# EDGAR Filing Document

**Accession Number:** 0000929523
**File Stem:** 0000940400-26-025764
**Filing Date:** 2026-6
**Character Count:** 740586
**Document Hash:** 8a1244cc7d20950668fc6623f0d4430a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025764.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-025764

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRUDENTIAL INVESTMENT PORTFOLIOS, INC. 17
- **CENTRAL INDEX KEY:** 0000929523

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07215
- **FILM NUMBER:** 261125222

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL TOTAL RETURN BOND FUND, INC.
- **DATE OF NAME CHANGE:** 20100216

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DRYDEN TOTAL RETURN BOND FUND INC
- **DATE OF NAME CHANGE:** 20030709

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRUDENTIAL TOTAL RETURN BOND FUND INC
- **DATE OF NAME CHANGE:** 20010209

## Series and Classes Contracts Data

### PGIM Short Duration Multi-Sector Bond Fund (Series ID: S000043499)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000134895 | Class A      | SDMAX           |
| C000134896 | Class C      | SDMCX           |
| C000134897 | Class R6     | SDMQX           |
| C000134898 | Class Z      | SDMZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Prudential Investment Portfolios, Inc. 17

- **b. Investment Company Act file number:** 811-07215

- **c. CIK number of Registrant:** 0000929523

- **d. LEI of Registrant:** 54930028RC1CXKGYQ890

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** PGIM Short Duration Multi-Sector Bond Fund

- **b. EDGAR series identifier (if any):** S000043499

- **c. LEI of Series:** 549300PDOB9EREZO7178

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8191726733.36

**Total Liabilities:** $388784221.21

**Net Assets:** $7802942512.15

**Delayed Delivery Securities:** $24882859.48

**Stand-by Commitments:** $101438764.76

**Cash Not Reported:** $12045724.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9626.61805000 | **1-Year:** 299965.16511000 | **5-Year:** 979755.17111000 | **10-Year:** 111209.83303000 | **30-Year:** 9458.75188000

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

- **3-Month:** 5367.94627000 | **1-Year:** 86933.99455000 | **5-Year:** 110397.38573000 | **10-Year:** 18837.23817000 | **30-Year:** 272.03692000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000134895 | 0.57%                | -0.75%               | 0.59%                |
| Class ID C000134896 | 0.39%                | -0.71%               | 0.53%                |
| Class ID C000134897 | 0.48%                | -0.61%               | 0.51%                |
| Class ID C000134898 | 0.47%                | -0.73%               | 0.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3289269.65              | $9361211.65                                |
| Month 2  | $2049887.85              | $-87098775.46                              |
| Month 3  | $1916964.42              | $27008666.17                               |

