II INC                               | SPEEDWAY MOT/SPEEDWAY FD SR UNSECURED 144A 11/27 4.875       | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $939252.65    | 0.03%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                               | NIAGARA ENERGY SAC SR UNSECURED 144A 10/34 5.746             | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |    1600000 | PA      | $1648748.62   | 0.05%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC SR SECURED 144A 06/31 8.375           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2626688.28   | 0.09%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL OMO110626                                   | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 3606371000 | PA      | $2139686.26   | 0.07%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8                                     | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 2A4                | CUSIP: 12669WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3079930 | PA      | $2895723.53   | 0.10%             | 2037-11-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/33 5.773         | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     191530 | PA      | $196302.59    | 0.01%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ABILENE DC 5 LLC/ABILENE DC 6 LLC                                                | PROJECT FLASH TERM LOAN                                      | CUSIP: BA000KZ79<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2000000 | PA      | $2000000.00   | 0.07%             | 2030-04-30      | Floating      | 1.98%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $20.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YELLOWSTONE ENERGY LP                                                            | YELLOWSTONE ENERGY LP SR SECURED 12/26 5.75                  | CUSIP: 98580LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     767560 | PA      | $758460.22    | 0.02%             | 2026-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS ROYCE PLC COMPANY GUAR 144A 10/27 5.75                 | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    3200000 | PA      | $3288047.26   | 0.11%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURC OPTG LLC COMPANY GUAR 144A 02/33 6.25        | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1630992.00   | 0.05%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1529.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                                 | NATIONSTAR MTG HLD INC COMPANY GUAR 144A 01/27 6             | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2000000.00   | 0.07%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAMEROON GOVT                                                                    | REPUBLIC OF CAMEROON SR UNSECURED REGS 07/32 5.95            | CUSIP: ACI1YYV64<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    2300000 | PA      | $2219525.17   | 0.07%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV 2007-HE3                                              | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE3 A1              | CUSIP: 590238AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     904299 | PA      | $354254.59    | 0.01%             | 2047-04-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6                              | BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A1            | CUSIP: 07387YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55675 | PA      | $55310.18     | 0.00%             | 2037-08-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 02/32 VAR                     | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     700000 | PA      | $617810.35    | 0.02%             | 2032-02-11      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                  | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25                | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    2900000 | PA      | $707165.00    | 0.02%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3241112 | PA      | $1708471.16   | 0.06%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BACKED SEC 2007-AR8                                             | WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR8 A1             | CUSIP: 94985YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     122764 | PA      | $113017.17    | 0.00%             | 2037-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-1451.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2007-OA5                                              | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA5 A1B            | CUSIP: 93936RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6105 | PA      | $9580.94      | 0.00%             | 2047-05-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95                  | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4262000 | PA      | $3508201.37   | 0.12%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2007-QH4                                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH4 A2              | CUSIP: 74922TAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32693 | PA      | $28120.86     | 0.00%             | 2037-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2007-A                                          | INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A2              | CUSIP: 43710BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2978222 | PA      | $2025422.79   | 0.07%             | 2037-04-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2006-D                                          | INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 2A4              | CUSIP: 43709LAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1599576 | PA      | $1321573.73   | 0.04%             | 2036-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-BC1                                   | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC1 2A4              | CUSIP: 12668TAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1508463 | PA      | $1470784.29   | 0.05%             | 2037-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                          | PTC INC COMPANY GUAR 144A 02/28 4                            | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196045.70    | 0.01%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC SR SUBORDINA 144A 01/34 6.75                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4397364.63   | 0.14%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 05/30 5.25          | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1946930.74   | 0.06%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEST STREET GLOBAL GROWTH PARTNERS LP                                            | PROJECT HUDSON II FIXED TERM LOAN                            | CUSIP: BA0004RR0<br>LEI: 549300VKOBL0QVVJAP44 | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1721468.82   | 0.06%             | 2026-05-29      | Fixed         | 7.73%                 | No            |                  3 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR5                                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A            | CUSIP: 17311LAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115051 | PA      | $103009.52    | 0.00%             | 2037-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279            | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2706625.00   | 0.09%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC                           | TESLA LEASE ELECTRIC VEHICLE S TLEVS 2025 A A2 144A          | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4300000 | PA      | $4303997.93   | 0.14%             | 2028-06-20      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                           | AS MILEAGE PLAN IP LTD SR SECURED 144A 10/31 5.308           | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1500000 | PA      | $1493908.11   | 0.05%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-A                                           | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A3                | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8100000 | PA      | $8179666.74   | 0.27%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251107                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $6107.