**Designated Index Information**

- **Index Name:** PGIM Short Duration Multi-Sector Bond Fund_Ex Derivatives BM

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                         | Title                                                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RBC DOMINION SECURITIES INC.                                                 | BRL/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $587546.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | CDS NATIONAL BANK OF CANADA                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $15277.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS UNICREDIT SPA                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $4557.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                     | JACENT 6.75 02/15/29 144a                                                                                                                              | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1321546.63   | 0.02%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                               | MS V4.734 07/18/31                                                                                                                                     | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   15295000 | PA      | $15270468.25  | 0.20%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                      | SASOL 4.375 09/18/26                                                                                                                                   | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1015894.50   | 0.01%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                        | GSMS 2019-GC38 A3                                                                                                                                      | CUSIP: 36252SAU1<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |    6950000 | PA      | $6810601.76   | 0.09%             | 2052-02-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                 | MPW 8.5 02/15/32 144a                                                                                                                                  | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |     325000 | PA      | $337581.47    | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                | VST 3.7 01/30/27 144A                                                                                                                                  | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29810.71     | 0.00%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                     | MARS 4.8 03/01/30 144A                                                                                                                                 | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   22515000 | PA      | $22741510.13  | 0.29%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                 | WMB 5.3 08/15/28                                                                                                                                       | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9679854.18   | 0.12%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                   | CNHI 1.45 07/15/26                                                                                                                                     | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44722.24     | 0.00%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SKEENA RESOURCES LTD                                                         | SKECN 8.5 04/01/31 144A                                                                                                                                | CUSIP: 83056PAA1<br>LEI: 549300DCWSQFVVZ21289 | Long             | DBT              | CORP              | CA        |    3685000 | PA      | $3858379.25   | 0.05%             | 2031-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                      | THB/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $29058.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE AUTHORITY (NJ)                                           | NJ NJSTRN 7.41 01/01/2040                                                                                                                              | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     100000 | PA      | $117279.58    | 0.00%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                      | STACR 2021-DNA6 B1                                                                                                                                     | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-O            | USGSE             | US        |    1630000 | PA      | $1647720.06   | 0.02%             | 2041-10-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO 17 LTD                                                         | BATLN 2021-17A A1R                                                                                                                                     | CUSIP: 07133PAL3<br>LEI: 549300QQUW46V6EB1N30 | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $15013494.00  | 0.19%             | 2034-03-09      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2024-SFR1 TRUST                                             | IHSFR 2024-SFR1 C                                                                                                                                      | CUSIP: 46188DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5700000 | PA      | $5512162.20   | 0.07%             | 2041-09-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                                    | DONCASTERS US FIN LLC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2526300.00   | 0.03%             | 2030-04-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC                                                  | MWGAME 4.875 05/01/29 144A                                                                                                                             | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $5231375.59   | 0.07%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                          | GPN 2.15 01/15/27                                                                                                                                      | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      80000 | PA      | $78716.77     | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| OBX 2025-HE1 TRUST                                                           | OBX 2025-HE1 A1                                                                                                                                        | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |    8480595 | PA      | $8516297.72   | 0.11%             | 2055-02-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FR RA5854                                                                                                                                              | CUSIP: 3133KMQF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4873598 | PA      | $4178936.33   | 0.05%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | ET 3.9 07/15/26                                                                                                                                        | CUSIP: 86765BAT6<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39967.98     | 0.00%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                          | SGD/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $137181.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B17 MORTGAGE TRUST                                            | BMARK 2020-B17 A4                                                                                                                                      | CUSIP: 08162MAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3100016.64   | 0.04%             | 2053-03-17      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | S 0 11/15/41                                                                                                                                           | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     855000 | PA      | $391009.79    | 0.01%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ET 4.4 03/15/27                                                                                                                                        | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80086.74     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                          | GPK 3.5 03/01/29 144A                                                                                                                                  | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    6275000 | PA      | $5942846.70   | 0.08%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| B.A.T. INTERNATIONAL FINANCE PLC                                             | BATSLN 4.448 03/16/28                                                                                                                                  | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      70000 | PA      | $70021.70     | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE COMPANY INC      | FRTITA 4.625 01/15/29 144A                                                                                                                             | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1134000 | PA      | $1103829.68   | 0.01%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                            | SM 6.75 08/01/29 144A                                                                                                                                  | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1692723.47   | 0.02%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Net, LLC                                                      | DIAMOND SPORTS NET LLC                                                                                                                                 | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |     424946 | PA      | $76490.31     | 0.00%             | 2028-01-02      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                | VST 4.375 05/01/29 144A                                                                                                                                | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1178959.32   | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                   | ABBV 2.95 11/21/26                                                                                                                                     | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     170000 | PA      | $168973.73    | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                            | Euro(FGBS) Schatz Futures                                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -88 | NC      | $122823.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                                        | QNTELE 5.75 08/15/32 144A                                                                                                                              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1227975.28   | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                                   | PENSKE 5.75 05/24/26 144A                                                                                                                              | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     335000 | PA      | $335260.03    | 0.00%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                   | FMCN 8.625 06/01/31 144A                                                                                                                               | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    5475000 | PA      | $5700953.25   | 0.07%             | 2031-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                       | CMLTI 2024-RP2 A2                                                                                                                                      | CUSIP: 173106AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     890173 | PA      | $764019.82    | 0.01%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                   | ROMANI 6.625 09/27/29 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   10500000 | PA      | $13198281.08  | 0.17%             | 2029-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-C                                  | LRB 2018-C A                                                                                                                                           | CUSIP: 51888JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     277478 | PA      | $262860.30    | 0.00%             | 2043-08-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2021-2 LTD                                                         | RMIR 2021-2 M1B                                                                                                                                        | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-O            | CORP              | BM        |     342941 | PA      | $345040.40    | 0.00%             | 2031-11-25      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| MSWF 2023-1                                                                  | MSWF 2023-1 A2                                                                                                                                         | CUSIP: 55376CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21000000 | PA      | $21615020.70  | 0.28%             | 2056-05-17      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | VST V8 PERP 144A                                                                                                                                       | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $5168407.42   | 0.07%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                         | CHCOCH 5.125 06/30/27                                                                                                                                  | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    9390000 | PA      | $9432468.94   | 0.12%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $22130.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                                | CLUE OPCO LLC                                                                                                                                          | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8001000 | PA      | $7940992.04   | 0.10%             | 2030-12-19      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                               | WHR 6.125 06/15/30                                                                                                                                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $3202979.74   | 0.04%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BACR V4.476 11/11/29                                                                                                                                   | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    9645000 | PA      | $9602634.34   | 0.12%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                               | WES 4.05 02/01/30                                                                                                                                      | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   16330000 | PA      | $15894519.02  | 0.20%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                             | BKH 5.95 03/15/28                                                                                                                                      | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25604.83     | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 COMMERCIAL MORTGAGE TRUST                                     | CSAIL 2019-C15 A3                                                                                                                                      | CUSIP: 22945DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5967676 | PA      | $5879018.35   | 0.08%             | 2052-03-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                      | HCA 5.625 09/01/28                                                                                                                                     | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     335000 | PA      | $341535.33    | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MS V3.591 07/22/28                                                                                                                                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     640000 | PA      | $632874.31    | 0.01%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| SOUND POINT EURO CLO IV FUNDING DAC                                          | SNDPE 4A AR                                                                                                                                            | CUSIP: 000000000<br>LEI: 549300XQKVE1YQW8R193 | Long             | ABS-O            | CORP              | IE        |   19600000 | PA      | $22952412.33  | 0.29%             | 2039-04-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                             | AMCR 5.5 04/15/28 144A                                                                                                                                 | CUSIP: 08576PAK7<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2036488.76   | 0.03%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS STATE OF QATAR                                                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $22611.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST                                   | BSABS 2003-2 A3                                                                                                                                        | CUSIP: 07384YJQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100385 | PA      | $101069.41    | 0.00%             | 2043-03-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                  | STWD 5.25 10/15/28 144A                                                                                                                                | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     925000 | PA      | $922210.64    | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF2                         | AMMST 2021-MF2 A4                                                                                                                                      | CUSIP: 03881VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9000000 | PA      | $8054091.00   | 0.10%             | 2054-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                          | LH 3.6 09/01/27                                                                                                                                        | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     335000 | PA      | $331801.12    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1                                    | AFFRM 2024-B C                                                                                                                                         | CUSIP: 00835AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1500931.65   | 0.02%             | 2029-09-17      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL EUROPE CLO 6 DAC                                           | ANCHE 6A ARR                                                                                                                                           | CUSIP: 000000000<br>LEI: 635400ZNDJ8ARDAHOM33 | Long             | ABS-O            | CORP              | IE        |   13000000 | PA      | $15273801.41  | 0.20%             | 2038-10-22      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE (USA) INC                                                      | AMCR 4.5 05/15/28                                                                                                                                      | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     335000 | PA      | $335320.99    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM11 TRUST                                                         | OBX 2025-NQM11 A1                                                                                                                                      | CUSIP: 67449BAA1<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-O            | CORP              | US        |    8504817 | PA      | $8541963.01   | 0.11%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH & HOSPITALS CORP                                             | ADVHEA 3.829 08/15/28                                                                                                                                  | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1165215.45   | 0.01%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                       | CMLTI 2024-RP2 A1                                                                                                                                      | CUSIP: 173106AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9709306 | PA      | $9102351.28   | 0.12%             | 2063-02-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                              | CDS CDX.NA.IG.39.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1385901.46   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                         | GM 1.5 06/10/26                                                                                                                                        | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     335000 | PA      | $333984.13    | 0.00%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                  | VST V7 PERP 144A                                                                                                                                       | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5212445.28   | 0.07%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                              | BANK 2021-BN33 A4                                                                                                                                      | CUSIP: 06541CBF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10400000 | PA      | $9426990.56   | 0.12%             | 2064-05-16      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| DREAM FINDERS HOMES INC                                                      | DFH 8.25 08/15/28 144A                                                                                                                                 | CUSIP: 26154DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1483423.52   | 0.02%             | 2028-08-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Kinbane 2024-RPL 2 Designated Activity Co.                                   | KINBN 2024-RPL2A A                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400B9FSRJAFAZIY56 | Long             | ABS-O            | CORP              | IE        |    3433140 | PA      | $4036944.50   | 0.05%             | 2063-01-24      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                          | AMT 3.55 07/15/27                                                                                                                                      | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     115000 | PA      | $113888.27    | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                                  | TENNECO INC                                                                                                                                            | CUSIP: 88037HAN4<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    8035856 | PA      | $8023801.79   | 0.10%             | 2028-11-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BAC V3.194 07/23/30 MTN                                                                                                                                | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1150436.54   | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                      | SBAC 3.875 02/15/27                                                                                                                                    | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $6112907.52   | 0.08%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE BUYER INC                                                       | GOLDEN STATE BUYER INC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2178000.00   | 0.03%             | 2031-03-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $605.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPELINE COMPANY LLC                                    | WMB 4 03/15/28                                                                                                                                         | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $134010.68    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                               | SOLV 5.4 03/01/29                                                                                                                                      | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    2418000 | PA      | $2472213.85   | 0.03%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                | VOLTAG 7.375 11/01/30 144A                                                                                                                             | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    3720000 | PA      | $3861996.49   | 0.05%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1 LLC                                                  | TRACTD 6.5 05/01/31 144A                                                                                                                               | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5225000 | PA      | $5179092.58   | 0.07%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                   | DVA 4.625 06/01/30 144A                                                                                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    7625000 | PA      | $7381773.53   | 0.09%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                          | GPN 4.45 06/01/28                                                                                                                                      | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84303.65     | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                | GS V2.383 07/21/32                                                                                                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9335000 | PA      | $8265219.95   | 0.11%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                  | UNSEAM 6 06/01/29 144A                                                                                                                                 | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $794080.63    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                                            | FDX 4.3 03/15/29 144A                                                                                                                                  | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6691806.97   | 0.09%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                               | GLPI 5.75 06/01/28                                                                                                                                     | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6079000.36   | 0.08%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | ZAR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $47277.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                             | WULF 7.75 10/15/30 144A                                                                                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $761714.92    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSCHLD 5.375 02/01/28 144A                                                                                                                             | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     975000 | PA      | $727275.20    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL | UNSEAM 4.625 06/01/28 144a                                                                                                                             | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1896125.00   | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                             | AMCR 1.65 01/15/27                                                                                                                                     | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19619.52     | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | CAS 2024-R05 2M2                                                                                                                                       | CUSIP: 20754XAC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     435423 | PA      | $436921.01    | 0.01%             | 2044-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                  | NTRCN 4.9 03/27/28                                                                                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     335000 | PA      | $337602.68    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO VI LTD                                                           | ELMW6 2020-3A ARR                                                                                                                                      | CUSIP: 29001VAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20250000 | PA      | $20275272.00  | 0.26%             | 2037-07-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN CB2434                                                                                                                                              | CUSIP: 3140QMV43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1726525 | PA      | $1520349.52   | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | CAS 2022-R03 1B1                                                                                                                                       | CUSIP: 20753XAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     860000 | PA      | $897891.60    | 0.01%             | 2042-03-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2025-1 ISSUER TRUST                                       | STRE 2025-1A A                                                                                                                                         | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6423356 | PA      | $6428371.81   | 0.08%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                       | 10-Year T-Note Futures, Jun-2026,ETH                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1163 | NC      | $517392.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DBJPM 2017-C6 MORTGAGE TRUST                                                 | DBJPM 2017-C6 A4                                                                                                                                       | CUSIP: 23312JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     421129 | PA      | $416192.76    | 0.01%             | 2050-06-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | S 0 05/15/31                                                                                                                                           | CUSIP: 9128337P9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $81512.24     | 0.00%             | 2031-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                            | HRI 5.75 03/15/31 144A                                                                                                                                 | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $4052583.19   | 0.05%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL COMPANY JSC                                             | KZOKZ 4.75 04/19/27 144A                                                                                                                               | CUSIP: 48667QAN5<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $200300.00    | 0.00%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXX LTD                                                     | BLUEM 2020-30A AR2                                                                                                                                     | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |    9500000 | PA      | $9501029.80   | 0.12%             | 2035-04-16      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                             | NTT 4.567 07/16/27 144A                                                                                                                                | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   10450000 | PA      | $10475671.47  | 0.13%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                          | CEG 4.625 02/01/29 144A                                                                                                                                | CUSIP: 210385AG5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2359872.73   | 0.03%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC COMPANY (THE)                                          | PPL 3.395 04/09/30 144A                                                                                                                                | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1566217.02   | 0.02%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                      | FR SD7552                                                                                                                                              | CUSIP: 3132DVL94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     845199 | PA      | $721525.42    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHR 4182 EI                                                                                                                                            | CUSIP: 3137B0VV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     468263 | PA      | $8680.80      | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF ITALY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $11719.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | CDS BANK OF NOVA SCOTIA                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $28258.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMA 7.125 01/15/30                                                                                                                                    | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     580000 | PA      | $641817.61    | 0.01%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NRTH 2024-PARK MORTGAGE TRUST                                                | NRTH 2025-PARK A                                                                                                                                       | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14400000 | PA      | $14391010.08  | 0.18%             | 2040-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                          | SYF V5.019 07/29/29                                                                                                                                    | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2794246.26   | 0.04%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                         | BZH 7.25 10/15/29                                                                                                                                      | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2218428.56   | 0.03%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| MARATHON PETROLEUM CORP                                                      | MPC 5.15 03/01/30                                                                                                                                      | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    7370000 | PA      | $7525973.37   | 0.10%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | G2 MA8268                                                                                                                                              | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5084329 | PA      | $4941317.97   | 0.06%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                 | RIG 8.25 05/15/29 144A                                                                                                                                 | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     660000 | PA      | $684888.60    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GALLATIN CLO XI 2024-1 LTD                                                   | GALL 2024-1A A1                                                                                                                                        | CUSIP: 36362HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   11500000 | PA      | $11517942.30  | 0.15%             | 2037-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2015-2                                         | MCMLT 2018-1 A1                                                                                                                                        | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9812 | PA      | $9778.88      | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                          | NEE 4.625 07/15/27                                                                                                                                     | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     185000 | PA      | $185727.50    | 0.00%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $31264.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                 | NI 5.2 07/01/29                                                                                                                                        | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    4720000 | PA      | $4812685.99   | 0.06%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | G2 MA7883                                                                                                                                              | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11840334 | PA      | $10810339.42  | 0.14%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | F 4.95 05/28/27                                                                                                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3000773.06   | 0.04%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                             | AQNCN 5.365 06/15/26                                                                                                                                   | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    3220000 | PA      | $3220000.00   | 0.04%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                         | BZH 5.875 10/15/27                                                                                                                                     | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2048091.07   | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                      | SASOL 6.5 09/27/28                                                                                                                                     | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     600000 | PA      | $607140.00    | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FR SD8268                                                                                                                                              | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24857623 | PA      | $25118329.46  | 0.32%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2025-1 DAC                                         | RFTE 2025-1A A                                                                                                                                         | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-O            | CORP              | IE        |   25260000 | PA      | $29609791.63  | 0.38%             | 2037-10-25      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                 | RIG 8.75 02/15/30 144A                                                                                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    1860600 | PA      | $1942019.86   | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSCHLD 5.5 04/15/27 144A                                                                                                                               | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    9497000 | PA      | $8013093.75   | 0.10%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                      | CDS CITIGROUP INC                                                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $128129.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BXMT 2025-FL5 LTD                                                            | BXMT 2025-FL5 A                                                                                                                                        | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6515000 | PA      | $6535855.17   | 0.08%             | 2042-10-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1                                      | STACR 2022-DNA1 M2                                                                                                                                     | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-O            | USGSE             | US        |     110000 | PA      | $111067.66    | 0.00%             | 2042-01-27      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| JAPAN INTERNATIONAL COOPERATION AGENCY                                       | JICA 2.125 10/20/26                                                                                                                                    | CUSIP: 47109LAA2<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   10000000 | PA      | $9914007.00   | 0.13%             | 2026-10-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                         | GM 2.4 04/10/28                                                                                                                                        | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    6635000 | PA      | $6378677.95   | 0.08%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SUNRUN VESTA ISSR 2024-3 LTD                                                 | SUNRN 2024-3A A2                                                                                                                                       | CUSIP: 86773AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6359163 | PA      | $6130133.86   | 0.08%             | 2059-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                            | HRI 7 06/15/30 144A                                                                                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2960879.42   | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| DCLI BIDCO LLC                                                               | DIRCHA 7.75 11/15/29 144A                                                                                                                              | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    4434000 | PA      | $4548955.60   | 0.06%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                      | SBAC 3.125 02/01/29                                                                                                                                    | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3417507.79   | 0.04%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SUNRUN PROMETHEUS ISSUER 2026-1 LLC                                          | SUNRN 2026-1A A1                                                                                                                                       | CUSIP: 86773LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2987778.90   | 0.04%             | 2061-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 2.25 02/15/27                                                                                                                                        | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  243000000 | PA      | $240171328.13 | 3.08%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                       | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -91 | NC      | $282621.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                             | CP 4 06/01/28                                                                                                                                          | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $19857.09     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH 7.75 07/01/26                                                                                                                                     | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14875000 | PA      | $14831604.41  | 0.19%             | 2026-07-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                                      | EMPRCC 9.75 05/01/29 144A                                                                                                                              | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    2100000 | PA      | $2135931.00   | 0.03%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO INC                                | POWSOL 6.75 02/15/30 144A                                                                                                                              | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     500000 | PA      | $515485.00    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL INVESTMENT PORTFOLIOS 9                                           | PRUDENTIAL INVESTMENT PORTFOLIOS 9 PGIM INSTL MONEY                                                                                                    | CUSIP: 74440E300<br>LEI: 5493006TC8ECBK1GPV34 | Long             | STIV             | RF                | US        |   61624424 | NS      | $61587449.79  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA4876                                                                                                                                              | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5035879 | PA      | $5187833.92   | 0.07%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                            | CI 3.4 03/01/27 *                                                                                                                                      | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24842.79     | 0.00%             | 2027-03-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN VESTA ISSR 2024-3 LTD                                                 | SUNRN 2024-3A A1                                                                                                                                       | CUSIP: 86773AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1517125 | PA      | $1482958.26   | 0.02%             | 2059-10-30      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                               | BBDBCN 7.5 02/01/29 144A                                                                                                                               | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $103827.00    | 0.00%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                        | CLUBCORP HLDGS INC                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130903 | PA      | $128285.42    | 0.00%             | 2032-07-10      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| UBS Securities LLC                                                           | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1688833.60   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                            | ES 3.3 01/15/28 M                                                                                                                                      | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24500.09     | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                             | R 4.3 06/15/27 MTN                                                                                                                                     | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     440000 | PA      | $439792.69    | 0.01%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES COMPANY                                                   | LUV 5.125 06/15/27                                                                                                                                     | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3380028.88   | 0.04%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | FHR 4172 KI                                                                                                                                            | CUSIP: 3137AYDJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1461335 | PA      | $64659.68     | 0.00%             | 2032-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                              | BANK 2020-BN25 A3                                                                                                                                      | CUSIP: 06539WAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2883278 | PA      | $2845526.19   | 0.04%             | 2063-01-18      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 MORTGAGE TRUST                                              | COMM 2014-CR15 XB                                                                                                                                      | CUSIP: 12591RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  109017641 | PA      | $1111.98      | 0.00%             | 2047-02-12      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 3 LP                                                   | PKAIR 2025-2 A                                                                                                                                         | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6529888 | PA      | $6459025.17   | 0.08%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                          | SOFTBK 5.75 07/08/32                                                                                                                                   | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $675290.04    | 0.01%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | THC 4.375 01/15/30                                                                                                                                     | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3778273.69   | 0.05%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WCORE COMMERCIAL MORTGAGE TRUST 2024-CORE                                    | WCORE 2024-CORE A                                                                                                                                      | CUSIP: 951913AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17390000 | PA      | $17411636.64  | 0.22%             | 2041-11-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-105377.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                                                | BGS 5.25 09/15/27                                                                                                                                      | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $4319125.23   | 0.06%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES K-090                | FHMS K090 X1                                                                                                                                           | CUSIP: 3137FLMX9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   96729944 | PA      | $1753201.22   | 0.02%             | 2029-02-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                                    | DONCASTERS US FINANCE LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1663200 | PA      | $1667358.00   | 0.02%             | 2030-04-23      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| HENLEY CLO XIV DAC                                                           | HNLY 14A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 635400RQOQI5SLA5SK32 | Long             | ABS-O            | CORP              | IE        |   21500000 | PA      | $25246773.04  | 0.32%             | 2038-03-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA4439                                                                                                                                              | CUSIP: 31418D4Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     506079 | PA      | $445015.23    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORP LTD                                              | INRCIN 3.57 01/21/32 144A                                                                                                                              | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |    1245000 | PA      | $1166838.90   | 0.01%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | S 0 02/15/42                                                                                                                                           | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      45000 | PA      | $20248.31     | 0.00%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWGENERATIONGASGATHERINGLLC                                                 | NEWGENERATIONGASGATHERINGLLC                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675675 | PA      | $665539.88    | 0.01%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BAC V1.898 07/23/31 MTN                                                                                                                                | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1486723.88   | 0.02%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                           | OCPMR 3.75 06/23/31 144A                                                                                                                               | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     407000 | PA      | $374195.80    | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | CDS BARCLAYS PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2602.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                             | GGAMFI 8 02/15/27 144A                                                                                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    4000000 | PA      | $4034200.00   | 0.05%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2011-12                                        | CMLTI 2011-12 3A2                                                                                                                                      | CUSIP: 17318WAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19198 | PA      | $17975.09     | 0.00%             | 2047-09-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | T 3.8 02/15/27                                                                                                                                         | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54855.57     | 0.00%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA      | SLG 2026-OMA A                                                                                                                                         | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9000000 | PA      | $9032516.10   | 0.12%             | 2041-04-17      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                | BLD 3.625 03/15/29 144A                                                                                                                                | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2086591.61   | 0.03%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                                 | CAS 2022-R04 1B1                                                                                                                                       | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     340000 | PA      | $351900.00    | 0.00%             | 2042-03-25      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| AVOCA CAPITAL CLO X DAC                                                      | AVOCA 10A B1RR                                                                                                                                         | CUSIP: 000000000<br>LEI: 635400SFFWCTHJHBZK84 | Long             | ABS-O            | CORP              | IE        |    8500000 | PA      | $9941344.35   | 0.13%             | 2035-04-15      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 MORTGAGE TRUST                                                   | BMO 2024-C8 XB                                                                                                                                         | CUSIP: 05593HAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   50000000 | PA      | $2639015.00   | 0.03%             | 2057-03-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                       | LUMN 5.375 06/15/29 144A                                                                                                                               | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2755190.34   | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MS V5.192 04/17/31                                                                                                                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2665617.15   | 0.03%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                     | USD/BRL FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-170554.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                         | BA 6.298 05/01/29                                                                                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2333610.23   | 0.03%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                           | EXE 5.375 02/01/29                                                                                                                                     | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $3150797.62   | 0.04%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2021-13 LTD                                                    | AWPT 2021-13A BR                                                                                                                                       | CUSIP: 28622EAW8<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |   14000000 | PA      | $14023909.20  | 0.18%             | 2034-07-17      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| BRINK'S COMPANY (THE)                                                        | BCO 4.625 10/15/27 144A                                                                                                                                | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    2246000 | PA      | $2235314.10   | 0.03%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STL HOLDING COMPANY LLC                                                      | DSLDHM 8.75 02/15/29 144A                                                                                                                              | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     875000 | PA      | $907240.07    | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                        | TFC V7.161 10/30/29 MTN                                                                                                                                | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3570024.80   | 0.05%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                               | BHP 5 02/21/30                                                                                                                                         | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    6215000 | PA      | $6334923.40   | 0.08%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNR 2012-148 IC                                                                                                                                        | CUSIP: 3136ABNX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     470102 | PA      | $5604.61      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                              | DOMREP 5.95 01/25/27 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    1800000 | PA      | $1814400.00   | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                             | R 5.65 03/01/28 MTN                                                                                                                                    | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     335000 | PA      | $342193.46    | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-150272.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                            | HII 3.483 12/01/27                                                                                                                                     | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     135000 | PA      | $132871.96    | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                              | PFSI 4.25 02/15/29 144A                                                                                                                                | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6108370.46   | 0.08%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CLO XI DAC                                                           | TIKEH 11A AR                                                                                                                                           | CUSIP: 000000000<br>LEI: 635400Y4WR1VBVIMMD77 | Long             | ABS-O            | CORP              | IE        |   15000000 | PA      | $17620259.78  | 0.23%             | 2038-01-15      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSCHLD 3.375 02/15/31 144A                                                                                                                             | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     600000 | PA      | $360029.52    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                          | NEE 4.685 09/01/27                                                                                                                                     | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    8330000 | PA      | $8368675.88   | 0.11%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 42 LTD                                                           | ELM42 2025-5A A                                                                                                                                        | CUSIP: 29005DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17500000 | PA      | $17546698.75  | 0.22%             | 2038-03-31      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                                 | APU 5.75 05/20/27                                                                                                                                      | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1079357.99   | 0.01%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C7                           | JPMDB 2017-C7 A4                                                                                                                                       | CUSIP: 46648KAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1001550 | PA      | $986816.67    | 0.01%             | 2050-10-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPET 8.625 01/19/29                                                                                                                                  | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    3950000 | PA      | $4181075.00   | 0.05%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN AU1808                                                                                                                                              | CUSIP: 3138X1AJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     316608 | PA      | $288794.36    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                            | THB/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $22670.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                           | PRPM 2024-RPL2 A1                                                                                                                                      | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1132458 | PA      | $1105517.88   | 0.01%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2019-1                                 | ODART 2019-1A B                                                                                                                                        | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     390094 | PA      | $389462.93    | 0.00%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTERNATIONAL FINANCE LTD                                            | DIGDIF 8.625 08/01/32 144A                                                                                                                             | CUSIP: 25381MAA5<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | BM        |    6240000 | PA      | $6474000.00   | 0.08%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                 | PEMEX 6.75 09/21/47                                                                                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1861000 | PA      | $1567892.50   | 0.02%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNR 2018-24 BH                                                                                                                                         | CUSIP: 3136B1MK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     161489 | PA      | $150116.69    | 0.00%             | 2048-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP: A2                                                            | HPS SLF VI GP: A2                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     545112 | PA      | $545112.00    | 0.01%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                       | CMLTI 2025-RP1 X                                                                                                                                       | CUSIP: 17332HAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20022775 | PA      | $2002.28      | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.5 01/31/28                                                                                                                                         | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   69470000 | PA      | $69019530.47  | 0.88%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                     | ACGL 4.011 12/15/26                                                                                                                                    | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     135000 | PA      | $134623.94    | 0.00%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                           | OCPMR 6.75 05/02/34 144A                                                                                                                               | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    3296000 | PA      | $3463272.00   | 0.04%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | SWOP CDS CDX.NA.HY.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |   12785000 | OU      | $116540.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   80735000 | OU      | $245290.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                            | DVN 5.25 10/15/27                                                                                                                                      | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20004.40     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                          | TPMT 2024-CES5 A1                                                                                                                                      | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6748678 | PA      | $6738735.81   | 0.09%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORCL 4.95 02/04/31                                                                                                                                     | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   17510000 | PA      | $17133266.97  | 0.22%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                                          | GPN 4.55 03/15/28                                                                                                                                      | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2545125.62   | 0.03%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OCS Group Investments Limited                                                | OCS GROUP HOLDINGS LTD                                                                                                                                 | CUSIP: 000000000<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |    1875000 | PA      | $2541838.48   | 0.03%             | 2031-11-28      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 0.5 04/30/27                                                                                                                                         | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  213615000 | PA      | $206797677.54 | 2.65%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRGYFN 7.625 04/01/32 144A                                                                                                                             | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1521059.45   | 0.02%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC3                     | MSRM 2025-DSC3 A1                                                                                                                                      | CUSIP: 61779JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10622819 | PA      | $10593427.03  | 0.14%             | 2070-09-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MS 4.35 09/08/26 GMTN                                                                                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5505000 | PA      | $5501675.06   | 0.07%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                       | CMLTI 2025-RP1 SA                                                                                                                                      | CUSIP: 17332HAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      22598 | PA      | $20135.39     | 0.00%             | 2064-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS WELLS FARGO & COMPANY                                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $47174.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                              | PFSI 7.875 12/15/29 144A                                                                                                                               | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5192649.93   | 0.07%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CDW FINANCE CORP                                                             | CDW 2.67 12/01/26                                                                                                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2519304.27   | 0.03%             | 2026-12-01      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2018-B8 MORTGAGE TRUST                                             | BMARK 2018-B8 A4                                                                                                                                       | CUSIP: 08162UAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     780000 | PA      | $774752.08    | 0.01%             | 2052-01-18      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA4438                                                                                                                                              | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2094513 | PA      | $1764782.01   | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                              | BANK 2019-BN17 A3                                                                                                                                      | CUSIP: 065403BB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4105914 | PA      | $3991896.12   | 0.05%             | 2052-04-17      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                            | Clarios (Power Solutions) Term Loan B (Incremental) 275 2032-01-07                                                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    1218875 | PA      | $1223957.71   | 0.02%             | 2032-01-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE COMPANY                      | HCSERV 5.2 06/15/29 144A                                                                                                                               | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1468940.18   | 0.02%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                            | VENTGL 6.25 01/15/30 144A                                                                                                                              | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5609998.98   | 0.07%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2024-2 ISSUER TRUST                                       | STRE 2024-2A A                                                                                                                                         | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4942065 | PA      | $4962067.82   | 0.06%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                          | NOVHOL 6.75 04/15/32 144A                                                                                                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1292814.26   | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        | -109420000 | OU      | $-164961.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYNMTR 2.375 10/15/27 144A                                                                                                                             | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53321.13     | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL CAPITAL TRUST                                           | GRYCCT F 05/31/26 A                                                                                                                                    | CUSIP: 39810DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9290119 | PA      | $8268205.74   | 0.11%             | 2026-05-31      | Floating      | 7.23%                 | Yes           |                  3 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPET 6.875 04/29/30                                                                                                                                  | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1545000 | PA      | $1552725.00   | 0.02%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                         | BA 2.25 06/15/26                                                                                                                                       | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79775.53     | 0.00%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                 | UAL 5.375 03/01/31                                                                                                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3081524.51   | 0.04%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | C V6.75 PERP EE                                                                                                                                        | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $4107462.24   | 0.05%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHMS Q001 XA                                                                                                                                           | CUSIP: 3137BEWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   11037603 | PA      | $602000.82    | 0.01%             | 2032-02-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                                | SOLEIN 7.25 06/15/31 144A                                                                                                                              | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4625724.56   | 0.06%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                             | FR SD4183                                                                                                                                              | CUSIP: 3132E0UG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4279244 | PA      | $4007762.40   | 0.05%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                             | TMUS 3.75 04/15/27                                                                                                                                     | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99589.02     | 0.00%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | USD/COP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $41094.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                    | LHX 4.4 06/15/28 *                                                                                                                                     | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49999.19     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1                                    | AFFRM 2024-B B                                                                                                                                         | CUSIP: 00835AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2001580.80   | 0.03%             | 2029-09-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 7 LTD                                                        | BGCLO 2023-7A A1R                                                                                                                                      | CUSIP: 09077RAL3<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |    7500000 | PA      | $7516221.00   | 0.10%             | 2038-10-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| JAPAN INTERNATIONAL COOPERATION AGENCY                                       | JICA 4 05/23/28                                                                                                                                        | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   10760000 | PA      | $10725884.34  | 0.14%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 MORTGAGE LOAN TRUST                                           | COLT 2025-INV2 A1                                                                                                                                      | CUSIP: 12673UAA2<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-O            | CORP              | US        |    5439569 | PA      | $5472624.63   | 0.07%             | 2070-02-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                          | CITADL 5.15 02/14/31 144A                                                                                                                              | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     660000 | PA      | $644817.21    | 0.01%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                           | O 4.45 09/15/26                                                                                                                                        | CUSIP: 756109BY9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10001.12     | 0.00%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META CW GPU                                                                  | META CW GPU                                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3097063 | PA      | $3097062.82   | 0.04%             | 2032-03-15      | Fixed         | 6.20%                 | No            |                  3 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                                         | ATLX 2024-RPL2 A1                                                                                                                                      | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11257733 | PA      | $10936420.11  | 0.14%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AURIUM CLO VIII DAC                                                          | ACLO 8A AR                                                                                                                                             | CUSIP: 000000000<br>LEI: 549300FEAY35HPC4RS38 | Long             | ABS-O            | CORP              | IE        |   13000000 | PA      | $15265011.59  | 0.20%             | 2038-10-16      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                     | USD/TWD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $79751.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                          | CITADL 4.75 02/14/29 144A                                                                                                                              | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1023657.75   | 0.01%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                        | CLUBCORP HOLDINGS INC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1997151 | PA      | $1957207.90   | 0.03%             | 2032-07-09      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| SM ENERGY COMPANY                                                            | SM 5 10/15/26 144A                                                                                                                                     | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $6055538.42   | 0.08%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                               | PCG 3.3 12/01/27                                                                                                                                       | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     175000 | PA      | $171736.99    | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CBAM 2018-5 LTD                                                              | CBAMR 2018-5A BR                                                                                                                                       | CUSIP: 12516LAG0<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |   17500000 | PA      | $17556488.25  | 0.22%             | 2038-10-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | GNR 2016-164 IG                                                                                                                                        | CUSIP: 38380CEX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1151800 | PA      | $231273.80    | 0.00%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                              | BANK 2019-BN24 A2                                                                                                                                      | CUSIP: 06540VAZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3465000 | PA      | $3257346.02   | 0.04%             | 2062-11-17      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | S 0 11/15/35                                                                                                                                           | CUSIP: 912833X96<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     140000 | PA      | $91510.44     | 0.00%             | 2035-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)                                                         | WEIRLN 5.35 05/06/30 144A                                                                                                                              | CUSIP: 94877DAA2<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    1570000 | PA      | $1592173.27   | 0.02%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                                | COMM 2024-277P A                                                                                                                                       | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2919233.24   | 0.04%             | 2044-08-11      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                      | USD/ZAR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $152018.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                        | GSMS 2017-GS8 A3                                                                                                                                       | CUSIP: 36254KAK8<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1381649.08   | 0.02%             | 2050-11-11      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA3864                                                                                                                                              | CUSIP: 31418DJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4448259 | PA      | $4197103.37   | 0.05%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                 | WMB 4.9 03/15/29                                                                                                                                       | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5615000 | PA      | $5674154.34   | 0.07%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                     | JBS 3 02/02/29                                                                                                                                         | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |     680000 | PA      | $652002.56    | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS 1.75 08/21/30                                                                                                                                      | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      75000 | PA      | $66347.50     | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HENLEY CLO XI DAC                                                            | HNLY 11A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-O            | CORP              | IE        |   12000000 | PA      | $14061432.11  | 0.18%             | 2039-04-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE VII LTD                                                           | OMIR 2021-2 M1B                                                                                                                                        | CUSIP: 67389JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     794720 | PA      | $798915.28    | 0.01%             | 2034-04-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                    | OKE 3.1 03/15/30                                                                                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    9790000 | PA      | $9244698.07   | 0.12%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                          | NOVHOL 8.75 04/15/30 144A                                                                                                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    3340000 | PA      | $3029906.53   | 0.04%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA4618                                                                                                                                              | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1028487 | PA      | $965297.03    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | CDS WELLS FARGO & COMPANY                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $18292.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | BNP 3.5 11/16/27 144A                                                                                                                                  | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4255000 | PA      | $4194337.74   | 0.05%             | 2027-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO              | COLOM 4.5 03/15/29                                                                                                                                     | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    7515000 | PA      | $7285416.75   | 0.09%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                       | BSPEED 10.5 04/03/31 144A                                                                                                                              | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |   15400000 | PA      | $15686293.78  | 0.20%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNR 2018-25 AG                                                                                                                                         | CUSIP: 3136B1VA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     448831 | PA      | $437698.00    | 0.01%             | 2047-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc                                                                  | Tenneco Term Loan B 500 2028-11-01                                                                                                                     | CUSIP: 88037HAP9<br>LEI: 549300U0EXXFAQFAD785 | Long             | LON              | CORP              | US        |    2890000 | PA      | $2886069.60   | 0.04%             | 2028-11-17      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| CORPORACION ANDINA DE FOMENTO                                                | CAF 6 04/26/27                                                                                                                                         | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    8350000 | PA      | $8505708.30   | 0.11%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                                   | IVYCST 5.875 10/17/31 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    8218000 | PA      | $9672254.76   | 0.12%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                         | BOOTS GROUP BIDCO LTD/THE                                                                                                                              | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |    2975000 | PA      | $4064869.48   | 0.05%             | 2032-08-31      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-C6                                  | CGCMT 2018-C6 A3                                                                                                                                       | CUSIP: 17327GAX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4866000 | PA      | $4820621.63   | 0.06%             | 2051-11-10      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                                | SOLEIN 6.25 10/01/29 144A                                                                                                                              | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $977809.93    | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS REPUBLIC OF TURKIYE                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $476010.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-H6                                       | MSC 2019-H6 A3                                                                                                                                         | CUSIP: 61769JAZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1350555 | PA      | $1299887.17   | 0.02%             | 2052-06-17      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 4.125 02/28/27                                                                                                                                       | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  167090000 | PA      | $167586048.44 | 2.15%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST 2024-PARK                                      | BPR 2024-PARK A                                                                                                                                        | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3538677.45   | 0.05%             | 2039-11-07      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                             | VMED 4.25 01/15/30 REGS                                                                                                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    3100000 | PA      | $3815032.04   | 0.05%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C7                                        | UBSCM 2017-C7 A3                                                                                                                                       | CUSIP: 90276WAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1405955 | PA      | $1389341.86   | 0.02%             | 2050-12-16      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-1                                      | OMFIT 2023-1A A                                                                                                                                        | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12200000 | PA      | $12438372.14  | 0.16%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                              | NCRATL 9.5 04/01/29 144A                                                                                                                               | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     971000 | PA      | $1033108.21   | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                         | BOOTFN 7.375 08/31/32 144*                                                                                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |     575000 | PA      | $794167.72    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                      | CDW 5.1 03/01/30                                                                                                                                       | CUSIP: 12513GBK4<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1805765.50   | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                                | COMM 2024-277P X                                                                                                                                       | CUSIP: 12654FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9200000 | PA      | $198995.08    | 0.00%             | 2044-08-11      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | CDS WELLS FARGO & COMPANY                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $16379.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS SLF VI IM - UNFUNDED: A2                                                 | HPS SLF VI IM - UNFUNDED: A2                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2248586 | PA      | $2248586.00   | 0.03%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.875 12/31/27                                                                                                                                       | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19770000 | PA      | $19764594.14  | 0.25%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                                 | TEP 7.375 02/15/29 144A                                                                                                                                | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    6826000 | PA      | $7028745.13   | 0.09%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN CB1872                                                                                                                                              | CUSIP: 3140QMCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4359490 | PA      | $3834839.29   | 0.05%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHR 4046 PI                                                                                                                                            | CUSIP: 3137AQJ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     161200 | PA      | $1775.21      | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                             | CFELEC 4.688 05/15/29 144A                                                                                                                             | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    3011000 | PA      | $2971857.00   | 0.04%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                        | CLUBCORP HLDGS INC                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     218172 | PA      | $213809.03    | 0.00%             | 2031-07-10      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FR QD7630                                                                                                                                              | CUSIP: 3133B5PP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1213259 | PA      | $1030140.83   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                          | PEER HOLDING III BV                                                                                                                                    | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    7875000 | PA      | $9267540.91   | 0.12%             | 2031-07-01      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                   | MTZ 5.9 06/15/29                                                                                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     920000 | PA      | $947983.43    | 0.01%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                              | CDS CDX.NA.IG.46.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $12155622.38  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                               | PGIM Active High Yield Bond ETF                                                                                                                        | CUSIP: 69344A206<br>LEI: 549300F10UK98WW68156 | Long             | EC               | RF                | US        |     678189 | NS      | $23804433.90  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                         | WY 6.95 10/01/27                                                                                                                                       | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20653.34     | 0.00%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYNMTR 1.8 01/10/28 144A                                                                                                                               | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14323.66     | 0.00%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2024-RVR                                   | GSMS 2024-RVR A                                                                                                                                        | CUSIP: 36272JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12200000 | PA      | $12241389.72  | 0.16%             | 2041-08-12      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | FYBR 6.75 05/01/29 144A                                                                                                                                | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3900000.00   | 0.05%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                                | MHO 4.95 02/01/28                                                                                                                                      | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     834000 | PA      | $829236.71    | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | MINAU 6 05/01/32 144A                                                                                                                                  | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     775000 | PA      | $769055.75    | 0.01%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                       | FFCB 1.23 07/29/30                                                                                                                                     | CUSIP: 3133EL2C7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    6600000 | PA      | $5852824.01   | 0.08%             | 2030-07-29      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST 2024-1                                        | TSET 2024-1A A2                                                                                                                                        | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7227826 | PA      | $7240705.63   | 0.09%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                             | DB V5.297 05/09/31                                                                                                                                     | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6625000 | PA      | $6690760.41   | 0.09%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS KINGDOM OF NORWAY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-3850.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                      | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-18426.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF2 LLC                                                           | PRPM 2025-RCF2 A1                                                                                                                                      | CUSIP: 74448VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3942496 | PA      | $3850140.83   | 0.05%             | 2064-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46                               | WFCM 2018-C46 XB                                                                                                                                       | CUSIP: 95001QAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  104789000 | PA      | $825464.87    | 0.01%             | 2051-08-17      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 0.75 05/31/26                                                                                                                                        | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5870000 | PA      | $5854637.11   | 0.08%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | S 0 02/15/39                                                                                                                                           | CUSIP: 912834AU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2275000 | PA      | $1233047.75   | 0.02%             | 2039-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BACR V5.674 03/12/28                                                                                                                                   | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7515000 | PA      | $7581357.45   | 0.10%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC                                                           | WYNNLV 5.25 05/15/27 144A                                                                                                                              | CUSIP: 983130AX3<br>LEI: 2549002X45DR4UI7NA62 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4101653.14   | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2014-2                                      | OMFIT 2020-2A A                                                                                                                                        | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1296904 | PA      | $1280216.58   | 0.02%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | G2 MA7591                                                                                                                                              | CUSIP: 36179WNG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1976864 | PA      | $1806943.12   | 0.02%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                       | ESKOM 8.45 08/10/28 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    8356000 | PA      | $8789676.40   | 0.11%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                      | VW 5.05 03/27/28 144A                                                                                                                                  | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   15570000 | PA      | $15669127.96  | 0.20%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF GREECE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $16590.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO            | ECUA 8.75 01/29/34 144A                                                                                                                                | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   10600000 | PA      | $10816842.08  | 0.14%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                    | SERBIA 1.5 06/26/29 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    4492000 | PA      | $4871624.68   | 0.06%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | MINAU 7 04/01/31 144A                                                                                                                                  | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1036594.10   | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP: DDTL                                                          | HPS SLF VI GP: DDTL                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1256103 | PA      | $1256103.00   | 0.02%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| DISH NETWORK CORP                                                            | DISH 11.75 11/15/27 144A                                                                                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4487139.28   | 0.06%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2020-B20 MORTGAGE TRUST                                            | BMARK 2020-B20 A3                                                                                                                                      | CUSIP: 08162XBE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8759768 | PA      | $8348103.30   | 0.11%             | 2053-10-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                             | DB V4.95 08/04/31                                                                                                                                      | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23485000 | PA      | $23411080.96  | 0.30%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL4 TRUST                                                         | CSMC 2022-RPL4 A1                                                                                                                                      | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2109951 | PA      | $2018760.30   | 0.03%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                         | ROCC 2024-CNTR D                                                                                                                                       | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7820000 | PA      | $8185296.44   | 0.10%             | 2041-11-15      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES1                                          | TPMT 2025-CES1 A1                                                                                                                                      | CUSIP: 89183HAA2<br>LEI: 254900FMI2GPXLO84795 | Long             | ABS-O            | CORP              | US        |    5985906 | PA      | $6013888.48   | 0.08%             | 2055-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                       | CDS STANDARD CHARTERED BANK                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $22359.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                 | QHEL 8.625 06/15/29 FSA                                                                                                                                | CUSIP: 448814EX7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | MUN               | CA        |     108000 | PA      | $121006.62    | 0.00%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK29                                                              | BANK 2020-BN29 A3                                                                                                                                      | CUSIP: 06541TBA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1964628 | PA      | $1743118.64   | 0.02%             | 2053-11-18      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAP LLC                  | UNIT 8.625 06/15/32 Feb                                                                                                                                | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1161051.81   | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                    | OKE 4.95 10/15/32                                                                                                                                      | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1379660.67   | 0.02%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-1                                      | OMFIT 2023-1A D                                                                                                                                        | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $104603.96    | 0.00%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WFC V2.572 02/11/31 MTN                                                                                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2388864.94   | 0.03%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                      | VW 4.95 08/15/29 144A                                                                                                                                  | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    5520000 | PA      | $5538634.97   | 0.07%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MERIDIAN ARC HOLDCO LLC                                                      | MERIDI 6.25 04/30/31 144A                                                                                                                              | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7615000 | PA      | $7615837.77   | 0.10%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHR 4631 GP                                                                                                                                            | CUSIP: 3137BSZE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1037735 | PA      | $997049.03    | 0.01%             | 2046-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-CES1                                    | BRAVO 2024-CES1 A1A                                                                                                                                    | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-O            | CORP              | US        |     285508 | PA      | $287917.48    | 0.00%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF SERBIA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-14240.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | THC 4.625 06/15/28                                                                                                                                     | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     225000 | PA      | $223313.05    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | MINAU 9.25 10/01/28 144A                                                                                                                               | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    3842000 | PA      | $3986075.00   | 0.05%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.5 09/30/27                                                                                                                                         | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  236285000 | PA      | $235103575.00 | 3.01%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                          | AMT 5.25 07/15/28                                                                                                                                      | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     110000 | PA      | $111721.63    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                         | RPLDCI 6.581 05/30/49 144A                                                                                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28545000 | PA      | $29536930.64  | 0.38%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                        | FRIDPT 5.315 04/14/32 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    1230000 | PA      | $1231230.00   | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                               | VIKCRU 5 02/15/28 144A                                                                                                                                 | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1350000 | PA      | $1344532.50   | 0.02%             | 2028-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX FINANCE COMPANY SAU                                                  | CLNXSM 2 02/15/33 EMTN                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    3800000 | PA      | $3930482.54   | 0.05%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-C4                                  | CGCMT 2017-C4 A3                                                                                                                                       | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     957086 | PA      | $943559.53    | 0.01%             | 2050-10-14      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                    | JPM V4.452 12/05/29                                                                                                                                    | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6920000 | PA      | $6911462.82   | 0.09%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | USD/COP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-32479.