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251030                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $54428.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA EUR TERM LOAN                             | CUSIP: BA000GRH5<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | CORP              | IE        |    4200000 | PA      | $4939048.76   | 0.16%             | 2027-03-05      | Floating      | 3.84%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $12241.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1125.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                          | STANDARD INDUSTRI INC/NY SR UNSECURED 144A 01/31 3.375       | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6420000 | PA      | $5819332.15   | 0.19%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND LLC                                                             | CONTINENTAL WIND SR SECURED 144A 02/33 6                     | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     126922 | PA      | $130198.01    | 0.00%             | 2033-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 12/28 6.036              | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35065 | PA      | $35800.59     | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA SR UNSECURED 03/31 VAR                | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2995398.11   | 0.10%             | 2031-03-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                       | REPUBLIC OF KENYA SR UNSECURED 144A 02/31 9.75               | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    2100000 | PA      | $2247011.53   | 0.07%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                      | REPUBLIC OF POLAND SR UNSECURED 03/54 5.5                    | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    4700000 | PA      | $4560948.43   | 0.15%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 05/34 7.625                 | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    6200000 | PA      | $6588646.38   | 0.22%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND DEC25 XEUR 20251208                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         57 | NC      | $173931.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)                                   | OLYMPUS WTR US HLDG CORP SR SECURED REGS 10/28 3.875         | CUSIP: ACI20N2W8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $2054142.70   | 0.07%             | 2028-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-1                                                    | OPORTUN FUNDING LLC OPTN 2025 1 B 144A                       | CUSIP: 68377PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $603148.80    | 0.02%             | 2032-08-16      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| ARMOR RE II LTD                                                                  | ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR                  | CUSIP: 04227FAE5<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |     700000 | PA      | $760585.00    | 0.03%             | 2031-05-07      | Floating      | 14.13%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   DEC25 XEUR 20251208                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       1328 | NC      | $-157379.52   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL 008927 G2 07/26 FLOATING VAR                    | CUSIP: 36202K4L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        541 | PA      | $543.15       | 0.00%             | 2026-07-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2023-B                                             | COLLEGE AVE STUDENT LOANS CASL 2023 B A1B 144A               | CUSIP: 19425MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3363788 | PA      | $3382113.59   | 0.11%             | 2054-06-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZT2087 FR 06/49 FIXED 4                    | CUSIP: 3132AEJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     277438 | PA      | $266201.44    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375            | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     810000 | PA      | $736081.43    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-43.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/43 4.75                                   | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11700000 | PA      | $11827968.75  | 0.39%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC SR SECURED 144A 10/35 5.407                   | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3212883.20   | 0.11%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 07/35 VAR               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $4170708.87   | 0.14%             | 2035-07-23      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NEW WINDSTREAM WARRANTS                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      11691 | NC      | $65612.24     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2005-AR12                                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A           | CUSIP: 45660LMG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18668 | PA      | $17309.20     | 0.00%             | 2035-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                         | ENCORE CAPITAL GROUP INC ENCORE CAPITAL GROUP INC            | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3169230.00   | 0.10%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11          | CUSIP: 02149JAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     736608 | PA      | $262846.32    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-32486.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERT 2007-BC2                                           | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 2A4              | CUSIP: 12669QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2349073 | PA      | $2296466.54   | 0.08%             | 2037-06-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95               | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $748364.00    | 0.02%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.00000 12/18/24-1Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $214317.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-333.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-1                                             | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1                | CUSIP: 02660WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      97540 | PA      | $86543.58     | 0.00%             | 2046-05-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875         | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3468198.38   | 0.11%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 2.75000 06/17/16-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-230997.