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) (CA)                           | CA UNVHGR 3.93 05/15/2045                                                                                                                              | CUSIP: 91412GXE0<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |      25000 | PA      | $22927.42     | 0.00%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNR 2012-144 EI                                                                                                                                        | CUSIP: 3136ABJF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     293269 | PA      | $4111.96      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYNMTR 1.5 06/15/26 144A                                                                                                                               | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24904.01     | 0.00%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                  | AKERBP 3.1 07/15/31 144A                                                                                                                               | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1585000 | PA      | $1449004.15   | 0.02%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                                    | ASSDLN 8.125 05/14/30 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    3840000 | PA      | $4826852.40   | 0.06%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (THE)                                           | BK V4.625 PERP F                                                                                                                                       | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     125000 | PA      | $124555.85    | 0.00%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TPC Group Rights                                                             | TPC Group Rights                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17363 | NS      | $341478.12    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                         | ROCC 2024-CNTR C                                                                                                                                       | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9200000 | PA      | $9502478.52   | 0.12%             | 2041-11-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| MOROCCO, KINGDOM OF - MINISTRY OF FINANCE AND FOREIGN INVESTMENT             | MOROC 2.375 12/15/27 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   10000000 | PA      | $9646800.00   | 0.12%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LUGO FUNDING DAC                                                             | LUGO 2024-1A A                                                                                                                                         | CUSIP: 000000000<br>LEI: 635400ZKKXDKKVOM9V22 | Long             | ABS-O            | CORP              | IE        |    4957951 | PA      | $5807703.13   | 0.07%             | 2066-05-26      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS DOMINICAN REPUBLIC                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $34101.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                            | ES 2.9 03/01/27                                                                                                                                        | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     125000 | PA      | $123537.34    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                     | HILCRP 6 02/01/31 144A                                                                                                                                 | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1013817.99   | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OFSI BSL IX LTD                                                              | OFSBS 2018-1A AR                                                                                                                                       | CUSIP: 67111BAN0<br>LEI: 549300ISCSFRB3LRFG70 | Long             | ABS-CBDO         | CORP              | KY        |    1409423 | PA      | $1409007.14   | 0.02%             | 2031-07-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Bayview Financing Trust                                                      | Bayview Financing Trust 2023-1F                                                                                                                        | CUSIP: 07336HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1942765 | PA      | $1953127.20   | 0.03%             | 2026-07-01      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL LLC                                                          | BIGBRS 6.625 01/31/29 144A                                                                                                                             | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |    2897000 | PA      | $2902560.58   | 0.04%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                  | VTRS 4 06/22/50                                                                                                                                        | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $1349760.34   | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | F 5.113 05/03/29                                                                                                                                       | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6757893.30   | 0.09%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                          | RKT 3.875 03/01/31 144A                                                                                                                                | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    6675000 | PA      | $6199583.13   | 0.08%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNR 2013-49 AI                                                                                                                                         | CUSIP: 3136AD7A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     900933 | PA      | $57801.53     | 0.00%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Doncasters US Finance LLC                                                    | DONCASTERS US FINANCE LLC                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6791400 | PA      | $6808378.50   | 0.09%             | 2030-04-23      | Floating      | 10.20%                | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF GREECE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $16542.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                          | GPN 4.5 11/15/28                                                                                                                                       | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    9325000 | PA      | $9251201.72   | 0.12%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BACR V4.837 09/10/28                                                                                                                                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3530000 | PA      | $3540835.69   | 0.05%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYNMTR 2 06/15/28 144A                                                                                                                                 | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28423.19     | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                     | ARGENT 0.125 07/09/30 *                                                                                                                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3296603 | PA      | $3240335.97   | 0.04%             | 2030-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | S 0 08/15/40                                                                                                                                           | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $740403.50    | 0.01%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                           | KTB 4.125 11/15/29 144A                                                                                                                                | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |    7408000 | PA      | $7056798.96   | 0.09%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSCHLD 4.625 12/01/30 144a                                                                                                                             | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $352908.63    | 0.00%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                          | AFRMT 2025-3A A                                                                                                                                        | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6400000 | PA      | $6380177.92   | 0.08%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MARINER CLO 8 LTD                                                            | SPEAK 2020-8A A1R                                                                                                                                      | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $8015979.20   | 0.10%             | 2037-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                             | CCI 5.6 06/01/29                                                                                                                                       | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3715000 | PA      | $3809662.37   | 0.05%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | USD/INR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $18501.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                      | HCA 3.125 03/15/27                                                                                                                                     | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69342.76     | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                  | VTRS 3.85 06/22/40                                                                                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    5190000 | PA      | $3979638.16   | 0.05%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7                                  | CGCMT 2017-P7 XC                                                                                                                                       | CUSIP: 17325HBW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16000000 | PA      | $33808.00     | 0.00%             | 2050-04-15      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                 | AM 5.375 06/15/29 144A                                                                                                                                 | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2147605.08   | 0.03%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCTAGON 70 ALTO LTD                                                          | OCT70 2023-1A A1R                                                                                                                                      | CUSIP: 67578CAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   14250000 | PA      | $14241793.43  | 0.18%             | 2036-10-20      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                          | SOCGEN 5.25 02/19/27 144a                                                                                                                              | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    8055000 | PA      | $8102588.94   | 0.10%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES5                                          | TPMT 2024-CES5 A2                                                                                                                                      | CUSIP: 89183QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4350000 | PA      | $4338991.02   | 0.06%             | 2064-09-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                                    | ARTFI 2026-1A A1                                                                                                                                       | CUSIP: 83589DAA4<br>LEI: 549300P5BAAMQQ7VL735 | Long             | ABS-O            | CORP              | US        |    9000000 | PA      | $8976093.30   | 0.12%             | 2033-06-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                        | AR 5.375 03/01/30 144A                                                                                                                                 | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3194020.39   | 0.04%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC                                                             | VBTEL 2026-1A C2                                                                                                                                       | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4888822.00   | 0.06%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | ZAR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $85703.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 18 LTD                                                        | PIPK 2025-18A A1                                                                                                                                       | CUSIP: 720916AA3<br>LEI: 5493008O059R6VFBVX94 | Long             | ABS-CBDO         | CORP              | KY        |    6500000 | PA      | $6506617.65   | 0.08%             | 2038-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| LSF11 BOSON INVESTMENTS SARL                                                 | ERLS 2021-NPLA A1                                                                                                                                      | CUSIP: 000000000<br>LEI: 2549009AP8RIVLFUPA02 | Long             | ABS-O            | CORP              | LU        |     141039 | PA      | $165882.63    | 0.00%             | 2060-11-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                                   | IVYCST 5.25 03/22/30 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    6546000 | PA      | $7677027.69   | 0.10%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2023-CES2                                          | TPMT 2023-CES2 A1A                                                                                                                                     | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1088080 | PA      | $1094058.65   | 0.01%             | 2063-10-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                             | CSCHLD 4.125 12/01/30 144A                                                                                                                             | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     750000 | PA      | $447285.35    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| KINBANE 2025-RPL 2 DAC                                                       | KINBN 2025-RPL2A A                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400WTRFYG7SVTRF15 | Long             | ABS-O            | CORP              | IE        |    4758860 | PA      | $5591742.55   | 0.07%             | 2075-08-24      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                   | FISV 5.45 03/02/28                                                                                                                                     | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40500.76     | 0.00%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                                             | NEW GENERATION GAS GATHERING LLC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675676 | PA      | $665540.54    | 0.01%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CLOUDHQ VA B1 - UNFUNDED                                                     | CLOUDHQ VA B1 - UNFUNDED                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1155240 | PA      | $1155240.00   | 0.01%             | 2040-01-02      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                          | NEE 3.55 05/01/27                                                                                                                                      | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     335000 | PA      | $332654.77    | 0.00%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                       | 5-Year T-Note Futures, Jun-2026,ETH                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1663 | NC      | $497651.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYMILES IP LTD / DELTA AIR LINE INC                                         | DAL 4.75 10/20/28 144A                                                                                                                                 | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   19819167 | PA      | $19833634.65  | 0.25%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| VIATRIS INC                                                                  | VTRS 2.7 06/22/30                                                                                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   20736000 | PA      | $18897077.13  | 0.24%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO              | COLOM 3.75 09/19/28                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   11680000 | PA      | $13509462.64  | 0.17%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)                                               | SHW 3.45 06/01/27                                                                                                                                      | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44599.94     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                          | AMT 5.2 02/15/29                                                                                                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7955000 | PA      | $8093278.17   | 0.10%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                                  | TENINC 8 11/17/28 144A                                                                                                                                 | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7179465.67   | 0.09%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET BACKED CERTIFICATES SERIES 2002-4                                | CWL 2003-BC2 2A1                                                                                                                                       | CUSIP: 126671YB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1815 | PA      | $1858.92      | 0.00%             | 2033-06-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | CDEP 5.75 05/05/26 144a                                                                                                                                | CUSIP: 147918AB2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    6201000 | PA      | $6200639.72   | 0.08%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                  | Asurion First-lien Term Loan B-14 375 2033-02-09                                                                                                       | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     923975 | PA      | $908193.21    | 0.01%             | 2033-03-11      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2024-R1                                                            | CIM 2024-R1 A1                                                                                                                                         | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2420545 | PA      | $2380805.27   | 0.03%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | SWOP CDS CDX.NA.HY.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |  -38350000 | OU      | $-215509.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | USD/INR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-44422.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHR 4314 PD                                                                                                                                            | CUSIP: 3137B9GQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     290111 | PA      | $288616.54    | 0.00%             | 2043-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AURIUM CLO VIII DAC                                                          | ACLO 8A BR                                                                                                                                             | CUSIP: 000000000<br>LEI: 549300FEAY35HPC4RS38 | Long             | ABS-O            | CORP              | IE        |   18218000 | PA      | $21449005.96  | 0.27%             | 2038-10-16      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                     | HILCRP 6.25 11/01/28 144A                                                                                                                              | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1658058.62   | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2024-HE2                                          | JPMMT 2024-HE2 A1                                                                                                                                      | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |     389577 | PA      | $389824.60    | 0.00%             | 2054-10-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-2                                            | VERUS 2025-2 A1                                                                                                                                        | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-O            | CORP              | US        |    6179647 | PA      | $6198175.09   | 0.08%             | 2070-03-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                             | PARA 3.7 06/01/28                                                                                                                                      | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24266.56     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB (PUBL)                                                   | VERISURE HOLDING AB                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |    1925000 | PA      | $2263749.62   | 0.03%             | 2032-11-03      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                        | THC 4.25 06/01/29                                                                                                                                      | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24340.71     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                             | VMED 4.125 08/15/30 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    2100000 | PA      | $2542998.86   | 0.03%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 8 LTD                                                      | KLLM 8A BR2                                                                                                                                            | CUSIP: 37148EAS3<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $20020964.00  | 0.26%             | 2038-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS KINGDOM OF BAHRAIN                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $122872.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                                    | DT 3.6 01/19/27 144A                                                                                                                                   | CUSIP: 25156PBA0<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     335000 | PA      | $333017.81    | 0.00%             | 2027-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                        | MINAU 6.25 05/01/34 144A                                                                                                                               | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     490000 | PA      | $484124.90    | 0.01%             | 2034-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                | GS V4.369 10/21/31 .                                                                                                                                   | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6540000 | PA      | $6416319.19   | 0.08%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVICES TOPCO CORP                                       | EOCGRO 6.5 05/15/29 144A                                                                                                                               | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    2347000 | PA      | $2340311.87   | 0.03%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                         | FYBR 5 05/01/28 144A                                                                                                                                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10871000 | PA      | $10871000.00  | 0.14%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PLS GROUP LTD                                                                | PLSAU 6.875 05/01/31 144A                                                                                                                              | CUSIP: 69393GAA2<br>LEI: 5299000VV1CZVF5K9C16 | Long             | DBT              | CORP              | AU        |     395000 | PA      | $404373.35    | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                | ENELIM 5.125 06/26/29 144A                                                                                                                             | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   12260000 | PA      | $12426149.97  | 0.16%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE (AMERICA) LLC                                                 | SYENS 5.65 06/04/29 144A                                                                                                                               | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    5705000 | PA      | $5840633.52   | 0.07%             | 2029-06-04      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| LENNAR CORP                                                                  | LEN 4.75 11/29/27                                                                                                                                      | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135465.47    | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC                                          | ASCRES 9 11/01/27 144A                                                                                                                                 | CUSIP: 04364VAK9<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    3516000 | PA      | $4030874.44   | 0.05%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $12411.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | CDEP 5.875 04/30/29 144A                                                                                                                               | CUSIP: 147918AC0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    1200000 | PA      | $1247896.56   | 0.02%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 MORTGAGE TRUST                                                   | CD 2017-CD4 A3                                                                                                                                         | CUSIP: 12515DAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     495924 | PA      | $492810.18    | 0.01%             | 2050-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | GNR 2014-116 IT                                                                                                                                        | CUSIP: 38379EQV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     659251 | PA      | $77862.50     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                                           | ELMW2 2019-2A BRR                                                                                                                                      | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10043071.00  | 0.13%             | 2037-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-LVL                        | NCMS 2019-LVL A                                                                                                                                        | CUSIP: 63874TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4750000 | PA      | $4609506.40   | 0.06%             | 2038-08-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                        | QUIKHO 6.375 03/01/32 144A                                                                                                                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2131922.74   | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS COMISION FEDERAL DE ELECTRICIDAD CFE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-29443.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS REPUBLIC OF ECUADOR                                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $452460.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   13869000 | OU      | $27376.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -13869000 | OU      | $-13921.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                   | USD/KRW FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16809.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $7454.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                            | USD/ZAR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5750.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS VERIZON COMMUNICATIONS INC                                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $11035.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS STELLANTIS NV                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $2522.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | HUF CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -9408000 | NC      | $-333287.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF FRANCE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $7268.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                  | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   76480000 | OU      | $850874.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS CDX.EM.44.V1                                                                                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-808630.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $329.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   13869000 | OU      | $72080.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   54710000 | OU      | $255.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF FRANCE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-34358.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   52560000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                   | USD/TWD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-114225.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                       | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-9184.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-40417.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | CDS DEUTSCHE TELEKOM AG                                                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $6253.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | HUF CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    9408000 | NC      | $16.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS REPUBLIC OF INDONESIA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-46831.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | SWOP CDS CDX.NA.HY.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |  -19175000 | OU      | $-93411.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                     | COP CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   14054000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS UNITEDHEALTH GROUP INC                                                                                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $7986.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS SIEMENS AG                                                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $5268.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                       | CDS SKANDINAVISKA ENSKILDA BANKEN AB                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $37279.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -47075000 | OU      | $-52206.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS STELLANTIS NV                                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $14108.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS BANK OF AMERICA CORP                                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $241302.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-47686.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                      | CDS PACIFIC LIFE GLOBAL FUNDING II                                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-25078.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $86172.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                     | HUF CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    9408000 | NC      | $333287.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                   | USD/THB FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1061646.51   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS NOMURA HOLDINGS INC                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $29647.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS GENERAL MOTORS CO                                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $44770.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF ITALY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-996.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS SOCIALIST REPUBLIC OF VIETNAM                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $70197.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                     | CZK CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -4678000 | NC      | $-141121.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS ORACLE CORP                                                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-63313.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                     | USD CALL VERSUS INR PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    9383000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS SIMON PROPERTY GROUP LP                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $7822.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS REPUBLIC OF COLOMBIA                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $214516.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS CANADIAN IMPERIAL BANK OF COMMERCE                                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $14858.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | CDS MORGAN STANLEY                                                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $5082.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | CDS SIEMENS AG                                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $8573.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS EUROPEAN INVESTMENT BANK                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-3836.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF CHILE                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $26201.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                     | SGD/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $79331.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | CZK CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    4678000 | NC      | $141121.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $138124.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                      | CDS CDX.NA.HY.42.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $20919.15     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   26280000 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                       | U.S. Treasury Bond Futures, Jun-2026,ETH                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        954 | NC      | $-4069156.02  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                            | Euro(FGBM) Bobl Futures                                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -135 | NC      | $389810.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS REPUBLIC OF ECUADOR                                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $44843.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                               | CLP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $170163.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                   | USD/MXN FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $54126.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS PEOPLE'S REPUBLIC OF CHINA                                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-230299.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS KINGDOM OF BAHRAIN                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $48840.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS BARCLAYS PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $11186.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | USD/TWD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-203658.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-23013.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS SULTANATE OF OMAN                                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-30562.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                      | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $10454.24     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS VERIZON COMMUNICATIONS INC                                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $58678.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                     | USD CALL VERSUS CLP PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    4678000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                     | CZK CALL VERSUS USD PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    4678000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                      | CDS CANADIAN IMPERIAL BANK OF COMMERCE                                                                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $4580.07      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF ROMANIA                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $85497.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF ITALY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-201.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS KINGDOM OF MOROCCO                                                                                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-26803.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -96630000 | OU      | $-155331.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF ANGOLA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-163912.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                              | CDS CDX.NA.IG.40.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $3409399.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                  | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   76480000 | OU      | $372.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS EMIRATE OF ABU DHABI                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-53573.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | CDS TOTAL ENERGIES SE                                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $26064.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $729.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS COMISION FEDERAL DE ELECTRICIDAD CFE                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-10097.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                                 | CNH/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-124672.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   80735000 | OU      | $277.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   47075000 | OU      | $111803.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $134668.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | USD CALL VERSUS PLN PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -9408000 | NC      | $-22071.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | MXN/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $27709.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | USD CALL VERSUS INR PUT                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    4678000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX 24                                                                       | ASX 10 Year Treasury Bond Futures                                                                                                                      | CUSIP: 000000000<br>LEI: 549300SDXT36XYPVWI79 | N/A              | DIR              | CORP              | AU        |        255 | NC      | $-207903.14   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -161470000 | OU      | $-253220.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                      | CDS BANK OF MONTREAL                                                                                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $7829.46      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS GBP                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $532956.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $796527.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-287503.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                       | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $113858.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS GBP                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $392874.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $2119207.33   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS CAD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-468295.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS NZD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-462744.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $3235037.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS JPY                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-383405.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-690250.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS MXN                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-329907.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                             | IRS MXN                                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-440245.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1372945.17  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | USD/CLP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $24716.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $433908.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $2003539.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-164730.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS GBP                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $119492.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $570202.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $6357285.69   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS GBP                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $649837.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $635693.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | CSWAP EUR VS USD                                                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-689445.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS GBP                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $164918.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   48315000 | OU      | $143292.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS GBP                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-542604.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $777525.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS JPY                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-764593.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS CHF                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-80407.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                    | IRS USD                                                                                                                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1192892.34  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA5498                                                                                                                                              | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     335997 | PA      | $343268.16    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Ln Trust 2019-A                                    | LRK 2019-A R                                                                                                                                           | CUSIP: 51889RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     679663 | PA      | $348345.13    | 0.00%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | F 3.625 06/17/31                                                                                                                                       | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7385000 | PA      | $6730373.56   | 0.09%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B22 MORTGAGE TRUST                                            | BMARK 2020-B22 XB                                                                                                                                      | CUSIP: 08163BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   62848000 | PA      | $2366843.11   | 0.03%             | 2054-01-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                     | ISRELE 4.25 08/14/28 GMTN                                                                                                                              | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    5320000 | PA      | $5226314.80   | 0.07%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                     | MXN/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-52411.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NGC EURO CLO 5 DAC                                                           | NGCE 5A A                                                                                                                                              | CUSIP: 000000000<br>LEI: 254900VRXON6VU2LZZ97 | Long             | ABS-O            | CORP              | IE        |   10000000 | PA      | $11738096.16  | 0.15%             | 2039-01-15      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29                                               | BBCMS 2024-5C29 XA                                                                                                                                     | CUSIP: 05555PAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  106113447 | PA      | $4943093.31   | 0.06%             | 2057-09-17      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | G2 MA7989                                                                                                                                              | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2920738 | PA      | $2660799.70   | 0.03%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                    | JPM V4.005 04/23/29                                                                                                                                    | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1537752.88   | 0.02%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA4847                                                                                                                                              | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4231897 | PA      | $4351256.23   | 0.06%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TIKEHAU US CLO V LTD                                                         | TKO 2023-2A A1                                                                                                                                         | CUSIP: 88675YAA2<br>LEI: 254900B2V9LYKTKKHF52 | Long             | ABS-CBDO         | CORP              | BM        |   14000000 | PA      | $14010529.40  | 0.18%             | 2036-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                          | NLT 2025-INV1 M1                                                                                                                                       | CUSIP: 62916TAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1070000 | PA      | $1074933.34   | 0.01%             | 2070-02-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                          | AFRMT 2025-1A B                                                                                                                                        | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3900000 | PA      | $3918989.10   | 0.05%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | S 0 08/15/42                                                                                                                                           | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     465000 | PA      | $203094.35    | 0.00%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES2                                          | TPMT 2025-CES2 A1                                                                                                                                      | CUSIP: 89183KAA5<br>LEI: 25490031FI1THTB1EH80 | Long             | ABS-O            | CORP              | US        |    6364979 | PA      | $6369616.74   | 0.08%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                       | 2-Year T-Note Futures, Jun-2026,ETH                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       8889 | NC      | $-11015381.67 | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RB1                               | WFCM 2017-RB1 A4                                                                                                                                       | CUSIP: 95000TBR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     610048 | PA      | $605217.51    | 0.01%             | 2050-03-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                   | COF V4.927 05/10/28                                                                                                                                    | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35156.54     | 0.00%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 24 LTD                                                 | ANCHC 2022-24A A1R                                                                                                                                     | CUSIP: 03331GAQ1<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | JE        |   15000000 | PA      | $15017494.50  | 0.19%             | 2037-07-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                    | SERBIA 6.25 05/26/28 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    2135000 | PA      | $2191406.70   | 0.03%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SALUS (EUROPEAN LOAN CONDUIT N.33) DAC                                       | EURO 33A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 635400BIYQM1LPPW1N05 | Long             | ABS-O            | CORP              | IE        |    7845747 | PA      | $10728711.45  | 0.14%             | 2032-01-23      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2023-1 LTD                                                         | RMIR 2023-1 M1A                                                                                                                                        | CUSIP: 75050KAA4<br>LEI: 254900P3K895250PCC81 | Long             | ABS-O            | CORP              | BM        |     163824 | PA      | $164213.68    | 0.00%             | 2033-07-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                    | STLA 2.691 09/15/31 144A                                                                                                                               | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2407219.85   | 0.03%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | G2 MA8151                                                                                                                                              | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2111287 | PA      | $2053150.58   | 0.03%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                          | NLT 2025-INV1 A2                                                                                                                                       | CUSIP: 62916TAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1341105 | PA      | $1345555.76   | 0.02%             | 2070-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | F 2.7 08/10/26                                                                                                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $12730765.33  | 0.16%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | FWD: TNOTE 3.375 29-FEB-28 - 91282CQB0 - underlier                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  224970000 | NC      | $-813237.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WSH Services Holding Ltd                                                     | WSH SERVICES HOLDING LTD                                                                                                                               | CUSIP: 000000000<br>LEI: 213800Q4GRDGCYS3TU11 | Long             | LON              | CORP              | GB        |     350107 | PA      | $476803.93    | 0.01%             | 2031-05-27      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNR 2015-59 CI                                                                                                                                         | CUSIP: 3136APVN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     223944 | PA      | $5187.89      | 0.00%             | 2030-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                      | STACR 2021-HQA3 B1                                                                                                                                     | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |     200000 | PA      | $201420.64    | 0.00%             | 2041-09-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA4807                                                                                                                                              | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3787088 | PA      | $3832149.84   | 0.05%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                    | KHC 3 06/01/26                                                                                                                                         | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     335000 | PA      | $334559.49    | 0.00%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-HR2                                      | MSC 2017-HR2 A3                                                                                                                                        | CUSIP: 61691NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1979805 | PA      | $1948221.98   | 0.02%             | 2050-12-16      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                         | GM 5.35 07/15/27                                                                                                                                       | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1177000 | PA      | $1188677.29   | 0.02%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C33                  | MSBAM 2017-C33 A4                                                                                                                                      | CUSIP: 61767CAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1189520.28   | 0.02%             | 2050-05-17      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES4                                                               | EFMT 2025-CES4 A1                                                                                                                                      | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-O            | CORP              | US        |    5812354 | PA      | $5826873.29   | 0.07%             | 2060-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                          | NLT 2025-INV1 A3                                                                                                                                       | CUSIP: 62916TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2301626 | PA      | $2307556.35   | 0.03%             | 2070-02-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                     | USD/COP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-106916.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                     | ARGENT 3.875 07/09/35 *                                                                                                                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1168000 | PA      | $987678.12    | 0.01%             | 2035-07-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                           | VEGLPL 6.125 12/15/30 144A                                                                                                                             | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    4445000 | PA      | $4583618.46   | 0.06%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                          | AFRMT 2025-1A C                                                                                                                                        | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6400000 | PA      | $6424352.64   | 0.08%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MS V2.511 10/20/32 MTN                                                                                                                                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1488550.67   | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2024-HE2                                 | GSMBS 2024-HE2 A1                                                                                                                                      | CUSIP: 36271AAA1<br>LEI: 254900W4Z6DJOVCWAH28 | Long             | ABS-O            | CORP              | US        |    4180555 | PA      | $4186345.93   | 0.05%             | 2055-01-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                               | PGIM Corporate Bond 5-10 Year ETF                                                                                                                      | CUSIP: 69344A743<br>LEI: 529900047IV4FYTVWU33 | Long             | EC               | RF                | US        |     500000 | NS      | $24994550.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES INC                                                        | AAL 5.75 04/20/29 144A                                                                                                                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1401120.00   | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| NYMT LOAN TRUST 2025-CP1                                                     | NYMT 2025-CP1 A1                                                                                                                                       | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-O            | CORP              | US        |   10482740 | PA      | $10095351.29  | 0.13%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUN 7 09/15/28 144A                                                                                                                                    | CUSIP: 86765KAA7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3277801.52   | 0.04%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL SCHOOLS PARTNERSHIP                                            | INTERNATIONAL SCHOOLS PARTNERSHIP                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5576472 | PA      | $5514015.73   | 0.07%             | 2040-01-02      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                            | USD/TWD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $40540.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                             | COP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-41560.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B10 MORTGAGE TRUST                                            | BMARK 2019-B10 A3                                                                                                                                      | CUSIP: 08162VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3054889 | PA      | $2975985.67   | 0.04%             | 2062-03-17      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNR 2012-132 KI                                                                                                                                        | CUSIP: 3136AAPN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1179683 | PA      | $78048.33     | 0.00%             | 2032-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO I DAC                                                       | INVSC 1A A1R                                                                                                                                           | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-O            | CORP              | IE        |    3225005 | PA      | $3785405.28   | 0.05%             | 2031-07-15      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                 | PEMEX 2.75 04/21/27 EMTN                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     762000 | PA      | $886272.41    | 0.01%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                          | NLT 2025-INV1 A1                                                                                                                                       | CUSIP: 62916TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11962966 | PA      | $12011859.98  | 0.15%             | 2070-02-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | BNP V2.871 04/19/32 144A                                                                                                                               | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4415000 | PA      | $4006333.03   | 0.05%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                | CRWV 9.25 06/01/30 144A                                                                                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $3123573.24   | 0.04%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| RCKT MORTGAGE TRUST 2025-CES9                                                | RCKT 2025-CES9 A1A                                                                                                                                     | CUSIP: 74942JAA2<br>LEI: 254900C7HSSCU34P7S40 | Long             | ABS-O            | CORP              | US        |    5821444 | PA      | $5782550.26   | 0.07%             | 2055-09-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                    | APODS 5.7 01/23/31 144A                                                                                                                                | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3402053.59   | 0.04%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                                                       | VENLNG V9 PERP 144a                                                                                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1531640.32   | 0.02%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF PERU                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $22241.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 8 LP                                                   | PKAIR 2026-1 A                                                                                                                                         | CUSIP: 72585CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10500000 | PA      | $10280490.15  | 0.13%             | 2043-09-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                               | NRG 3.375 02/15/29 144A                                                                                                                                | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2449000 | PA      | $2338513.95   | 0.03%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                  | CDEP 4.375 10/01/30 144A                                                                                                                               | CUSIP: 147918AF3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |    1800000 | PA      | $1781013.96   | 0.02%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 MORTGAGE TRUST                                                  | BMO 2023-5C1 A3                                                                                                                                        | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13000000 | PA      | $13426193.30  | 0.17%             | 2056-08-17      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES7                                                | RCKT 2024-CES7 A1A                                                                                                                                     | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3263275 | PA      | $3261571.90   | 0.04%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MORTGAGE TRUST                                                   | CD 2017-CD5 A3                                                                                                                                         | CUSIP: 12515HAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     779897 | PA      | $768702.41    | 0.01%             | 2050-08-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| MADISON PARK EURO FUNDING XVII DAC                                           | MDPK 2022-57A A1R                                                                                                                                      | CUSIP: 55822GAQ7<br>LEI: 635400XNTY8TA9I2S271 | Long             | ABS-CBDO         | CORP              | IE        |   18000000 | PA      | $18017973.00  | 0.23%             | 2034-07-27      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                             | LPLA 5.7 05/20/27                                                                                                                                      | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $3074049.16   | 0.04%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                    | HES 4.3 04/01/27                                                                                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55047.53     | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | F 2.9 02/16/28                                                                                                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     575000 | PA      | $553419.61    | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                   | USD/COP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $292008.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                  | AKERBP 3.75 01/15/30 144A                                                                                                                              | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   13595000 | PA      | $13083220.30  | 0.17%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                       | FFCB 2.2 12/09/31                                                                                                                                      | CUSIP: 3133ENGR5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   10000000 | PA      | $8902542.41   | 0.11%             | 2031-12-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                          | AFRMT 2025-1A A                                                                                                                                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14100000 | PA      | $14183800.53  | 0.18%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                          | AMT 1.5 01/31/28                                                                                                                                       | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     150000 | PA      | $142669.35    | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES7                                                | RCKT 2025-CES7 A1A                                                                                                                                     | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-O            | CORP              | US        |    6913235 | PA      | $6930550.95   | 0.09%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H7 MORTGAGE TRUST                                                 | CROSS 2025-H7 A1                                                                                                                                       | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8017624 | PA      | $7984843.84   | 0.10%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM: DDTL                                                          | HPS SLF VI IM: DDTL                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     817668 | PA      | $817668.00    | 0.01%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| META CW GPU - UNFUNDED                                                       | META CW GPU - UNFUNDED                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12402937 | PA      | $12402937.18  | 0.16%             | 2032-03-15      | Fixed         | 6.20%                 | No            |                  3 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LTD                                                | LIMAMT 5.875 07/05/34 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | KY        |      72853 | PA      | $74556.00     | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRINITAS EURO CLO VI DAC                                                     | TRNTE 6A BR                                                                                                                                            | CUSIP: 000000000<br>LEI: 635400LWFWL9KRF4UY56 | Long             | ABS-O            | CORP              | IE        |    7500000 | PA      | $8802225.36   | 0.11%             | 2039-01-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | INR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14069.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND VIII DAC                                              | CORDA 8A A1RR                                                                                                                                          | CUSIP: 000000000<br>LEI: 6354005PH9S8HT3WW464 | Long             | ABS-O            | CORP              | IE        |    6331822 | PA      | $7428109.18   | 0.10%             | 2034-07-15      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT 2025-26 LTD                                              | HLM 2025-26A A1                                                                                                                                        | CUSIP: 44333QAA6<br>LEI: 52990035KBWSOMZIZ589 | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $20052096.00  | 0.26%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES6                                                | RCKT 2025-CES6 A1A                                                                                                                                     | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-O            | CORP              | US        |   11507155 | PA      | $11555491.09  | 0.15%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS LP                                                    | VLO 4.5 03/15/28                                                                                                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119973.50    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-4 LTD                                           | BCC 2022-4A A1R                                                                                                                                        | CUSIP: 05685BAQ9<br>LEI: 254900Z6DRX34BKP6641 | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $15029391.00  | 0.19%             | 2037-10-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- WARRANTS                                             | DIAMOND SPORTS GRP LLC- WARRANTS                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     107119 | NS      | $1.07         | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                           | HPE 4.45 09/25/26                                                                                                                                      | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    8165000 | PA      | $8174509.12   | 0.10%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                       | BX 2024-AIRC A                                                                                                                                         | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7545085 | PA      | $7566090.62   | 0.10%             | 2041-08-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                | PRAA 8.375 02/01/28 144A                                                                                                                               | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $2199916.01   | 0.03%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                    | OXY 7.5 05/01/31                                                                                                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     250000 | PA      | $278359.70    | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS BARCLAYS PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $32424.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | C 3.2 10/21/26                                                                                                                                         | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1687190.55   | 0.02%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                          | NLT 2025-INV1 XS                                                                                                                                       | CUSIP: 62916TAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18385729 | PA      | $459643.23    | 0.01%             | 2070-02-25      | Variable      | 0.90%                 | No            |                  3 | On Loan: No      |
| ADAPTHEALTH LLC                                                              | ADAHEA 4.625 08/01/29 144A                                                                                                                             | CUSIP: 00653VAC5<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1740876.98   | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                             | FHMS K735 X1                                                                                                                                           | CUSIP: 3137FMU83<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    3127994 | PA      | $75.07        | 0.00%             | 2026-05-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                               | CRM 4.9 09/15/31                                                                                                                                       | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   28150000 | PA      | $28068424.81  | 0.36%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AES CORP (THE)                                                               | AES 5.45 06/01/28                                                                                                                                      | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     250000 | PA      | $252436.50    | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ET V7.125 PERP G                                                                                                                                       | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1335767.33   | 0.02%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHMS K069 X1                                                                                                                                           | CUSIP: 3137FBU95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    6075160 | PA      | $24724.69     | 0.00%             | 2027-09-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                                       | MSC 2017-H1 A4                                                                                                                                         | CUSIP: 61691JAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1088346.05   | 0.01%             | 2050-06-17      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                          | ARE 2.75 12/15/29                                                                                                                                      | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     210000 | PA      | $195639.54    | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS HALLIBURTON CO                                                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $10674.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PGIM ETF Trust                                                               | PGIM Corporate Bond 0-5 Year ETF                                                                                                                       | CUSIP: 69344A750<br>LEI: 529900FOCAPT3GN1O867 | Long             | EC               | RF                | US        |    2275000 | NS      | $113829625.00 | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                       | SO 3.25 07/01/26                                                                                                                                       | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     220000 | PA      | $219669.65    | 0.00%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                             | LPLA 6.75 11/17/28                                                                                                                                     | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1790606.18   | 0.02%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                 | CHTR 5.375 06/01/29 144A                                                                                                                               | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1723350.48   | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A                                  | LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A                                                                                                            | CUSIP: 518888102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1440000 | PA      | $179032.12    | 0.00%             | 2043-02-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                          | NLT 2025-INV1 B3                                                                                                                                       | CUSIP: 62916TAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     370000 | PA      | $342559.14    | 0.00%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MS V2.239 07/21/32 GMTN                                                                                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7920000 | PA      | $6969232.16   | 0.09%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ET V6.5 PERP H                                                                                                                                         | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   12515000 | PA      | $12548612.77  | 0.16%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                | GS V6.484 10/24/29                                                                                                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8971889.91   | 0.11%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIONAL AIRPORT LTD                                      | GMRLIN 4.25 10/27/27 144A                                                                                                                              | CUSIP: 36256WAA2<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $197200.00    | 0.00%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS UNITED MEXICAN STATES                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-82038.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                            | SM 8.625 11/01/30 144A                                                                                                                                 | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     850000 | PA      | $899307.60    | 0.01%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VANTAGE ORACLE TX - UNFUNDED                                                 | VANTAGE ORACLE TX - UNFUNDED                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9195225 | PA      | $9195224.73   | 0.12%             | 2030-04-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                          | NLT 2025-INV1 B1                                                                                                                                       | CUSIP: 62916TAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     750000 | PA      | $739467.90    | 0.01%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHTR 5.375 05/01/47                                                                                                                                    | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      85000 | PA      | $68133.76     | 0.00%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                             | FHMS K093 X1                                                                                                                                           | CUSIP: 3137FMCT7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   11979995 | PA      | $286211.67    | 0.00%             | 2029-05-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| KINGS PARK CLO LTD 2021                                                      | KINGP 2021-1A A1R                                                                                                                                      | CUSIP: 496094AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6500000 | PA      | $6503363.75   | 0.08%             | 2039-01-21      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C10                                       | UBSCM 2018-C10 A3                                                                                                                                      | CUSIP: 90276FAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1196106 | PA      | $1183042.70   | 0.02%             | 2051-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NLT 2025-INV1 TRUST                                                          | NLT 2025-INV1 B2                                                                                                                                       | CUSIP: 62916TAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     590000 | PA      | $572547.62    | 0.01%             | 2070-02-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM - UNFUNDED: B                                                  | HPS SLF VI IM - UNFUNDED: B                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5437131 | PA      | $5437131.00   | 0.07%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CLOUDHQ VA B3 - UNFUNDED                                                     | CLOUDHQ VA B3 - UNFUNDED                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1412746 | PA      | $1412746.00   | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                      | CDS SOFTBANK GROUP CORP                                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $4666.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & COMPANY                                                | AJG 4.85 12/15/29                                                                                                                                      | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2845687.59   | 0.04%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| MENLO CLO III LTD                                                            | MENLO 2025-3A A                                                                                                                                        | CUSIP: 58682NAA0<br>LEI: 254900SSGUF4LVDEDB34 | Long             | ABS-CBDO         | CORP              | KY        |   10500000 | PA      | $10525372.20  | 0.13%             | 2038-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                                | RCKT 2024-CES9 A1A                                                                                                                                     | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4275064 | PA      | $4295598.79   | 0.06%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FR SD8196                                                                                                                                              | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     997155 | PA      | $913550.95    | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                           | ACAFP V5.23 01/09/29 144a                                                                                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   12850000 | PA      | $12965064.04  | 0.17%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                            | SM 8.75 07/01/31 144A                                                                                                                                  | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104889.42    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                               | MS V4.431 01/23/30 GMTN                                                                                                                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1144411.91   | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC / JFIN CO-ISSUER CORP                                  | JEFFIN 5 08/15/28                                                                                                                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $718867.72    | 0.01%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY                 | BHRAIN 7 10/12/28 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    2000000 | PA      | $2020020.00   | 0.03%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMA-30YR                                                                                                                                              | CUSIP: 01F052664<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34000000 | PA      | $34131940.40  | 0.44%             | 2056-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | SWOP CDS CDX.NA.IG.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        | -110730000 | OU      | $-57361.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2                          | SAN 2025-NQM2 A1                                                                                                                                       | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6696708 | PA      | $6744001.70   | 0.09%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                                           | CLNXSM 1.75 10/23/30 EMTN                                                                                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    2400000 | PA      | $2604281.09   | 0.03%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                       | POWFIN 6.15 12/06/28 144A                                                                                                                              | CUSIP: 73928QAA6<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $206944.00    | 0.00%             | 2028-12-06      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                | AEP 3.95 06/01/28                                                                                                                                      | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34643.73     | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                    | K 4.3 05/15/28                                                                                                                                         | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   13929000 | PA      | $13938816.55  | 0.18%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                    | JPM V3.509 01/23/29                                                                                                                                    | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     375000 | PA      | $369526.22    | 0.00%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                  | CARGIL 7.41 06/18/27 MTN                                                                                                                               | CUSIP: 141784AM0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1773000 | PA      | $1824663.98   | 0.02%             | 2027-06-18      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                  | AKERBP 4 01/15/31 144A                                                                                                                                 | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    6600000 | PA      | $6333645.12   | 0.08%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WFC V6.125 PERP GG                                                                                                                                     | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   23320000 | PA      | $23392535.73  | 0.30%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                       | CMLTI 2025-RP1 A1                                                                                                                                      | CUSIP: 17332HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17009286 | PA      | $15792943.04  | 0.20%             | 2064-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                              | CDS CDX.NA.IG.38.V1                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1061354.48   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNT COMPANIES INC                                                           | HUNTCO 5.25 04/15/29 144A                                                                                                                              | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |     525000 | PA      | $508857.32    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage-backed Securities Trust 2026-PJ1                                 | GSMBS 2026-CES2 A1A                                                                                                                                    | CUSIP: 362980AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4100000 | PA      | $4089847.99   | 0.05%             | 2056-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                           | MNET 2025-2A A2                                                                                                                                        | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   10700000 | PA      | $10784715.11  | 0.14%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| APTIV PLC/APTIV GLOBAL FINANCING DAC                                         | APTV V6.875 12/15/54                                                                                                                                   | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     440000 | PA      | $449900.00    | 0.01%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL | UNSEAM 4.625 06/01/28 144A                                                                                                                             | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4729104.00   | 0.06%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                               | AMZN 4.25 03/13/31                                                                                                                                     | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    7485000 | PA      | $7409742.85   | 0.09%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HENLEY CLO III DAC                                                           | HNLY 3A AR                                                                                                                                             | CUSIP: 000000000<br>LEI: 635400GBWJ33C3GSJK66 | Long             | ABS-O            | CORP              | IE        |    3250000 | PA      | $3810631.29   | 0.05%             | 2035-12-25      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                     | ACI 5.625 03/31/32 144A                                                                                                                                | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $4124050.49   | 0.05%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 4.875 08/15/45                                                                                                                                       | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     565000 | PA      | $558202.34    | 0.01%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GREENSKY HME IMP ISSUER 2024-1                                               | GSKY 2024-1 A4                                                                                                                                         | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     596003 | PA      | $603831.49    | 0.01%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                      | FWD: TNOTE 3.375 29-FEB-28 - 91282CQB0 - underlier                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |  590300000 | NC      | $-3694723.12  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                   | INR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $17224.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QXO INC                                                                      | QXO INC                                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3580000.00   | 0.05%             | 2079-12-31      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                    | STLA 5.75 03/18/30 144A                                                                                                                                | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1182601.80   | 0.02%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                   | FIS 1.65 03/01/28 **                                                                                                                                   | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     335000 | PA      | $317816.22    | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FR SD8239                                                                                                                                              | CUSIP: 3132DWEL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2852301 | PA      | $2824944.17   | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                 | CHTR 5.125 05/01/27 144A                                                                                                                               | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2347000 | PA      | $2346808.29   | 0.03%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                       | CMLTI 2025-RP1 M2                                                                                                                                      | CUSIP: 17332HAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     439318 | PA      | $297356.21    | 0.00%             | 2064-01-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYNMTR 4.55 09/26/29 144A                                                                                                                              | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4180000 | PA      | $4163674.48   | 0.05%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                | PFG 4.111 02/15/28 144a                                                                                                                                | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     335000 | PA      | $332143.37    | 0.00%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | C V2.561 05/01/32                                                                                                                                      | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2685000 | PA      | $2412240.62   | 0.03%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                    | JPM V3.782 02/01/28                                                                                                                                    | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4480416.57   | 0.06%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                     | CNH/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $80523.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                         | TPH 5.7 06/15/28                                                                                                                                       | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $161091.49    | 0.00%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                          | OMERFT 5.5 11/15/33 144A                                                                                                                               | CUSIP: 682142AK0<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | CORP              | CA        |    7850000 | PA      | $8310495.92   | 0.11%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B3 QUICK - UNFUNDED                                               | CLOUDHQ VA B3 QUICK - UNFUNDED                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1174127 | PA      | $1174126.90   | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                     | LII 1.7 08/01/27                                                                                                                                       | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29029.69     | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| TALKTALK TELECOM GROUP LTD                                                   | TALKLN 11.75 03/01/28 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 213800WF53FVDRRHRF44 | Long             | DBT              | CORP              | GB        |    1308407 | PA      | $1.78         | 0.00%             | 2028-03-01      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                         | CHTR 6.484 10/23/45                                                                                                                                    | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      95000 | PA      | $87466.06     | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                  | LEN 5 06/15/27                                                                                                                                         | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40133.44     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                | CRWV 9.75 10/01/31 144A                                                                                                                                | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     705000 | PA      | $709367.85    | 0.01%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GREENSKY HME IMP ISSUER 2024-1                                               | GSKY 2024-1 A3                                                                                                                                         | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $507641.20    | 0.01%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMA-30YR                                                                                                                                              | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $2511608.52   | 0.03%             | 2056-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS GOVERNMENT OF MALAYSIA                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-57116.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Onemain Direct Auto Receivables Trust 2017-1                                 | ODART 2025-1A A                                                                                                                                        | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9700000 | PA      | $9930604.89   | 0.13%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUN 4.5 05/15/29                                                                                                                                       | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1399010.51   | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                       | CMLTI 2025-RP1 B1                                                                                                                                      | CUSIP: 17332HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     329523 | PA      | $209627.18    | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYNMTR 3.5 11/02/26 144A                                                                                                                               | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104475.15    | 0.00%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRGYFN 9.75 10/15/30 144A                                                                                                                              | CUSIP: 45344LAJ2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $7850170.36   | 0.10%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                    | OKE 5.375 06/01/29                                                                                                                                     | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6530000 | PA      | $6657291.68   | 0.09%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SONA FIOS CLO V DAC                                                          | FIOS 5A A                                                                                                                                              | CUSIP: 000000000<br>LEI: 635400XTLUEP5OTL4N08 | Long             | ABS-O            | CORP              | IE        |    9000000 | PA      | $10568131.43  | 0.14%             | 2038-08-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                        | WLSC 6.625 06/15/29 144A                                                                                                                               | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1744591.81   | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                       | MSI 4.6 02/23/28                                                                                                                                       | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     140000 | PA      | $140439.83    | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| NLT 2025-INV1 TRUST                                                          | NLT 2025-INV1 AIOS                                                                                                                                     | CUSIP: 62916TAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18385729 | PA      | $107821.27    | 0.00%             | 2070-02-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                   | USD/MXN FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-111445.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                                              | YRICN 4.625 12/15/27                                                                                                                                   | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2992163.40   | 0.04%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2025-I1                                                            | CIM 2025-I1 A1                                                                                                                                         | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5347610 | PA      | $5384346.97   | 0.07%             | 2069-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-9                                            | VERUS 2025-9 A1                                                                                                                                        | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-O            | CORP              | US        |    4455804 | PA      | $4445083.26   | 0.06%             | 2070-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHR 4146 KI                                                                                                                                            | CUSIP: 3137AXFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1249673 | PA      | $83360.80     | 0.00%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL              | BRAZIL 6.25 05/22/36                                                                                                                                   | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   11540000 | PA      | $11493840.00  | 0.15%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                 | CUBE 3.125 09/01/26                                                                                                                                    | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79574.69     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                       | BCULC 3.875 01/15/28 144A                                                                                                                              | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1275000 | PA      | $1249500.00   | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| IDEX CORP                                                                    | IEX 4.95 09/01/29                                                                                                                                      | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    7190000 | PA      | $7260757.53   | 0.09%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital XV Ltd.                                                   | WOODS 2017-15A A1R3                                                                                                                                    | CUSIP: 66860GBJ2<br>LEI: 549300YIKFTAGHX8G333 | Long             | ABS-CBDO         | CORP              | US        |   18500000 | PA      | $18542424.20  | 0.24%             | 2038-03-22      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                  | PNC 4.05 07/26/28 BKNT                                                                                                                                 | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     350000 | PA      | $347198.16    | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS REPUBLIC OF PHILIPPINES                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-37430.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNR 2016-20 DI                                                                                                                                         | CUSIP: 3136ARXC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1023752 | PA      | $53862.76     | 0.00%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B3 QUICK                                                          | CLOUDHQ VA B3 QUICK                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1839223 | PA      | $1839223.10   | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                     | ACI 5.5 03/31/31 144A                                                                                                                                  | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     525000 | PA      | $522379.88    | 0.01%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                 | QHEL 8.5 12/01/29 +HH                                                                                                                                  | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | MUN               | CA        |    1158000 | PA      | $1304828.96   | 0.02%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM5                     | MSRM 2025-NQM5 A1                                                                                                                                      | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5894453 | PA      | $5915074.91   | 0.08%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                              | CNR 8.75 08/01/28 144A                                                                                                                                 | CUSIP: 13323NAA0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $1794020.30   | 0.02%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 MORTGAGE TRUST                                                | COMM 2017-COR2 A2                                                                                                                                      | CUSIP: 12595EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9977745 | PA      | $9899774.98   | 0.13%             | 2050-09-12      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGN 2.2 02/21/27                                                                                                                                      | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29536.59     | 0.00%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.875 07/31/30                                                                                                                                       | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1633000 | PA      | $1625600.47   | 0.02%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                             | LPLA 4.625 11/15/27 144A                                                                                                                               | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109489.21    | 0.00%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                             | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $21055.07     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.625 12/31/30                                                                                                                                       | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     920000 | PA      | $904978.13    | 0.01%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                       | CMLTI 2025-RP1 A2                                                                                                                                      | CUSIP: 17332HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     823808 | PA      | $616387.73    | 0.01%             | 2064-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR CLO VI DAC                                                      | CFOUR 6A AR                                                                                                                                            | CUSIP: 000000000<br>LEI: 549300QO4S9JIYQOSV53 | Long             | ABS-O            | CORP              | IE        |   25500000 | PA      | $29893298.58  | 0.38%             | 2038-01-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | OMF 3.5 01/15/27                                                                                                                                       | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     745000 | PA      | $734759.24    | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2019-C5                                                 | BBCMS 2019-C5 A3                                                                                                                                       | CUSIP: 05492JAV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5683837 | PA      | $5414632.67   | 0.07%             | 2052-11-18      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-V2 MORTGAGE TRUST                                             | BMARK 2023-V2 A3                                                                                                                                       | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15500000 | PA      | $15812898.50  | 0.20%             | 2055-05-17      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                 | UAL 4.875 03/01/29                                                                                                                                     | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3718161.38   | 0.05%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD                                                         | DIGICEL INTL FIN LTD                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      16694 | NS      | $215743.24    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                   | VMED 4 01/31/29 REGS                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1430000 | PA      | $1836193.40   | 0.02%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-C21                                                | BBCMS 2023-C21 A2                                                                                                                                      | CUSIP: 05553WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6150278 | PA      | $6315506.78   | 0.08%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | USD/PHP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-81578.