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $3419.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOFTBANK GROUP CORP SNR JP SP GST                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $9181.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260707                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $292.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-B                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1               | CUSIP: 058928AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10441 | PA      | $9940.38      | 0.00%             | 2036-03-20      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                                    | BBVA BANCOMER SA TEXAS SR UNSECURED 144A 09/29 5.25          | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $1028560.00   | 0.03%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                         | VIRIDIEN SR SECURED 144A 10/30 8.5                           | CUSIP: ACI2VMJW8<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    2600000 | PA      | $3171004.60   | 0.10%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC COMPANY GUAR 144A 02/33 2.6                     | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $878197.09    | 0.03%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD WOODSIDE FINANCE LTD                    | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    4500000 | PA      | $4467708.00   | 0.15%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 04/34 3.469                   | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5234000 | PA      | $4778695.07   | 0.16%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ZAR SOLD USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $2470.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC COMPANY GUAR 144A 06/28 4.125           | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1729331.60   | 0.06%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-B                                                 | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 2A1              | CUSIP: 05950TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     339087 | PA      | $302031.44    | 0.01%             | 2046-11-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED 144A 02/27 8.125                 | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $382686.09    | 0.01%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  DEC25 XEUR 20251208                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        117 | NC      | $52672.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDERMOTT INTERNATIONAL LTD                                                      | MCDERMOTT INTERNATIONAL LTD COMMON STOCK USD1.0              | CUSIP: G5924V148<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |        115 | NS      | $2288.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                                         | SOFTBANK VISION FUND II FIXED TERM LOAN                      | CUSIP: 944YFGII6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    6144790 | PA      | $6144790.27   | 0.20%             | 2025-12-21      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $4244.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS INTERNATIONAL LP                                            | ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN                 | CUSIP: BA000JN59<br>LEI: 2549007PAQ06QVDCLR50 | Long             | LON              | CORP              | US        |    7500000 | PA      | $7558893.60   | 0.25%             | 2029-12-18      | Floating      | 7.54%                 | No            |                  3 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                         | ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5          | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    2900000 | PA      | $1051765.21   | 0.03%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS INC                                                  | CONSOLIDATED COMMUNICATI SR SECURED 144A 10/28 5             | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     550000 | PA      | $556875.00    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR              | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    2400000 | PA      | $2376535.87   | 0.08%             | 2028-11-03      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-1                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 1 MF1                | CUSIP: 126673WE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     388386 | PA      | $386985.05    | 0.01%             | 2035-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                                                     | DELOITTE LLP SR UNSEC B                                      | CUSIP: 955GGZII8<br>LEI: 549300FJV7IV1ZHGAV28 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2054601.76   | 0.07%             | 2032-01-30      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| YUM! BRANDS INC                                                                  | YUM  BRANDS INC SR UNSECURED 01/32 4.625                     | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2067351.51   | 0.07%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2025 2A C                 | CUSIP: 30168JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7665000 | PA      | $7764461.04   | 0.26%             | 2031-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20251112                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $439.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | ARTHUR J GALLAGHER + CO SR UNSECURED 02/35 5.15              | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1518804.87   | 0.05%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1814.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                     | REPUBLIC OF SENEGAL SR UNSECURED REGS 06/31 7.75             | CUSIP: ACI2PD4B7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    5000000 | PA      | $4049314.95   | 0.13%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/3.75000 03/18/26-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-55531.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                     | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR              | CUSIP: ACI1Q6J43<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     824600 | PA      | $734718.60    | 0.02%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2005-QA2                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA2 NB2             | CUSIP: 76110HT90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45824 | PA      | $40780.71     | 0.00%             | 2035-02-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-INV1                                             | VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A           | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1506353 | PA      | $1507783.75   | 0.05%             | 2068-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                            | MERCURY AGGREGATOR L P TRANCHE 1 TERM LOAN                   | CUSIP: BA000FDV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      39399 | PA      | $11587.05     | 0.00%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| US RENAL CARE INC                                                                | U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN              | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    1781772 | PA      | $1705770.67   | 0.06%             | 2028-06-28      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED REGS 03/30 5.25                         | CUSIP: ACI2TMWB2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1700000 | PA      | $2058018.06   | 0.07%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLVI LTD 2020-46A                                           | MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A              | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3300000 | PA      | $3303465.00   | 0.11%             | 2034-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CITADEL LIMITED PARTNERSHIP                                                      | CITADEL LP SR UNSECURED 144A 01/32 6.375                     | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2859383.46   | 0.09%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES (VOC ESCROW LTD)                                            | VOC ESCROW LTD SR SECURED 144A 02/28 5                       | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2518000 | PA      | $2513000.26   | 0.08%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG44 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3458591.63   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3414 FN 07/48 FIXED 3.5                          | CUSIP: 31418CYL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     712024 | PA      | $661378.01    | 0.02%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR15                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1           | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     344802 | PA      | $333797.18    | 0.01%             | 2045-11-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2006-FF13                                            | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF13 A2D             | CUSIP: 30247DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     730105 | PA      | $481547.55    | 0.02%             | 2036-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E SR SECURED 10/30 1.7                         | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1678275.55   | 0.06%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                          | NTT FINANCE CORP SR UNSECURED 144A 07/32 5.171               | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    3100000 | PA      | $3175813.45   | 0.10%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 12/29 4.625                        | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1843439.32   | 0.06%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG            | CUSIP: 952NPL005<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     650000 | PA      | $84500.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                         | VIRGIN MEDIA BRISTOL LLC 2020 USD TERM LOAN Q                | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    5630000 | PA      | $5634335.10   | 0.19%             | 2029-01-31      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2005-OP2                                                | SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M4              | CUSIP: 81375WHC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3150500 | PA      | $2345902.94   | 0.08%             | 2035-10-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                             | PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A      | CUSIP: 990AAXQG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16900000 | PA      | $16900000.00  | 0.56%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                                                  | BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1                   | CUSIP: 073868AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86964 | PA      | $49455.86     | 0.00%             | 2036-11-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-6                                                    | GSAA HOME EQUITY TRUST GSAA 2007 6 A4                        | CUSIP: 36245RAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95525 | PA      | $58893.97     | 0.00%             | 2047-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A                                       | SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1               | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     292029 | PA      | $277437.98    | 0.01%             | 2029-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                          | SASOL FINANCING USA LLC COMPANY GUAR 09/28 6.5               | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4324422.44   | 0.14%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                                                                    | GFL ENVIRONMENTAL INC 2025 TERM LOAN B                       | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | CA        |    1625000 | PA      | $1626625.00   | 0.05%             | 2032-03-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                     | AMS OSRAM AG SR UNSECURED 144A 03/29 12.25                   | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    3600000 | PA      | $3877495.20   | 0.13%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| TIB DIVERSIFIED PAYMENT RIGHTS FINANCE CO                                        | CORPTB9D9                                                    | CUSIP: 954VMHII9<br>LEI: 549300L0OOCR1ME5E729 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2597779.65   | 0.09%             | 2034-11-15      | Floating      | 7.11%                 | Yes           |                  3 | On Loan: No      |
| RESIDENTIAL ASSET SECUR TRUST 2005-A15                                           | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 2A4             | CUSIP: 45660L3U1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     321566 | PA      | $118568.18    | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-429819.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-23.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 07/31 2.375               | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88639.66     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2023-B                                             | COLLEGE AVE STUDENT LOANS CASL 2023 B C 144A                 | CUSIP: 19425MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1793853 | PA      | $1873052.65   | 0.06%             | 2054-06-25      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                          | OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 03/36 6.7         | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    3000000 | PA      | $3215973.15   | 0.11%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | POLAND GOVT EM SP JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $90823.