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                           | VICI 4.25 12/01/26 144A                                                                                                                                | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     600000 | PA      | $598608.03    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                       | CMLTI 2025-RP1 M1                                                                                                                                      | CUSIP: 17332HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     703006 | PA      | $498036.94    | 0.01%             | 2064-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                 | QHEL 8.25 01/15/27 MBIA                                                                                                                                | CUSIP: 448814FH1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | MUN               | CA        |     395000 | PA      | $405462.09    | 0.01%             | 2027-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | OMF 3.875 09/15/28                                                                                                                                     | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     800000 | PA      | $773332.56    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                     | ACI 6.5 02/15/28 144A                                                                                                                                  | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1770697.81   | 0.02%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                           | MUFG V2.309 07/20/32                                                                                                                                   | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6285000 | PA      | $5548057.98   | 0.07%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                       | YARNO 3.8 06/06/26 144A                                                                                                                                | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     335000 | PA      | $334534.35    | 0.00%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Connect Holdings 2 LLC                                                       | CONNECT HOLDING II LLC                                                                                                                                 | CUSIP: 20752KAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2600000 | PA      | $2471411.80   | 0.03%             | 2031-04-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SA                                                                 | SNFF 3.375 03/15/30 144A                                                                                                                               | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    2225000 | PA      | $2072960.19   | 0.03%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C36                                               | BBCMS 2025-5C36 A3                                                                                                                                     | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6500000 | PA      | $6691272.25   | 0.09%             | 2058-08-16      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $4954.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                              | DOMREP 5.5 02/22/29 144A                                                                                                                               | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3513000 | PA      | $3516161.70   | 0.05%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMA 6.625 11/15/30                                                                                                                                    | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     605000 | PA      | $669120.37    | 0.01%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-DNA6                                      | STACR 2020-DNA6 B1                                                                                                                                     | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-O            | USGSE             | US        |     100000 | PA      | $106308.56    | 0.00%             | 2050-12-27      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                    | JPM V2.069 06/01/29                                                                                                                                    | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6015000 | PA      | $5730191.34   | 0.07%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                       | CMLTI 2025-RP1 B3                                                                                                                                      | CUSIP: 17332HAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     263619 | PA      | $132697.50    | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| EG Finco Limited                                                             | EG FINCO LTD                                                                                                                                           | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |    7100000 | PA      | $8321665.56   | 0.11%             | 2031-02-10      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                       | ESKOM 6.35 08/10/28 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    5213000 | PA      | $5289552.91   | 0.07%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                           | VICI 4.625 12/01/29 144A                                                                                                                               | CUSIP: 92564RAB1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     485000 | PA      | $476623.63    | 0.01%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES1                                                | RCKT 2024-CES1 A1A                                                                                                                                     | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     840629 | PA      | $844311.43    | 0.01%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.375 11/30/27                                                                                                                                       | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  498010000 | PA      | $494177657.42 | 6.33%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                  | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -76480000 | OU      | $-553004.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| QXO INC                                                                      | QXO Inc                                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7150000 | PA      | $7955265.25   | 0.10%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES                                | JFM 1.375 02/10/31 REGS                                                                                                                                | CUSIP: 000000000<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |   10000000 | PA      | $8729073.00   | 0.11%             | 2031-02-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 4.75 05/15/55                                                                                                                                        | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     345000 | PA      | $331685.16    | 0.00%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COLT 2025-7 MORTGAGE LOAN TRUST                                              | COLT 2025-7 A1                                                                                                                                         | CUSIP: 19689CAA9<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-O            | CORP              | US        |    8568577 | PA      | $8608577.52   | 0.11%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-V3 MORTGAGE TRUST                                             | BMARK 2023-V3 A3                                                                                                                                       | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15000000 | PA      | $15480156.00  | 0.20%             | 2056-07-17      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| MONUMENT CLO 1 DAC                                                           | MNMNT 1A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 254900PSVC5Y0GWN0R36 | Long             | ABS-O            | CORP              | IE        |   35000000 | PA      | $41159022.33  | 0.53%             | 2037-05-15      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA4564                                                                                                                                              | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3942621 | PA      | $3460431.72   | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVOCA CLO XI DAC                                                             | AVOCA 11A ARRR                                                                                                                                         | CUSIP: 000000000<br>LEI: 635400ZMWQZGBPHKHU66 | Long             | ABS-O            | CORP              | IE        |   25000000 | PA      | $29333445.23  | 0.38%             | 2038-10-15      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                       | CMLTI 2025-RP1 B4                                                                                                                                      | CUSIP: 17332HAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     245101 | PA      | $100922.12    | 0.00%             | 2064-01-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                             | Bayview Opportunity Master Fund VII Trust 2024-CAR1F                                                                                                   | CUSIP: 07336MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     518785 | PA      | $519848.44    | 0.01%             | 2032-07-29      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                                       | CDS HSBC BANK PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $48144.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                               | NRG 5.25 06/15/29 144A                                                                                                                                 | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     625000 | PA      | $622619.94    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLF 4.625 03/01/29 144A                                                                                                                                | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2313865.55   | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                     | LIND 7 09/15/30 144A                                                                                                                                   | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     600000 | PA      | $616377.16    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                | CRWV 9 02/01/31 144A                                                                                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2484914.36   | 0.03%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINANCIAL COMPANY INC                                         | GM 3.85 01/05/28                                                                                                                                       | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34680.84     | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| KBC GROUP SA/NV                                                              | KBCBB V4.932 10/16/30 144A                                                                                                                             | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    5005000 | PA      | $5033943.92   | 0.06%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | T 2.55 12/01/33                                                                                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      44000 | PA      | $37163.61     | 0.00%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                                             | ACCO 4.25 03/15/29 144A                                                                                                                                | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3506201.50   | 0.04%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHR 4574 AI                                                                                                                                            | CUSIP: 3137BNQ23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     722726 | PA      | $35507.58     | 0.00%             | 2031-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CDR Firefly Bidco Plc                                                        | CD&R FIREFLY BIDCO PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |    2850000 | PA      | $3879456.07   | 0.05%             | 2029-04-29      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS REPUBLIC OF ROMANIA                                                                                                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2374.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                      | CDS ALPHABET INC                                                                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $187727.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                       | VENLNG 8.125 06/01/28 144A                                                                                                                             | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1048495.48   | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-FIX1                                          | TPMT 2025-FIX1 A1                                                                                                                                      | CUSIP: 89183MAA1<br>LEI: 2549009GWN99QN2XSG71 | Long             | ABS-O            | CORP              | US        |    8692879 | PA      | $8618863.46   | 0.11%             | 2065-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2020-2                                                | LFT 2020-2A A                                                                                                                                          | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     293286 | PA      | $290543.06    | 0.00%             | 2031-04-21      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| CONTEGO CLO V DAC                                                            | CONTE 5A AR                                                                                                                                            | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-O            | CORP              | IE        |   15200000 | PA      | $17822660.94  | 0.23%             | 2037-10-15      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                         | GTLS 7.5 01/01/30 144A                                                                                                                                 | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     400000 | PA      | $415337.19    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                          | AMT 3.65 03/15/27                                                                                                                                      | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     335000 | PA      | $333122.50    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5                           | JPMDB 2017-C5 A4                                                                                                                                       | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2393401 | PA      | $2377714.96   | 0.03%             | 2050-03-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BAC V3.593 07/21/28 GMTN                                                                                                                               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     530000 | PA      | $524638.80    | 0.01%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                               | NRG 5.75 01/15/28                                                                                                                                      | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4358380.19   | 0.06%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHMS K101 X1                                                                                                                                           | CUSIP: 3137FQ4B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   18323623 | PA      | $453060.75    | 0.01%             | 2029-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF SERBIA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $1832.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP1                                       | CMLTI 2025-RP1 B2                                                                                                                                      | CUSIP: 17332HAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     208721 | PA      | $119859.24    | 0.00%             | 2064-01-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.5 11/30/30                                                                                                                                         | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17650000 | PA      | $17277695.31  | 0.22%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D                                  | LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D                                                                                                            | CUSIP: 51889BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     533842 | PA      | $512968.18    | 0.01%             | 2043-11-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                           | VICI 3.75 02/15/27 144A                                                                                                                                | CUSIP: 92564RAD7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94421.34     | 0.00%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                        | EGBLFN 11 11/30/28 144a                                                                                                                                | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $617257.74    | 0.01%             | 2028-11-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                    | MGM 6.125 09/15/29                                                                                                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    6205000 | PA      | $6290662.02   | 0.08%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                              | SANUK V1.673 06/14/27                                                                                                                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     335000 | PA      | $333753.53    | 0.00%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                     | MSRM 2025-DSC2 A1                                                                                                                                      | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9633282 | PA      | $9665600.63   | 0.12%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI GP - UNFUNDED: A2                                                 | HPS SLF VI GP - UNFUNDED: A2                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1499058 | PA      | $1499058.00   | 0.02%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| NASSAU EURO CLO IV DAC                                                       | NGCE 4A A1R                                                                                                                                            | CUSIP: 000000000<br>LEI: 2549009H5IFGWCGJGZ84 | Long             | ABS-O            | CORP              | IE        |   25000000 | PA      | $29296621.96  | 0.38%             | 2038-07-20      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS ARAB REPUBLIC OF EGYPT                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $181639.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 10 DAC                                                     | TCLO 10A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 6354001HJSVF7BJWDP89 | Long             | ABS-O            | CORP              | IE        |   27500000 | PA      | $32175127.69  | 0.41%             | 2038-04-15      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                  | LEN 5.25 06/01/26                                                                                                                                      | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $3143233.81   | 0.04%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                | JEF 5.125 04/28/31                                                                                                                                     | CUSIP: 47233WMK2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   19240000 | PA      | $18985777.28  | 0.24%             | 2031-04-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | CCL 5.125 05/01/29 144A                                                                                                                                | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    3760000 | PA      | $3738279.61   | 0.05%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                              | MCD 3.5 03/01/27 MTN                                                                                                                                   | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24887.62     | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                 | PEMEX 6.625 06/15/38                                                                                                                                   | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      74000 | PA      | $68857.00     | 0.00%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                         | ENTERP 4.6 05/01/28 144A                                                                                                                               | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     335000 | PA      | $336686.03    | 0.00%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                         | TPH 5.25 06/01/27                                                                                                                                      | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4895000 | PA      | $4885280.14   | 0.06%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 MORTGAGE TRUST                                                   | BMO 2023-C5 A2                                                                                                                                         | CUSIP: 055988AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10307252 | PA      | $10495603.33  | 0.13%             | 2056-06-16      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                      | STACR 2021-DNA6 M2                                                                                                                                     | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-O            | USGSE             | US        |     146224 | PA      | $146540.54    | 0.00%             | 2041-10-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                          | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1408554.94   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RAVENSDALE PARK CLO DAC                                                      | RAVPK 1A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 635400MNQH1BW5SAW895 | Long             | ABS-O            | CORP              | IE        |   16500000 | PA      | $19299423.90  | 0.25%             | 2038-04-25      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                            | CPPIBC 2.75 11/02/27 144A                                                                                                                              | CUSIP: 22411VAD0<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $245446.35    | 0.00%             | 2027-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                         | OMF 6.625 05/15/29                                                                                                                                     | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3130387.14   | 0.04%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                                 | MPW 5 10/15/27                                                                                                                                         | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1145537.97   | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIVERSITY HEALTH INC                                                | INUHLT 3.97 11/01/48                                                                                                                                   | CUSIP: 455170AA8<br>LEI: 5493005H76YOO81B8D75 | Long             | DBT              | CORP              | US        |     800000 | PA      | $627531.44    | 0.01%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNMA-30YR                                                                                                                                              | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2041665.06   | 0.03%             | 2056-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BHCCN 5.25 02/15/31 144A                                                                                                                               | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $14849.25     | 0.00%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                       | CMLTI 2024-RP2 B4                                                                                                                                      | CUSIP: 173106AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     447053 | PA      | $47288.30     | 0.00%             | 2063-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                 | ENTG 4.75 04/15/29 144A                                                                                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    1832000 | PA      | $1819948.03   | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                       | WCC 5.25 04/15/31 144A                                                                                                                                 | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1085251.28   | 0.01%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                                                   | USD/PHP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-156800.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                    | AMGN 5.15 03/02/28                                                                                                                                     | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     335000 | PA      | $339622.03    | 0.00%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                 | AVGO 5.05 07/12/29                                                                                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   13793000 | PA      | $14058016.63  | 0.18%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | LLOYDS 3.75 01/11/27                                                                                                                                   | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $797782.40    | 0.01%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES3                                                | RCKT 2025-CES3 A1A                                                                                                                                     | CUSIP: 749420AA3<br>LEI: 254900HS4CN69R7ARQ97 | Long             | ABS-O            | CORP              | US        |    6973314 | PA      | $7009436.79   | 0.09%             | 2055-03-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                               | PCG 5 06/04/28                                                                                                                                         | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   15520000 | PA      | $15654161.75  | 0.20%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 4.25 08/15/35                                                                                                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5575000 | PA      | $5526654.30   | 0.07%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ET 5.25 07/01/29                                                                                                                                       | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5535000 | PA      | $5651577.70   | 0.07%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEST TRUST 2025-ROSE                                                         | WEST 2025-ROSE A                                                                                                                                       | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8080000 | PA      | $8125664.93   | 0.10%             | 2035-04-12      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                    | TRPCN 4.25 05/15/28                                                                                                                                    | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      50000 | PA      | $49776.49     | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LINCT 2024-1 A1X                                                             | LINCT 2024-1 A1X                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9000000.00   | 0.12%             | 2027-06-27      | Floating      | 2.75%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS ALTICE FRANCE SA                                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $17627.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                                             | NEW GENERATION GAS GATHERING LLC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     810810 | PA      | $798647.85    | 0.01%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| US FOODS INC                                                                 | USFOOD 4.75 02/15/29 144A                                                                                                                              | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5926785.78   | 0.08%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| WESCO DISTRIBUTION INC                                                       | WCC 6.625 03/15/32 144A                                                                                                                                | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     540000 | PA      | $559027.26    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC24                              | WFCM 2016-LC24 A3                                                                                                                                      | CUSIP: 95000HBE1<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-O            | CORP              | US        |     432503 | PA      | $431225.28    | 0.01%             | 2049-10-18      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                               | SNX 1.75 08/09/26                                                                                                                                      | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29768.84     | 0.00%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                 | NCLH 7.75 02/15/29 144A                                                                                                                                | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    1750000 | PA      | $1826247.50   | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                       | CMLTI 2024-RP2 B3                                                                                                                                      | CUSIP: 173106AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     246820 | PA      | $40150.36     | 0.00%             | 2063-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TPC Group Inc                                                                | TPC Group Term Loan B 575 2031-11-11                                                                                                                   | CUSIP: 87266EAG0<br>LEI: 549300K276KVW5JD1583 | Long             | LON              | CORP              | US        |    3291750 | PA      | $3133054.73   | 0.04%             | 2031-11-24      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                    | MEXCAT 4.25 10/31/26 REGS                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    3509000 | PA      | $3501560.92   | 0.04%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                                   | DLLTD 0 12/31/30 3B14                                                                                                                                  | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     236373 | PA      | $0.24         | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF GREECE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $50287.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONUMENT CLO 3 DAC                                                           | MNMNT 3A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 254900274MJH69SRXW98 | Long             | ABS-O            | CORP              | IE        |   22000000 | PA      | $25866156.85  | 0.33%             | 2038-04-15      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES5                                                | RCKT 2024-CES5 A1A                                                                                                                                     | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1138339 | PA      | $1144222.60   | 0.01%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                           | PRPM 2025-RPL1 A1                                                                                                                                      | CUSIP: 74390WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6046318 | PA      | $5915557.12   | 0.08%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA4414                                                                                                                                              | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2056402 | PA      | $1735119.98   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                              | BANK 2018-BN10 A4                                                                                                                                      | CUSIP: 065404BA2<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-O            | CORP              | US        |    4532437 | PA      | $4463807.17   | 0.06%             | 2061-02-17      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-AHP                                        | BX 2022-AHP E                                                                                                                                          | CUSIP: 05610FAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3650329 | PA      | $3636639.87   | 0.05%             | 2039-01-18      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C7 MORTGAGE TRUST                                                 | CFCRE 2016-C7 A2                                                                                                                                       | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1583583 | PA      | $1574486.30   | 0.02%             | 2054-12-11      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                      | MPLX 5.2 03/01/47                                                                                                                                      | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17636.15     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                                   | AESOP 2023-4A A                                                                                                                                        | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   16800000 | PA      | $17100725.04  | 0.22%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC                                             | MSAC 2003-HE3 A3                                                                                                                                       | CUSIP: 61746REG2<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |    1002418 | PA      | $1005137.71   | 0.01%             | 2033-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |  -13869000 | OU      | $-126489.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CR FUND                                                   | BLACKSTONE PRIVATE CR FUND                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2914765.43   | 0.04%             | 2027-05-03      | Fixed         | 5.61%                 | No            |                  3 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                       | WCC 6.375 03/15/29 144A                                                                                                                                | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     730000 | PA      | $745314.15    | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                       | CMLTI 2024-RP2 SA                                                                                                                                      | CUSIP: 173106AK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12274 | PA      | $11223.90     | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                           | VLO 2.15 09/15/27                                                                                                                                      | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1377834.94   | 0.02%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                       | CMLTI 2024-RP2 X                                                                                                                                       | CUSIP: 173106AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12715514 | PA      | $1271.55      | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BHCCN 4.875 06/01/28 144A                                                                                                                              | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    1404000 | PA      | $1314495.00   | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| COMM 2016-COR1 MORTGAGE TRUST                                                | COMM 2016-COR1 A3                                                                                                                                      | CUSIP: 12594MBB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     541812 | PA      | $539998.61    | 0.01%             | 2049-10-13      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TFS_18-3                                                                     | TFS_18-3                                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | N/A       |          1 | PA      | $1.17         | 0.00%             | 2040-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.625 08/31/27                                                                                                                                       | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  138670000 | PA      | $138252906.64 | 1.77%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B2 - UNFUNDED                                                     | CLOUDHQ VA B2 - UNFUNDED                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1270975 | PA      | $1270975.00   | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS PETROLEOS MEXICANOS                                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $862.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. INTERNATIONAL DEVELOPMENT FINANCE CORP                                  | DFC 3.25 10/15/30                                                                                                                                      | CUSIP: 6903534Z7<br>LEI: 254900QI8QTIK0FY6E92 | Long             | ABS-O            | USGA              | US        |    2500000 | PA      | $2434777.54   | 0.03%             | 2030-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                       | WCC 7.25 06/15/28 144A                                                                                                                                 | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2432516.50   | 0.03%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CROWN CITY CLO II                                                            | CCITY 2020-2A A1AR                                                                                                                                     | CUSIP: 22823KAQ7<br>LEI: 549300TQXORNUWLBOD84 | Long             | ABS-CBDO         | CORP              | KY        |    8750000 | PA      | $8762551.88   | 0.11%             | 2035-04-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                         | SFD 4.25 02/01/27 144A                                                                                                                                 | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2796921.38   | 0.04%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                      | MPC 3.8 04/01/28                                                                                                                                       | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74119.98     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                                   | PENSKE 4.4 07/01/27 144A                                                                                                                               | CUSIP: 709599BN3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    8295000 | PA      | $8279407.32   | 0.11%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS GATHERING LLC                                             | NEW GENERATION GAS GATHERING LLC                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     202702 | PA      | $199661.47    | 0.00%             | 2029-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                | GS V3.814 04/23/29                                                                                                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     275000 | PA      | $271077.19    | 0.00%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C14                                       | UBSCM 2018-C14 A3                                                                                                                                      | CUSIP: 90278KAZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2024541 | PA      | $2010842.91   | 0.03%             | 2051-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA5553                                                                                                                                              | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10537659 | PA      | $10596492.81  | 0.14%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                   | THB/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $47185.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                            | STATE STREET CORP DEPOSITARY SHARES, EACH REPRESENTING A 1/4,000TH OWNERSHIP INTEREST IN A SHARE OF FIXED-TO-FLOATING RATE NON-CUMULATIVE PERPETUAL PR | CUSIP: 857477855<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |       5000 | NS      | $111300.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM3                                | GSMBS 2025-NQM3 A1                                                                                                                                     | CUSIP: 36274TAA7<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-O            | CORP              | US        |    6570911 | PA      | $6573171.00   | 0.08%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | T 4.5 05/15/35                                                                                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      70000 | PA      | $66203.93     | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                           | BATSLN 5.35 08/15/32                                                                                                                                   | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $6089321.58   | 0.08%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                       | BX 2026-ALOHA D                                                                                                                                        | CUSIP: 12434HAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $11006893.70  | 0.14%             | 2043-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                 | JELD 4.875 12/15/27 144A                                                                                                                               | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    2239000 | PA      | $1666917.21   | 0.02%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO              | COLOM 5.375 01/21/29                                                                                                                                   | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    4395000 | PA      | $4369289.25   | 0.06%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                               | BNP V5.176 01/09/30 144A                                                                                                                               | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5230000 | PA      | $5303194.37   | 0.07%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST                                                      | PNMSR 2024-FT1 A                                                                                                                                       | CUSIP: 693968AA7<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6011241.60   | 0.08%             | 2027-12-27      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | C V2.666 01/29/31                                                                                                                                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1315887.83   | 0.02%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF FRANCE                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-1029.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF ITALY                                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $25131.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                     | VMC 4.95 12/01/29                                                                                                                                      | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    7580000 | PA      | $7701093.70   | 0.10%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                           | BX 2025-ARIA A                                                                                                                                         | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14350000 | PA      | $14446706.09  | 0.19%             | 2042-12-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                     | ISRELE 7.75 12/15/27 REGS                                                                                                                              | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    2000000 | PA      | $2080980.00   | 0.03%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC                                               | GDDY 3.5 03/01/29 144A                                                                                                                                 | CUSIP: 38016LAC9<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2899003.07   | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                 | ATDBCN 3.55 07/26/27 144A                                                                                                                              | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    2930000 | PA      | $2899138.02   | 0.04%             | 2027-07-26      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2019-2                            | PAIA 2019-2A A1RR                                                                                                                                      | CUSIP: 70018AAU4<br>LEI: 529900T8KGS8BIJDM810 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9999076.00   | 0.13%             | 2034-10-16      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                               | PK 7 02/01/30 144A                                                                                                                                     | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     845000 | PA      | $863379.88    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                           | PRPM 2025-RPL1 M1A                                                                                                                                     | CUSIP: 74390WAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     729000 | PA      | $698069.11    | 0.01%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                          | VICI 5.75 02/01/27 144A                                                                                                                                | CUSIP: 92564RAJ4<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   13940000 | PA      | $14008569.22  | 0.18%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                                    | ASSDLN 8 07/01/31 REGS                                                                                                                                 | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    4374000 | PA      | $4894604.24   | 0.06%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                                                   | CNH/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14167.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GRP LLC- CS                                                   | DIAMOND SPORTS GRP LLC- CS                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      57273 | NS      | $11798.24     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                       | CMLTI 2024-RP2 M2                                                                                                                                      | CUSIP: 173106AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     456306 | PA      | $352168.03    | 0.00%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                   | FIS 4.45 03/10/28                                                                                                                                      | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   22630000 | PA      | $22566396.27  | 0.29%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                    | CZR 4.625 10/15/29 144A                                                                                                                                | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   12490000 | PA      | $12053542.40  | 0.15%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Radiate Holdco LLC                                                           | RADIATE HOLDCO LLC                                                                                                                                     | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |   17515580 | PA      | $15936725.86  | 0.20%             | 2029-09-25      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH 5.125 06/01/29                                                                                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $666676.33    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                    | JPM V5.581 04/22/30                                                                                                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5985000 | PA      | $6155138.56   | 0.08%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.5 01/15/29                                                                                                                                         | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     410000 | PA      | $405739.84    | 0.01%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                      | MPLX 4.125 03/01/27                                                                                                                                    | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19974.40     | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                           | CIFR 7.125 11/15/30 144A                                                                                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2198000 | PA      | $2279362.31   | 0.03%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| UBS Securities LLC                                                           | USD/GBP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-111236.