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED REGS 10/29 4.25                  | CUSIP: ACI20QTK8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $815847.81    | 0.03%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2023 1 A PTT PASS THRU CE 07/37 5.8               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2798913 | PA      | $2904701.34   | 0.10%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-10                                            | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 3A11             | CUSIP: 007036TE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13018 | PA      | $11379.36     | 0.00%             | 2036-01-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-61                                              | FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1                  | CUSIP: 31395A3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30620 | PA      | $29682.27     | 0.00%             | 2044-07-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2002-81                                               | GOVERNMENT NATIONAL MORTGAGE A GNR 2002 81 Z                 | CUSIP: 38373VN89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67239 | PA      | $67061.18     | 0.00%             | 2042-09-16      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2004-1                                           | NEW CENTURY HOME EQUITY LOAN T NCHET 2004 1 M1               | CUSIP: 64352VFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2832560 | PA      | $2933316.46   | 0.10%             | 2034-05-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ2692 FN 04/48 FIXED 3.5                          | CUSIP: 3140H37E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     151059 | PA      | $140346.61    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)                | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 06/29 5.375         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994086.60    | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC2                                | SECURITIZED ASSET BACKED RECEI SABR 2007 NC2 A1 144A         | CUSIP: 81378GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5011375 | PA      | $4791916.48   | 0.16%             | 2037-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-11197.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM OPERATING COMPANY GUAR 02/32 3.25              | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2142888.41   | 0.07%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP / JSG FINANCE INC                                              | JANE STREET GRP/JSG FIN SR SECURED 144A 11/32 6.125          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2535772.93   | 0.08%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                          | ZAYO GROUP HOLDINGS INC SR SECURED 144A 03/30 9.25           | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     191721 | PA      | $183812.14    | 0.01%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                                                  | BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1                   | CUSIP: 073868BE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1897582 | PA      | $966139.17    | 0.03%             | 2036-11-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                      | FTAI AVIATION INVESTORS COMPANY GUAR 144A 05/28 5.5          | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $6757013.59   | 0.22%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ FINANCE PLC                                                 | GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 01/29 2.95           | CUSIP: ACI1V9JH2<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |    4800000 | PA      | $3529200.00   | 0.12%             | 2029-01-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2098300.30   | 0.07%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                        | STELLANTIS FIN US INC COMPANY GUAR 144A 03/30 5.75           | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1933576.25   | 0.06%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GRP INC SR SECURED 144A 08/33 6.625           | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3464563.14   | 0.11%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSECURED 11/31 8                      | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    6376000 | PA      | $7257286.64   | 0.24%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-8XS                                               | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 8XS A2               | CUSIP: 61754PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10542191 | PA      | $3579718.12   | 0.12%             | 2037-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 CERT 144A       | CUSIP: 69546YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $383120.47    | 0.01%             | 2032-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DB4023 FN 05/54 FIXED 6.5                          | CUSIP: 3140ADPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1459892 | PA      | $1517684.36   | 0.05%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-29980.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2819660.29   | 0.09%             | 2028-06-02      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D C 144A             | CUSIP: 78450PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     408000 | PA      | $433078.37    | 0.01%             | 2053-09-15      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 04/51 5                   | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2000000 | PA      | $1646000.00   | 0.05%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20251021                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-611.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1936.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2005-EMX1                                           | RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M2             | CUSIP: 76110WQ66<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1056993 | PA      | $1060640.58   | 0.03%             | 2035-03-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| FIRST NLC TRUST 2007-1                                                           | FIRST NLC TRUST FNLC 2007 1 A2 144A                          | CUSIP: 32115BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125620 | PA      | $63354.86     | 0.00%             | 2037-08-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| PARALLEL 2021-1 LTD                                                              | PARALLEL LTD PARL 2021 1A AR 144A                            | CUSIP: 69916HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1900000 | PA      | $1901520.00   | 0.06%             | 2034-07-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-202.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC COMPANY GUAR 11/31 8                      | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $3409951.36   | 0.11%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20251010                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-30903.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                               | TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2         | CUSIP: 10010YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |      82726 | PA      | $81470.70     | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2018-C2                                                     | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 C2 A5              | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $600650.40    | 0.02%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 07/30 8.875            | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1202322.16   | 0.04%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                         | SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/70 3.5             | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    2000000 | PA      | $1299491.98   | 0.04%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DISTRIBUTION SERVICES PLC                                          | INT DISTRIBUTION SERV COMPANY GUAR REGS 09/30 7.375          | CUSIP: ACI2JQ0Q6<br>LEI: 213800TCZZU84G8Z2M70 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1442683.72   | 0.05%             | 2030-09-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE TRANSMISSION LLC                                         | MID ATLANTIC INTERSTATE SR UNSECURED 144A 05/28 4.1          | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $649509.72    | 0.02%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8                               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1              | CUSIP: 07384MZV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2648 | PA      | $2649.78      | 0.00%             | 2034-01-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP                                  | GENESIS ENERGY LP/FIN COMPANY GUAR 01/29 8.25                | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1904717.83   | 0.06%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST 2024-1                                               | CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A              | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2408155.44   | 0.08%             | 2028-10-16      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                              | AXON ENTERPRISE INC SR UNSECURED 144A 03/33 6.25             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2063592.00   | 0.07%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                              | ANTARES HOLDINGS SR UNSECURED 144A 01/27 2.75                | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1017941.24   | 0.03%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE2                                            | MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2B                 | CUSIP: 61753EAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     441390 | PA      | $203644.15    | 0.01%             | 2037-01-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-OA17                                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A          | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     623434 | PA      | $549573.29    | 0.02%             | 2046-12-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                          | TGS ASA SR SECURED 144A 01/30 8.5                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    1000000 | PA      | $1030978.06   | 0.03%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1C           | CUSIP: 23243AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     369816 | PA      | $330044.55    | 0.01%             | 2046-09-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS XS1076957700 CREDIT SUISSE GROUP AG            | CUSIP: 952NPH905<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     200000 | PA      | $26000.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $19776.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CO-2007-BC4                                          | STRUCTURED ASSET SECURITIES CO SASC 2007 BC4 A1              | CUSIP: 86365DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     597071 | PA      | $581453.65    | 0.02%             | 2037-11-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DB8624 FN 07/54 FIXED 6.5                          | CUSIP: 3140AJSN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1324409 | PA      | $1372372.62   | 0.05%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 10/35 VAR               | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3827102.78   | 0.13%             | 2035-10-23      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DD0765 FN 02/55 FIXED 6.5                          | CUSIP: 3140B0Z76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1508393 | PA      | $1561581.18   | 0.05%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                             | PT PERTAMINA (PERSERO) SR UNSECURED 144A 11/48 6.5           | CUSIP: 69370PAC5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    3500000 | PA      | $3760837.05   | 0.12%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-4                                                  | BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1                   | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15202 | PA      | $14575.79     | 0.00%             | 2035-05-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                        | VMED O2 UK FINANCING I VMED O2 UK FINANCING I                | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5259440.00   | 0.17%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 06/18/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $847565.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8                                     | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A2                | CUSIP: 12669WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4445889 | PA      | $4239310.89   | 0.14%             | 2037-11-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD 2018-1A                                                           | CARVAL CLO LTD CARVL 2018 1A AR 144A                         | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1202111 | PA      | $1203393.94   | 0.04%             | 2031-07-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/27 5.04                            | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     600000 | PA      | $606632.74    | 0.02%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XVI LTD 2022-1A                                                | MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A                      | CUSIP: 62432UAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5008406.05   | 0.17%             | 2034-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25                 | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     350000 | PA      | $322028.38    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY SUBORDINATED 07/31 VAR                      | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2275000 | PA      | $2356142.86   | 0.08%             | 2031-07-08      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 02/48 6.35                  | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4526000 | PA      | $3597181.07   | 0.12%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC JR SUBORDINA REGS VAR                           | CUSIP: ACI1FNQ32<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $808351.83    | 0.03%             | 2025-12-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR17                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A             | CUSIP: 929227XB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        517 | PA      | $497.83       | 0.00%             | 2042-11-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                   | ABU DHABI GOVT INT L SR UNSECURED REGS 09/70 2.7             | CUSIP: ACI1QR9G1<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    4900000 | PA      | $2875606.60   | 0.09%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2058298.00   | 0.07%             | 2028-08-16      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) DEC25 XCBT 20251231                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        236 | NC      | $-19673.