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAGNETITE XLII LTD                                                           | MAGNE 2024-42A A1                                                                                                                                      | CUSIP: 55955XAA4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |   27000000 | PA      | $27069376.50  | 0.35%             | 2038-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| VENTURE 28A CLO LTD                                                          | VENTR 2017-28AA A1RR                                                                                                                                   | CUSIP: 92331DBJ6<br>LEI: 549300NQLVRN86RJ6081 | Long             | ABS-CBDO         | CORP              | KY        |   25000000 | PA      | $25004575.00  | 0.32%             | 2034-10-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MS V1.794 02/13/32 MTN                                                                                                                                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $2867045.51   | 0.04%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2004-18                       | SARM 2004-18 3A1                                                                                                                                       | CUSIP: 863579FU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60263 | PA      | $56534.20     | 0.00%             | 2034-12-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2024-RTL4                                               | LHOME 2024-RTL4 A1                                                                                                                                     | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4750000 | PA      | $4761810.40   | 0.06%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                               | PK 4.875 05/15/29 144A                                                                                                                                 | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $3912734.40   | 0.05%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES LTD                                                      | BMCAUS 4.75 01/15/28 144A                                                                                                                              | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    2000000 | PA      | $1988408.54   | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TIKEHAU US CLO IV LTD                                                        | TKO 2023-1A A1R                                                                                                                                        | CUSIP: 88675CAN2<br>LEI: 254900RN10DV5689GE29 | Long             | ABS-CBDO         | CORP              | BM        |   21500000 | PA      | $21545193.00  | 0.28%             | 2038-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.625 08/31/29                                                                                                                                       | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     265000 | PA      | $262370.70    | 0.00%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | GNR 2017-45 QA                                                                                                                                         | CUSIP: 38376UBD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     604311 | PA      | $598095.12    | 0.01%             | 2042-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                     | CLP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7611.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ET 5.3 04/15/47                                                                                                                                        | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     110000 | PA      | $97014.62     | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                         | GM 5.05 04/04/28                                                                                                                                       | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    7036000 | PA      | $7098216.71   | 0.09%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                           | PRPM 2025-RPL1 M1B                                                                                                                                     | CUSIP: 74390WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     257000 | PA      | $244462.33    | 0.00%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2021-L7                                       | MSC 2021-L7 A4                                                                                                                                         | CUSIP: 61772TBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $9779497.20   | 0.13%             | 2054-10-19      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                              | XEL 4 06/15/28                                                                                                                                         | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59552.19     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                           | BX 2025-ROIC A                                                                                                                                         | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9760157 | PA      | $9747947.60   | 0.12%             | 2030-03-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                       | CMLTI 2024-RP2 M1                                                                                                                                      | CUSIP: 173106AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     598414 | PA      | $500558.29    | 0.01%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| MICHIGAN STATE BOARD OF TRUSTEES UNIVERSITY (MI)                             | MI MISHGR 4.17 08/15/2122                                                                                                                              | CUSIP: 594712WY3<br>LEI: 5493000C7JLSR3TV6F07 | Long             | DBT              | MUN               | US        |    3520000 | PA      | $2478132.15   | 0.03%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.375 12/31/27                                                                                                                                       | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  137465000 | PA      | $136342727.15 | 1.75%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                | SATS 10.75 11/30/29 .                                                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   15450000 | PA      | $16756069.94  | 0.21%             | 2029-11-30      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                  | CDS BARCLAYS PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $18156.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C43                               | WFCM 2018-C43 XB                                                                                                                                       | CUSIP: 95001LAW2<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-O            | CORP              | US        |   51500000 | PA      | $315751.65    | 0.00%             | 2051-03-17      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                                       | BCULC 5.625 09/15/29 144A                                                                                                                              | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     610000 | PA      | $614471.30    | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                  | CRGYFN 7.875 04/15/32 144A                                                                                                                             | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2501951.24   | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                           | SANTAN V5.552 03/14/28                                                                                                                                 | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   13600000 | PA      | $13710253.84  | 0.18%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MS V1.928 04/28/32 MTN                                                                                                                                 | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3905000 | PA      | $3397216.92   | 0.04%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                  | HNDA 4.9 04/10/31 A                                                                                                                                    | CUSIP: 02665WGX3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2630000 | PA      | $2625880.56   | 0.03%             | 2031-04-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS SLF VI IM: B                                                             | HPS SLF VI IM: B                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1884155 | PA      | $1884155.00   | 0.02%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                         | CLF 6.875 11/01/29 144A                                                                                                                                | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1925403.47   | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 QUICK                                                          | CLOUDHQ VA B1 QUICK                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4462307 | PA      | $4462307.08   | 0.06%             | 2030-01-29      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BX TRUST 2021-LGCY                                                           | BX 2021-LGCY F                                                                                                                                         | CUSIP: 12434DAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $10996562.50  | 0.14%             | 2036-10-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                            | Euro(FGBL) Bund Futures                                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        135 | NC      | $-559420.16   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE RE 2023-1 LTD                                                          | EMIR 2023-1 M1A                                                                                                                                        | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      45471 | PA      | $45497.59     | 0.00%             | 2033-09-26      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| KROGER COMPANY (THE)                                                         | KR 2.65 10/15/26                                                                                                                                       | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     335000 | PA      | $332586.67    | 0.00%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF MICHIGAN (MI)                                   | MI UNVHGR 4.45 04/01/2122                                                                                                                              | CUSIP: 914455UJ7<br>LEI: 549300MFOB21PM9P9H72 | Long             | DBT              | MUN               | US        |    4600000 | PA      | $3523031.39   | 0.05%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                       | CMLTI 2024-RP2 B2                                                                                                                                      | CUSIP: 173106AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97232 | PA      | $77641.33     | 0.00%             | 2063-02-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                       | BX 2025-BCAT A                                                                                                                                         | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12822944 | PA      | $12834965.68  | 0.16%             | 2042-08-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                           | PRPM 2025-RPL1 A2                                                                                                                                      | CUSIP: 74390WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1267000 | PA      | $1222992.02   | 0.02%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES3                                          | TPMT 2024-CES3 A1                                                                                                                                      | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1758862 | PA      | $1772871.95   | 0.02%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                        | EGBLFN 12 11/30/28 144A                                                                                                                                | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $426752.00    | 0.01%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                   | COF V7.149 10/29/27                                                                                                                                    | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4505482.90   | 0.06%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                   | ROMANI 4.625 03/04/33 144A                                                                                                                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    7000000 | PA      | $7781666.27   | 0.10%             | 2033-03-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                             | BRL/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $937853.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 2.75 07/31/27                                                                                                                                        | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17310000 | PA      | $17082130.08  | 0.22%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                       | BX 2025-DIME C                                                                                                                                         | CUSIP: 05613UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10550000 | PA      | $10484062.50  | 0.13%             | 2035-02-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                | GS V4.125 PERP V                                                                                                                                       | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $3067165.74   | 0.04%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE 2026-1 LLC                                        | CPTRS 2026-1A B                                                                                                                                        | CUSIP: 14077FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10055000 | PA      | $9976916.89   | 0.13%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC                                                         | ASHWOO 4.625 08/01/29 144A                                                                                                                             | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4353827.91   | 0.06%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                    | JPM V0 PERP II                                                                                                                                         | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4510000 | PA      | $4511788.13   | 0.06%             | N/A             | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                           | SANTAN V5.538 03/14/30                                                                                                                                 | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2800000 | PA      | $2862189.40   | 0.04%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 MORTGAGE TRUST                                                   | CD 2017-CD6 A4                                                                                                                                         | CUSIP: 125039AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1569822 | PA      | $1550639.03   | 0.02%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA4895                                                                                                                                              | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6356444 | PA      | $6591406.74   | 0.08%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES6                                                | RCKT 2024-CES6 A1A                                                                                                                                     | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5658689 | PA      | $5664361.72   | 0.07%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                    | USD/EUR FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1155273.10   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                | DISH 7.375 07/01/28                                                                                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $342025.58    | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                           | ALLY V7.1 PERP D                                                                                                                                       | CUSIP: 02005NCB4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2437581.88   | 0.03%             | N/A             | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                        | SSNC 5.5 09/30/27 144A                                                                                                                                 | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    6175000 | PA      | $6174408.26   | 0.08%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP                                                                | SHEAHM 4.75 02/15/28                                                                                                                                   | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2468856.47   | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                       | CRK 6.75 03/01/29 144A                                                                                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    3009000 | PA      | $3004952.08   | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) (CA)                           | CA UNVHGR 4.13 05/15/2045                                                                                                                              | CUSIP: 91412GXY6<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |      25000 | PA      | $22333.10     | 0.00%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXVIII LTD                                              | MDPK 2018-28A BR                                                                                                                                       | CUSIP: 55821AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25000000 | PA      | $25096440.00  | 0.32%             | 2038-01-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-RP2                                       | CMLTI 2024-RP2 B1                                                                                                                                      | CUSIP: 173106AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     269320 | PA      | $206823.97    | 0.00%             | 2063-02-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL1 LLC                                                           | PRPM 2025-RPL1 A3                                                                                                                                      | CUSIP: 74390WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     747000 | PA      | $719131.37    | 0.01%             | 2055-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH                                     | BANBRA 4.875 01/11/29 144A                                                                                                                             | CUSIP: 05959LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     650000 | PA      | $646750.00    | 0.01%             | 2029-01-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                     | KRW/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-259407.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE 2026-1 LLC                                        | CPTRS 2026-1A C                                                                                                                                        | CUSIP: 14077FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7923000 | PA      | $7857471.24   | 0.10%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LIX LTD                                                 | MDPK 2021-59A A1R                                                                                                                                      | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   40250000 | PA      | $40324889.15  | 0.52%             | 2037-04-20      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                                  | AWK 2.95 09/01/27                                                                                                                                      | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     175000 | PA      | $172050.99    | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                   | LNT 5.4 06/06/27 144A                                                                                                                                  | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    3965000 | PA      | $3992729.91   | 0.05%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                           | VLO 4.35 06/01/28                                                                                                                                      | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     175000 | PA      | $174971.37    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKM 4.5 01/10/28 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $1243000.00   | 0.02%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.375 02/29/28                                                                                                                                       | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  157880000 | PA      | $156498550.00 | 2.01%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                          | NSANY 5.3 09/13/27 144A                                                                                                                                | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    7365000 | PA      | $7344825.94   | 0.09%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FN FS1658                                                                                                                                              | CUSIP: 3140XGZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     879920 | PA      | $833546.38    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C56                               | WFCM 2020-C56 A4                                                                                                                                       | CUSIP: 95002RAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2875977 | PA      | $2682051.98   | 0.03%             | 2053-06-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS ISRAEL ELECTRIC CORP LTD                                                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-51902.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                | VST 4.6 10/15/30 144A                                                                                                                                  | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $3230348.50   | 0.04%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                                      | RXO 6.375 05/15/31 144A                                                                                                                                | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4321629.12   | 0.06%             | 2031-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                    | SUN 5.875 07/15/27 144A                                                                                                                                | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4627064.98   | 0.06%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                              | DOMREP 6 07/19/28 144A                                                                                                                                 | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     973000 | PA      | $987595.00    | 0.01%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                     | T 4.1 02/15/28                                                                                                                                         | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19921.74     | 0.00%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 4 01/15/27                                                                                                                                           | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   63305000 | PA      | $63426169.73  | 0.81%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-RPL2                                  | CHASE 2024-RPL2 A1A                                                                                                                                    | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1287809 | PA      | $1141824.94   | 0.01%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BHCCN 7 01/15/28 144A                                                                                                                                  | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $175506.00    | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                 | PEMEX 10 02/07/33                                                                                                                                      | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4590000 | PA      | $5384070.00   | 0.07%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| VENTAS REALTY LP                                                             | VTR 3.85 04/01/27                                                                                                                                      | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64780.33     | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                   | PHP/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $158352.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | MXN/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-129098.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2023-HE2                                            | JPMMT 2023-HE2 A1                                                                                                                                      | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     190308 | PA      | $190706.11    | 0.00%             | 2054-03-20      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                  | PETBRA 6.625 01/16/34                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1800000 | PA      | $2455779.54   | 0.03%             | 2034-01-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.5 02/15/29                                                                                                                                         | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     315000 | PA      | $311628.52    | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                    | IQV 6.25 02/01/29                                                                                                                                      | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    4005000 | PA      | $4156602.36   | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO SAU                                                     | LORCAT 4 09/18/27 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    1571277 | PA      | $1844128.79   | 0.02%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | INTNED V4.858 03/25/29                                                                                                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    7285000 | PA      | $7331543.87   | 0.09%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                               | MS V4.213 02/08/30 .                                                                                                                                   | CUSIP: 61776NU43<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     505000 | PA      | $499477.35    | 0.01%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | G2 MA7769                                                                                                                                              | CUSIP: 36179WT24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20573769 | PA      | $18793696.66  | 0.24%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC V4.398 03/10/30                                                                                                                                   | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   19200000 | PA      | $19066225.92  | 0.24%             | 2030-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TREASURY SERVICES PLC                                      | RKTLN 3 06/26/27 144A                                                                                                                                  | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |    6005000 | PA      | $5916518.13   | 0.08%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   48315000 | OU      | $8.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marble Point CLO XXV Ltd                                                     | Marble Point Clo XXV Ltd                                                                                                                               | CUSIP: 565923BC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9990461.00   | 0.13%             | 2036-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                           | CVECN 5.4 06/15/47                                                                                                                                     | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     792000 | PA      | $721826.19    | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                | SOAF 3.75 07/24/26 12Y                                                                                                                                 | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   20000000 | PA      | $23464549.72  | 0.30%             | 2026-07-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FR SD8195                                                                                                                                              | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5861717 | PA      | $5145606.67   | 0.07%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                 | SYK 2.125 11/30/27                                                                                                                                     | CUSIP: 863667AT8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     430000 | PA      | $497353.66    | 0.01%             | 2027-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SIGNAL HARMONIC CLO III DAC                                                  | SHCLO 3A A                                                                                                                                             | CUSIP: 000000000<br>LEI: 635400QY5JW9P3LCDV06 | Long             | ABS-O            | CORP              | IE        |    9000000 | PA      | $10574543.07  | 0.14%             | 2038-11-15      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WFC V5.707 04/22/28 MTN                                                                                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   17850000 | PA      | $18057634.80  | 0.23%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHLMC 6.75 03/15/31                                                                                                                                    | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     545000 | PA      | $609186.28    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GROUP INC (THE)                                                      | CGMS 2017-3A A1R2                                                                                                                                      | CUSIP: 14314FAY4<br>LEI: 529900NGGVF94UK6PG95 | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8017796.80   | 0.10%             | 2037-10-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 70(B)-R LTD                                       | GCBSL 2023-70A A1R                                                                                                                                     | CUSIP: 38182HAA0<br>LEI: 254900Y43PI32U9YGF14 | Long             | ABS-CBDO         | CORP              | JE        |   20000000 | PA      | $19983140.00  | 0.26%             | 2037-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                     | USD CALL VERSUS PLN PUT                                                                                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    9408000 | NC      | $22071.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3                                      | STACR 2022-DNA3 M1B                                                                                                                                    | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-O            | USGSE             | US        |     300000 | PA      | $305143.08    | 0.00%             | 2042-04-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHMS K122 X1                                                                                                                                           | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   36542590 | PA      | $1200771.24   | 0.02%             | 2030-11-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA4786                                                                                                                                              | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2224015 | PA      | $2245078.81   | 0.03%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                     | MSRM 2025-NQM4 A1B                                                                                                                                     | CUSIP: 617945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3276386 | PA      | $3288726.22   | 0.04%             | 2070-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                              | CVS 2.875 06/01/26                                                                                                                                     | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     335000 | PA      | $334543.60    | 0.00%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                      | PRIMBP 8.75 12/31/30 144A                                                                                                                              | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    1910542 | PA      | $1813299.39   | 0.02%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA4785                                                                                                                                              | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7035470 | PA      | $6969796.67   | 0.09%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BAC V3.824 01/20/28 MTN                                                                                                                                | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     675000 | PA      | $672236.69    | 0.01%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP                                                   | KDP 4.75 03/26/29 144A                                                                                                                                 | CUSIP: 56530KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12400000 | PA      | $12397328.79  | 0.16%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                  | STWD 3.625 07/15/26 144A                                                                                                                               | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3237521.52   | 0.04%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS FEDERAL REPUBLIC OF NIGERIA                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $134011.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                              | BMCAUS 4.375 07/15/30 144A                                                                                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    4527000 | PA      | $4323310.22   | 0.06%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT                                       | BOCA 2025-BOCA A                                                                                                                                       | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12600000 | PA      | $12615750.00  | 0.16%             | 2042-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                                           | AMN 4 04/15/29 144A                                                                                                                                    | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5040914.04   | 0.06%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                             | CCI 4 03/01/27                                                                                                                                         | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14950.80     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                               | NRG 5.75 07/15/29 144A                                                                                                                                 | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2523161.31   | 0.03%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BENCHMARK 2021-B26 MORTGAGE TRUST                                            | BMARK 2021-B26 A4                                                                                                                                      | CUSIP: 08163EBC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10600000 | PA      | $9602130.84   | 0.12%             | 2054-06-17      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                         | SFD 3 10/15/30 144A                                                                                                                                    | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   15130000 | PA      | $13856133.86  | 0.18%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                               | VARNO 7.5 01/15/28 144A                                                                                                                                | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    9108000 | PA      | $9493687.37   | 0.12%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                                  | TRACTC 5.875 03/01/31 144A                                                                                                                             | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8030000 | PA      | $7900527.85   | 0.10%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PARK HLDGS BV                                                  | INTERNATIONAL PARK HLDGS BV                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5225000 | PA      | $6055667.23   | 0.08%             | 2031-12-31      | Floating      | 7.29%                 | No            |                  3 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF SLOVAKIA                                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $34423.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XI-B LTD                                                  | WOODS 2018-11BA A1R                                                                                                                                    | CUSIP: 66860JAN8<br>LEI: 5493005SOJ8F7B634862 | Long             | ABS-CBDO         | CORP              | KY        |   15000000 | PA      | $15019188.00  | 0.19%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | COOPR 2025-CES3 A1A                                                                                                                                    | CUSIP: 216926AA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   11477875 | PA      | $11390303.89  | 0.15%             | 2060-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4                                   | NRZT 2018-4A A1S                                                                                                                                       | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     160390 | PA      | $158314.94    | 0.00%             | 2048-01-27      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CRM1                                          | TPMT 2025-CRM1 A1                                                                                                                                      | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5567752 | PA      | $5588174.33   | 0.07%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN-WUERTTEMBERG                                                | Rheinland-Pfalz Bank                                                                                                                                   | CUSIP: 514887AB4<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |   10000000 | PA      | $10355741.00  | 0.13%             | 2028-02-23      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BERMUDA, GOVERNMENT OF                                                       | BERMUD 2.375 08/20/30 144A                                                                                                                             | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    1005000 | PA      | $912540.00    | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                                      | RFCSP 0 01/15/30                                                                                                                                       | CUSIP: 76116FAB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    4065000 | PA      | $3495839.03   | 0.04%             | 2030-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXXII DAC                                                        | HARVT 32A A                                                                                                                                            | CUSIP: 000000000<br>LEI: 635400AU6OVIWCGACH33 | Long             | ABS-O            | CORP              | IE        |   36250000 | PA      | $42603626.45  | 0.55%             | 2037-07-25      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                                                     | CRNAU 9.25 10/01/29 144A                                                                                                                               | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    2835000 | PA      | $2562754.95   | 0.03%             | 2029-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SUNRUN BACCHUS ISSUER 2025-1 LLC                                             | SUNRN 2025-1A A1                                                                                                                                       | CUSIP: 86771PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4715274 | PA      | $4702054.23   | 0.06%             | 2060-04-30      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | CDS KINGDOM OF SAUDI ARABIA                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2933.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHR 4153 IO                                                                                                                                            | CUSIP: 3137AXSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     543214 | PA      | $5975.14      | 0.00%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                  | COR 3.45 12/15/27                                                                                                                                      | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      85000 | PA      | $83701.66     | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKM 4.5 01/10/28 144A                                                                                                                               | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     900000 | PA      | $559350.00    | 0.01%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | S 0 05/15/39                                                                                                                                           | CUSIP: 912834DV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1120000 | PA      | $598239.55    | 0.01%             | 2039-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                             | CCI 3.7 06/15/26                                                                                                                                       | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     295000 | PA      | $294660.25    | 0.00%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-CES1                                | GSMBS 2025-CES1 A1A                                                                                                                                    | CUSIP: 36271RAA4<br>LEI: 254900R6PO5A0PCKSU63 | Long             | ABS-O            | CORP              | US        |    5592018 | PA      | $5612423.17   | 0.07%             | 2055-05-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | NWL 8.5 06/01/28 144A                                                                                                                                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     965000 | PA      | $1007971.89   | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS HOLDINGS CAPITAL LLC                                       | CLDCRN 11.5 09/01/28 144A                                                                                                                              | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3552015.25   | 0.05%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| PRPM 2024-6 LLC                                                              | PRPM 2024-6 A1                                                                                                                                         | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6611471 | PA      | $6614750.88   | 0.08%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. LTD                                                             | BHCCN 10 04/15/32 144A                                                                                                                                 | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2915000 | PA      | $3009737.50   | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                      | CDS KINGDOM OF MOROCCO                                                                                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-109854.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                    | IQV 5.7 05/15/28                                                                                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     335000 | PA      | $341205.03    | 0.00%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B2 QUICK - UNFUNDED                                               | CLOUDHQ VA B2 QUICK - UNFUNDED                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2577966 | PA      | $2577966.13   | 0.03%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                    | SERBIA 1.65 03/03/33 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     492000 | PA      | $481437.10    | 0.01%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BHCCN 5 01/30/28 144A                                                                                                                                  | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     975000 | PA      | $831499.50    | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.125 08/31/27                                                                                                                                       | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55050000 | PA      | $54529605.47  | 0.70%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHR 4186 JI                                                                                                                                            | CUSIP: 3137B0SA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3839153 | PA      | $213365.90    | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                       | ESKOM 6.35 08/10/28 144a                                                                                                                               | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    2389000 | PA      | $2424082.47   | 0.03%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                     | HHH 5.875 03/01/32 144A                                                                                                                                | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1847168.49   | 0.02%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE                                                             | MINASG 5.333 02/15/28 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |   10990800 | PA      | $11045754.00  | 0.14%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-REV1                                       | FORDR 2023-1 C                                                                                                                                         | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4412000 | PA      | $4477467.02   | 0.06%             | 2035-08-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                       | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                                                                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -425 | NC      | $1141622.25   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 4.375 12/15/26                                                                                                                                       | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  211905000 | PA      | $212774141.60 | 2.73%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-H4                                       | MSC 2018-H4 A3                                                                                                                                         | CUSIP: 61691RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1324353 | PA      | $1303800.26   | 0.02%             | 2051-12-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| ASURION LLC / ASURION CO-ISSUER INC                                          | ASUCOR 8 12/31/32 144A                                                                                                                                 | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3840000 | PA      | $4013684.27   | 0.05%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.625 08/31/30                                                                                                                                       | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     480000 | PA      | $472800.00    | 0.01%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHMS K-1513 X1                                                                                                                                         | CUSIP: 3137FPJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   30267760 | PA      | $1451121.17   | 0.02%             | 2034-08-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                              | MCD 3.5 07/01/27 MTN                                                                                                                                   | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74390.42     | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                       | PENN 6.75 04/01/31 144A                                                                                                                                | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2080591.55   | 0.03%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                 | PEMEX 8.75 06/02/29                                                                                                                                    | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    7416000 | PA      | $7942536.00   | 0.10%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | GNR 2018-5 IB                                                                                                                                          | CUSIP: 38380UA29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     478007 | PA      | $98518.82     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                 | PEMEX 6.7 02/16/32                                                                                                                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3060000 | PA      | $3070710.00   | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS KINGDOM OF SPAIN                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $15155.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                    | MEXCAT 3.875 04/30/28 144A                                                                                                                             | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1560000 | PA      | $1539720.00   | 0.02%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2024-1                             | GOOD 2024-1GS A                                                                                                                                        | CUSIP: 38237BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2352087 | PA      | $2259063.48   | 0.03%             | 2057-06-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FHR 4131 BI                                                                                                                                            | CUSIP: 3137AVQG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     538242 | PA      | $8177.46      | 0.00%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | C V3.98 03/20/30                                                                                                                                       | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     590000 | PA      | $579651.43    | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                     | ARGENT 0.75 07/09/30                                                                                                                                   | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    9254758 | PA      | $7986855.81   | 0.10%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | C 4.45 09/29/27                                                                                                                                        | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6503269.23   | 0.08%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-VAMF                                                           | BX 2022-VAMF E                                                                                                                                         | CUSIP: 05609TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4337844 | PA      | $4333465.25   | 0.06%             | 2039-01-18      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| CARLYLE EURO CLO 2019-1 DAC                                                  | CGMSE 2019-1A A2RA                                                                                                                                     | CUSIP: 000000000<br>LEI: 635400YFJCERZ9QJKR15 | Long             | ABS-O            | CORP              | IE        |   17450000 | PA      | $20509317.38  | 0.26%             | 2032-03-15      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                 | NAVI 6.75 06/15/26                                                                                                                                     | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    7575000 | PA      | $7588985.78   | 0.10%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                     | ARGENT 5 01/09/38                                                                                                                                      | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3762000 | PA      | $2921193.00   | 0.04%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | SWOP CDS CDX.NA.HY.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |   25570000 | OU      | $233081.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                           | ET 5.2 04/01/30                                                                                                                                        | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2043919.11   | 0.03%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C40                               | WFCM 2017-C40 A3                                                                                                                                       | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     350000 | PA      | $346062.19    | 0.00%             | 2050-10-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA4644                                                                                                                                              | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6481245 | PA      | $6099896.21   | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund                             | (PIPA070) PGIM Core Government Money Market Fund                                                                                                       | CUSIP: 74440W862<br>LEI: FDBJO5TMSRMHJL5YKP11 | Long             | STIV             | RF                | US        |  140029780 | NS      | $140029780.32 | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                                                               | VARNO 5 05/18/27 144A                                                                                                                                  | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    6960000 | PA      | $6988958.47   | 0.09%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA                                                            | SBCLN 2024-A C                                                                                                                                         | CUSIP: 80290CCK8<br>LEI: TR24TWEY5RVRQV65HD49 | Long             | ABS-O            | CORP              | US        |    1739015 | PA      | $1756607.12   | 0.02%             | 2032-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MS V4.493 01/16/32                                                                                                                                     | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20910000 | PA      | $20569254.12  | 0.26%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BHCCN 5.25 01/30/30 144A                                                                                                                               | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     550000 | PA      | $357500.00    | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                               | NRG V10.25 PERP 144A                                                                                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2493183.11   | 0.03%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                             | DTMINC 4.125 06/15/29 144A                                                                                                                             | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1958052.77   | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | BRL/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $113566.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | SWOP CDS CDX.NA.HY.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |  -19175000 | OU      | $-93411.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                            | LAD 3.875 06/01/29 144A                                                                                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2322483.47   | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2024-WRHS                                                         | BFLD 2024-WRHS A                                                                                                                                       | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2595592 | PA      | $2597201.77   | 0.03%             | 2039-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                              | BANK 2019-BN18 A3                                                                                                                                      | CUSIP: 065402BB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1738365.84   | 0.02%             | 2062-05-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX 7.2 08/15/27                                                                                                                                       | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      30000 | PA      | $31101.98     | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP LP                                          | BDN 3.95 11/15/27                                                                                                                                      | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     245000 | PA      | $239127.79    | 0.00%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2                                      | OMFIT 2022-2A D                                                                                                                                        | CUSIP: 68268VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6870000 | PA      | $6894006.53   | 0.09%             | 2034-10-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                        | WFC V6.303 10/23/29                                                                                                                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11845000 | PA      | $12325888.30  | 0.16%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                              | FR SD8215                                                                                                                                              | CUSIP: 3132DWDU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28217218 | PA      | $26556955.61  | 0.34%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC COMPANY                                    | FE 3.25 03/15/28 144A                                                                                                                                  | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $87986.70     | 0.00%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                        | GILCN 4.7 10/07/30 144A                                                                                                                                | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    1970000 | PA      | $1949945.60   | 0.02%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                 | BRL/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-144528.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2025-NQM13 TRUST                                                         | OBX 2025-NQM13 A1                                                                                                                                      | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-O            | CORP              | US        |    9795597 | PA      | $9842530.66   | 0.13%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                | CCL 4 08/01/28 144A                                                                                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1975000 | PA      | $1925415.45   | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RECTOR AND VISITORS OF THE UNIVERSITY OF VIRGINIA (THE) (VA)                 | VA UNIHGR 4.18 09/01/2117                                                                                                                              | CUSIP: 915217WX7<br>LEI: 549300H2U5XHL1CLTN62 | Long             | DBT              | MUN               | US        |     125000 | PA      | $89103.87     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-CES2                                    | BRAVO 2025-CES2 A1                                                                                                                                     | CUSIP: 10568RAA1<br>LEI: 254900H5A4PX072RRR06 | Long             | ABS-O            | CORP              | US        |    6442783 | PA      | $6412014.81   | 0.08%             | 2055-07-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                            | NWL 6.375 05/15/30                                                                                                                                     | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1361725.02   | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                                       | CNP 1.45 06/01/26                                                                                                                                      | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24943.30     | 0.00%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | S 0 11/15/38                                                                                                                                           | CUSIP: 912834DU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2240000 | PA      | $1233323.99   | 0.02%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                      | EA 7.25 07/01/33 144A                                                                                                                                  | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     600000 | PA      | $617459.22    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BACR V2.279 11/24/27                                                                                                                                   | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     335000 | PA      | $330804.80    | 0.00%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                          | ACRISU 7.5 11/06/30 144A                                                                                                                               | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1345453.46   | 0.02%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                             | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $-145116.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                                  | BHCCN 6.25 02/15/29 144A                                                                                                                               | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $73500.00     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE INC                                                                 | AZO 6.25 11/01/28                                                                                                                                      | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1533094.36   | 0.02%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MS V4.238 01/09/30                                                                                                                                     | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4955000 | PA      | $4903730.22   | 0.06%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                          | SOFTBK 5.875 07/10/31 .                                                                                                                                | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    4100000 | PA      | $4742191.51   | 0.06%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2017-I LTD                                                      | CIFC 2017-1A ARR                                                                                                                                       | CUSIP: 17181PAC3<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |    8670000 | PA      | $8679960.96   | 0.11%             | 2037-04-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                | GS V4.223 05/01/29                                                                                                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1068167.66   | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD Common Equity                                           | DIGICEL INTL FIN LTD Common Equity                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     257178 | NS      | $6525891.75   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                    | MEXCAT 4.25 10/31/26 144A                                                                                                                              | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    3796000 | PA      | $3787952.48   | 0.05%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                  | PSX 3.9 03/15/28                                                                                                                                       | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69331.68     | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC43                                | CGCMT 2019-GC43 A3                                                                                                                                     | CUSIP: 17328HBC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9740982 | PA      | $9132930.11   | 0.12%             | 2052-11-13      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                    | USD/BRL FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-369244.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                       | PENN 4.125 07/01/29 144A                                                                                                                               | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2186250.78   | 0.03%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                              | NGPLCO 4.875 08/15/27 144A                                                                                                                             | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     330000 | PA      | $330424.73    | 0.00%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                | GS 3.85 01/26/27                                                                                                                                       | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     800000 | PA      | $798297.27    | 0.01%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                         | GM 5 04/09/27                                                                                                                                          | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70412.20     | 0.00%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PLC                                                    | ASSDLN 8 07/01/31 144A                                                                                                                                 | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    1750000 | PA      | $1957949.90   | 0.03%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BACR V5.086 02/25/29                                                                                                                                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3155000 | PA      | $3182029.52   | 0.04%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2                                  | CGCMT 2016-C2 A3                                                                                                                                       | CUSIP: 17291CBQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1101719 | PA      | $1099246.59   | 0.01%             | 2049-08-12      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                     | LW 4.125 01/31/30 144A                                                                                                                                 | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    6975000 | PA      | $6683122.85   | 0.09%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                  | RCL 5.5 04/01/28 144A                                                                                                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    3600000 | PA      | $3638664.00   | 0.05%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | GNR 2013-47 IA                                                                                                                                         | CUSIP: 38378JXN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     595778 | PA      | $100640.96    | 0.00%             | 2043-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF COTE D'IVOIRE                                                                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-5635.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-8                                            | VERUS 2025-8 A1                                                                                                                                        | CUSIP: 924930AC4<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-O            | CORP              | US        |    4750628 | PA      | $4734896.05   | 0.06%             | 2070-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | F 6.8 05/12/28                                                                                                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $3143835.53   | 0.04%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                  | WDAY 3.5 04/01/27                                                                                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109232.31    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.875 04/15/29                                                                                                                                       | CUSIP: 91282CQJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     300000 | PA      | $299695.31    | 0.00%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                         | BA 3.25 02/01/28                                                                                                                                       | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    9944000 | PA      | $9752650.37   | 0.12%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C8                                        | UBSCM 2018-C8 A3                                                                                                                                       | CUSIP: 90276VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2160494 | PA      | $2130674.68   | 0.03%             | 2051-02-17      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD                                                                 | DPWDU 2.375 09/25/26 144a                                                                                                                              | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    1614000 | PA      | $1885311.20   | 0.02%             | 2026-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                     | ARGENT 1 07/09/29                                                                                                                                      | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   17082022 | PA      | $15254245.29  | 0.20%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                          | MEDIND 3.875 04/01/29 144A                                                                                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    7220000 | PA      | $7017875.03   | 0.09%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                            | ES 4.75 05/15/26                                                                                                                                       | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     160000 | PA      | $160028.74    | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS TOTALENERGIES SE                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-664.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                              | IADB 6.95 08/01/26                                                                                                                                     | CUSIP: 458182BY7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     500000 | PA      | $502649.50    | 0.01%             | 2026-08-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                    | SERBIA 1.5 06/26/29 144A                                                                                                                               | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    2410000 | PA      | $2613672.19   | 0.03%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                | GS Mortgage-Backed Securities Trust 2025-RPL1                                                                                                          | CUSIP: 362954AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13948 | PA      | $13795.46     | 0.00%             | 2064-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                              | DOMREP 5.5 02/22/29 REGS                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3407000 | PA      | $3410066.30   | 0.04%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                      | FR SD7548                                                                                                                                              | CUSIP: 3132DVL52<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   14538778 | PA      | $12420157.83  | 0.16%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                      | STACR 2021-DNA5 M2                                                                                                                                     | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-O            | USGSE             | US        |     155378 | PA      | $155762.37    | 0.00%             | 2034-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ALBERTA (AB), PROVINCE OF - DEPUTY PROVINCIAL TREASURER                      | ALTA 3.3 03/15/28                                                                                                                                      | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |    1510000 | PA      | $1489970.30   | 0.02%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 COMMERCIAL MORTGAGE TRUST                                    | CSAIL 2018-CX12 A3                                                                                                                                     | CUSIP: 12595XAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14323531 | PA      | $14191808.94  | 0.18%             | 2051-08-17      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNR 2018-57 QV                                                                                                                                         | CUSIP: 3136B2ZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     358702 | PA      | $357648.95    | 0.00%             | 2029-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VANTAGE ORACLE TX                                                            | VANTAGE ORACLE TX                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     982407 | PA      | $982407.27    | 0.01%             | 2030-04-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | USD/BRL FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-585592.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                | FWRD 9.5 10/15/31 144A                                                                                                                                 | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6506000 | PA      | $6664509.26   | 0.09%             | 2031-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2021-LGCY                                                           | BX 2021-LGCY B                                                                                                                                         | CUSIP: 12434DAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9580000 | PA      | $9577006.25   | 0.12%             | 2036-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-CIP                                        | BX 2021-CIP A                                                                                                                                          | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4826855 | PA      | $4825347.06   | 0.06%             | 2038-12-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO I LTD                                                        | SLVRK 2020-1A A1RR                                                                                                                                     | CUSIP: 82811RAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10023197.00  | 0.13%             | 2037-10-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | LVLT 7 03/31/34 144A                                                                                                                                   | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4875860.29   | 0.06%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B1 QUICK - UNFUNDED                                               | CLOUDHQ VA B1 QUICK - UNFUNDED                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3550980 | PA      | $3550979.92   | 0.05%             | 2030-01-29      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKM 4.5 01/31/30 144A                                                                                                                               | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1457000 | PA      | $859630.00    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES2                                          | TPMT 2024-CES2 A1A                                                                                                                                     | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     468452 | PA      | $470374.83    | 0.01%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BAC V2.687 04/22/32                                                                                                                                    | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2521197.36   | 0.03%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                    | BALL 6 06/15/29                                                                                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    6025000 | PA      | $6129207.48   | 0.08%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | CNH/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $92500.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO SAU                                                     | LORCAT 5.75 04/30/29 144A                                                                                                                              | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    4975000 | PA      | $5998544.52   | 0.08%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST                                               | PMT Credit Risk Transfer Trust 2024-1R                                                                                                                 | CUSIP: 73015AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8301342 | PA      | $8368157.80   | 0.11%             | 2052-02-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-HQA5                                      | STACR 2020-HQA5 B1                                                                                                                                     | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-O            | USGSE             | US        |    1630000 | PA      | $1789139.51   | 0.02%             | 2050-11-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B21 MORTGAGE TRUST                                            | BMARK 2020-B21 A4                                                                                                                                      | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1793998.40   | 0.02%             | 2053-12-17      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                       | ASIA 5.82 06/16/28                                                                                                                                     | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | PH        |    3000000 | PA      | $3101910.00   | 0.04%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                | VST 7.75 10/15/31 144A                                                                                                                                 | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3146511.18   | 0.04%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO VII-C LTD                                                         | CARVL 2023-1A A1R                                                                                                                                      | CUSIP: 14686BAN7<br>LEI: 254900KRTGHP264UWC15 | Long             | ABS-CBDO         | CORP              | KY        |   22000000 | PA      | $22027398.80  | 0.28%             | 2037-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                              | DOMREP 5.95 01/25/27 144A                                                                                                                              | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     620000 | PA      | $624960.00    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | G2 MA7939                                                                                                                                              | CUSIP: 36179WZC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1001319 | PA      | $944236.29    | 0.01%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2025-PR1                                         | LMAT 2025-PR1 A1                                                                                                                                       | CUSIP: 52476AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16510191 | PA      | $16396349.66  | 0.21%             | 2061-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $6464.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                     | CE 6.85 11/15/28                                                                                                                                       | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     655000 | PA      | $684516.87    | 0.01%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2021-1                                                | LFT 2021-1A A                                                                                                                                          | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4909565.00   | 0.06%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                             | DUK 4.3 03/15/28                                                                                                                                       | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     115000 | PA      | $114822.85    | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                      | STACR 2021-HQA4 M2                                                                                                                                     | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |    2700000 | PA      | $2720552.67   | 0.03%             | 2041-12-26      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                       | COXENT 3.35 09/15/26 144A                                                                                                                              | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14936.81     | 0.00%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                   | MAT 5.875 12/15/27 144A                                                                                                                                | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     335000 | PA      | $335032.57    | 0.00%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                       | PENN 5.625 01/15/27 144A                                                                                                                               | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3647432.07   | 0.05%             | 2027-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES INC                                       | HOG 3.05 02/14/27 144A                                                                                                                                 | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3949280.80   | 0.05%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                               | BANK 2017-BNK6 A4                                                                                                                                      | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     197769 | PA      | $195755.94    | 0.00%             | 2060-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS LLC                                                 | MLTPLN 5.75 12/31/30 144A                                                                                                                              | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $2841851.35   | 0.04%             | 2030-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                    | SWOP CDS CDX.NA.IG.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |   55365000 | OU      | $57686.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39                               | WFCM 2017-C39 A4                                                                                                                                       | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1355730 | PA      | $1338859.37   | 0.02%             | 2050-09-16      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                          | KIM 1.9 03/01/28                                                                                                                                       | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95791.38     | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                      | MPLX 4.8 02/15/31                                                                                                                                      | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $2039666.46   | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PMT CREDIT RISK TRANSFER TRUST 2024-2R                                       | PMTCR 2024-2R A                                                                                                                                        | CUSIP: 69391NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6094251 | PA      | $6139283.76   | 0.08%             | 2027-03-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                         | BA 3.625 02/01/31                                                                                                                                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $3757138.09   | 0.05%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                 | HNDLIN 6.875 01/30/30 144A                                                                                                                             | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1383651.02   | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST 2022-MHIL                                      | MHP 2022-MHIL E                                                                                                                                        | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2560000 | PA      | $2559200.00   | 0.03%             | 2039-01-18      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                       | FFCB 1.55 07/26/30                                                                                                                                     | CUSIP: 3133EMW40<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     550000 | PA      | $491816.36    | 0.01%             | 2030-07-26      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                   | GSYCN 7.625 07/01/29 144A                                                                                                                              | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $447830.00    | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                 | PEMEX 9.5 09/15/27                                                                                                                                     | CUSIP: 71654QAM4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2500000 | PA      | $2662500.00   | 0.03%             | 2027-09-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS REPUBLIC OF SOUTH AFRICA                                                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $159025.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                               | SWOP IRS EUR                                                                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |   54710000 | OU      | $173161.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                   | PHIN 6.75 04/15/29 144A                                                                                                                                | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     755000 | PA      | $774117.59    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                            | ILIADH 7 10/15/28 144A                                                                                                                                 | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     550000 | PA      | $552810.50    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                               | MS V3.772 01/24/29 GMTN                                                                                                                                | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4280000 | PA      | $4226278.18   | 0.05%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                     | RTX 3.125 05/04/27                                                                                                                                     | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19793.30     | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ICG EURO CLO 2023-1 DAC                                                      | ICGE 2023-1A AR                                                                                                                                        | CUSIP: 000000000<br>LEI: 635400IDZDV7D9IJ8J46 | Long             | ABS-O            | CORP              | IE        |   31000000 | PA      | $36355924.49  | 0.47%             | 2038-10-19      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                | GS V2.615 04/22/32                                                                                                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2376154.37   | 0.03%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1                                 | ODART 2023-1A C                                                                                                                                        | CUSIP: 682685AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3474352.56   | 0.04%             | 2031-02-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                                   | IVYCST 4.875 01/30/32 REGS                                                                                                                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    4595000 | PA      | $5179685.62   | 0.07%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET BACKED CERTIFICATES SERIES 2002-4                                | CWL 2004-4 1A                                                                                                                                          | CUSIP: 1266715E2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1003973 | PA      | $991014.17    | 0.01%             | 2034-08-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                          | SOCGEN V5.5 04/13/29 144A                                                                                                                              | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   11465000 | PA      | $11616489.34  | 0.15%             | 2029-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Bank of America, National Association                                        | SGD/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-138.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                 | HNDLIN 4.75 01/30/30 144A                                                                                                                              | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2529948.62   | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYNMTR 2.1 09/15/28 144A                                                                                                                               | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6130000 | PA      | $5780675.98   | 0.07%             | 2028-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                      | BLKPRL 6.125 02/15/31 144A                                                                                                                             | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2588288.32   | 0.03%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL                                      | MTN 2026-LPFX A                                                                                                                                        | CUSIP: 624944AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15150000 | PA      | $15158035.56  | 0.19%             | 2043-05-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2023-HE3                                          | JPMMT 2023-HE3 A1                                                                                                                                      | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |     195284 | PA      | $195832.50    | 0.00%             | 2054-05-20      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                  | IMBLN 5.5 02/01/30 144A                                                                                                                                | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    4515000 | PA      | $4636548.32   | 0.06%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM10 TRUST                                                         | OBX 2025-NQM10 A1                                                                                                                                      | CUSIP: 67121LAA4<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-O            | CORP              | US        |    4734866 | PA      | $4756960.32   | 0.06%             | 2065-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                               | VARNO 5.875 05/22/30 144A                                                                                                                              | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   10840000 | PA      | $11189580.24  | 0.14%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2023-C20                                                | BBCMS 2023-C20 A2                                                                                                                                      | CUSIP: 07336DAT8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3466551 | PA      | $3552083.47   | 0.05%             | 2056-07-17      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV3                                                               | EFMT 2025-INV3 A1                                                                                                                                      | CUSIP: 26847NAA9<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-O            | CORP              | US        |    7456175 | PA      | $7483969.08   | 0.10%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | SWOP CDS CDX.NA.HY.46.V1                                                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |   12785000 | OU      | $116540.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2024-1 DAC                                         | RFTE 2024-1A A                                                                                                                                         | CUSIP: 000000000<br>LEI: 635400WHKG8Q1Z8MAE80 | Long             | ABS-O            | CORP              | IE        |   16000000 | PA      | $18782024.23  | 0.24%             | 2038-07-15      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XII LTD                                                     | SIXST 2018-12A A1R2                                                                                                                                    | CUSIP: 829928AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9500000 | PA      | $9501906.65   | 0.12%             | 2039-01-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1                                 | ODART 2023-1A B                                                                                                                                        | CUSIP: 682685AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7700000 | PA      | $7859073.53   | 0.10%             | 2031-02-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                          | LH 1.55 06/01/26                                                                                                                                       | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     205000 | PA      | $204391.85    | 0.00%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd                                                     | Regatta VIII Funding Ltd                                                                                                                               | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   29000000 | PA      | $29000000.00  | 0.37%             | 2037-04-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                  | EFX 5.1 06/01/28                                                                                                                                       | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     330000 | PA      | $333571.30    | 0.00%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                         | RGCARE 9.875 08/15/30 144A                                                                                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2312435.37   | 0.03%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                                | RCKT 2025-CES1 A1A                                                                                                                                     | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5032072 | PA      | $5059973.70   | 0.06%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 40 LTD                                                           | ELM40 2025-3A A                                                                                                                                        | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20000000 | PA      | $20029666.00  | 0.26%             | 2038-03-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                      | KEY 2.55 10/01/29 MTN                                                                                                                                  | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2303585.00   | 0.03%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                                                  | SWOP IRS USD                                                                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -76480000 | OU      | $-388789.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1                             | GDLP 2025-1A A                                                                                                                                         | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9227565 | PA      | $9257324.07   | 0.12%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT (DC)                          | HUD 4.48 08/01/30                                                                                                                                      | CUSIP: 911759KZ0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     553000 | PA      | $550617.56    | 0.01%             | 2030-08-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| OBRA CLO 1 LTD                                                               | OBRAC 2024-1A A1                                                                                                                                       | CUSIP: 67443AAA9<br>LEI: 254900IXPSGZDGZO2P84 | Long             | ABS-CBDO         | CORP              | KY        |   16000000 | PA      | $16024019.20  | 0.21%             | 2038-01-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                       | FFCB 2.15 12/01/31                                                                                                                                     | CUSIP: 3133ENFJ4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   20000000 | PA      | $17762928.67  | 0.23%             | 2031-12-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                | GS V4.692 10/23/30                                                                                                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $4235564.87   | 0.05%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                           | MVMHU 7.5 06/09/28                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    4980000 | PA      | $5219040.00   | 0.07%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                           | BATSLN 2.259 03/25/28                                                                                                                                  | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     140000 | PA      | $134464.96    | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                               | BRASKM 8.5 01/12/31 144A                                                                                                                               | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    6121000 | PA      | $3643525.25   | 0.05%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                             | BNSF 5.05 03/01/41                                                                                                                                     | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     790000 | PA      | $766536.10    | 0.01%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MORTGAGE TRUST                                                   | BMO 2023-C6 A2                                                                                                                                         | CUSIP: 055985AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11645590 | PA      | $12083090.55  | 0.15%             | 2056-09-15      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS REPUBLIC OF PANAMA                                                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $61711.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                  | STWD 4.375 01/15/27 144A                                                                                                                               | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $6124748.72   | 0.08%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARKET STREET CLO LTD II                                                     | MKTST 2025-2A A1                                                                                                                                       | CUSIP: 57064FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13500000 | PA      | $13532179.95  | 0.17%             | 2038-03-20      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BAC V2.651 03/11/32 N                                                                                                                                  | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8620000 | PA      | $7834430.83   | 0.10%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL2 TRUST                                                         | PRET 2024-RPL2 A1                                                                                                                                      | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3858385 | PA      | $3675630.18   | 0.05%             | 2064-06-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 3.875 03/31/28                                                                                                                                       | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  132305000 | PA      | $132279159.18 | 1.70%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                             | CCI 2.9 03/15/27                                                                                                                                       | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39445.57     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                    | VSTJET 8.75 01/15/32 144A                                                                                                                              | CUSIP: 92841HAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     710000 | PA      | $687152.20    | 0.01%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                 | WMB 4.8 11/15/29                                                                                                                                       | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5255000 | PA      | $5305970.89   | 0.07%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FNR 2013-13 IK                                                                                                                                         | CUSIP: 3136ACE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     296761 | PA      | $4824.91      | 0.00%             | 2028-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                     | VTRS 3.95 06/15/26                                                                                                                                     | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     169000 | PA      | $168800.12    | 0.00%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                   | EUR/USD FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $450.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                        | GTOWNU 5.215 10/01/18 A                                                                                                                                | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     785000 | PA      | $675186.86    | 0.01%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS LTD                                                   | DLLTD 0 12/31/30 1B14                