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $15.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                                       | AXALTA COATING SYSTEMS COMPANY GUAR 144A 02/29 3.375         | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1185342.88   | 0.04%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $1982.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LIMITED                                                         | SEADRILL FINANCE LTD SECURED 144A 08/30 8.375                | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    3350000 | PA      | $3480696.90   | 0.11%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST                                | BRITISH AIR 20 1 A PTT PASS THRU CE 144A 05/34 4.25          | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     716378 | PA      | $699955.97    | 0.02%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BTP FUTURE   DEC25 XEUR 20251208                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        294 | NC      | $107961.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 02/36 5.625                 | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1010240.93   | 0.03%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LIMITED                                                | LIMA METRO LINE 2 FIN LT SR SECURED 144A 07/34 5.875         | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      77898 | PA      | $80465.29     | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507         | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3326993 | PA      | $3546392.10   | 0.12%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC / FIRST TRANSIT PARENT INC                               | FRST STU BID/FRST TRANS SR SECURED 144A 07/29 4              | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2546624.61   | 0.08%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DC3154 FN 10/54 FIXED 6.5                          | CUSIP: 3140AQQG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1582378 | PA      | $1637236.51   | 0.05%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTGE PASS-THRU TR 2005-AR6                                         | FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR6 4A1            | CUSIP: 32051GJ89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14406 | PA      | $13994.51     | 0.00%             | 2036-02-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QX9880 FR 04/55 FIXED 6.5                  | CUSIP: 31426G6S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1023635 | PA      | $1058957.93   | 0.03%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP COMPANY GUAR 01/31 1.65                   | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     700000 | PA      | $605186.93    | 0.02%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 09/30 VAR                     | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1600000 | PA      | $1671502.74   | 0.06%             | 2030-09-13      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05        | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6180733.81   | 0.20%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                                | NEWMARK GROUP INC SR UNSECURED 01/29 7.5                     | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1610236.50   | 0.05%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                                   | REPUBLIC OF GUATEMALA SR UNSECURED REGS 10/33 3.7            | CUSIP: P5015VAM8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    2100000 | PA      | $1870834.35   | 0.06%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                     | COTIVITI CORPORATION 2024 TERM LOAN                          | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    7258263 | PA      | $7143328.55   | 0.24%             | 2031-05-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-9.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL 080012 G2 11/26 FLOATING VAR                    | CUSIP: 36225CAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        352 | PA      | $352.79       | 0.00%             | 2026-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2006-HE1                                               | ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2D             | CUSIP: 00075WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1985907 | PA      | $1118995.82   | 0.04%             | 2037-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                       | REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     199680 | PA      | $193189.67    | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 08/30 4.125         | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $604247.88    | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MASTR ALT LN TR 2006-2                                                           | MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1                | CUSIP: 5764342H6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500819 | PA      | $45214.05     | 0.00%             | 2036-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/45 4.75                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13200000 | PA      | $13285593.82  | 0.44%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS A PASS THROUGH TRUST                              | AMER AIRLINE 17 2 A PTT PASS THRU CE 04/31 3.6               | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     111806 | PA      | $106369.59    | 0.00%             | 2031-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3356 FN 05/48 FIXED 3.5                          | CUSIP: 31418CWS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     171510 | PA      | $159231.63    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                                                | PICARD GROUPE SAS SR SECURED REGS 07/29 6.375                | CUSIP: ACI2PTF79<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2463575.69   | 0.08%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-AR1                                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 1A1             | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67344 | PA      | $65014.55     | 0.00%             | 2035-10-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3                | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     104701 | PA      | $100795.36    | 0.00%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $69169.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1817.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                      | SES S A COMMON STOCK                                         | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |      72646 | NS      | $864541.96    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                        | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375                | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $832812.03    | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 01/26 0.00000                                  | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     604000 | PA      | $596437.25    | 0.02%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  DEC25 XEUR 20251208                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        722 | NC      | $63766.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.45000 05/05/25-10Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $19998.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer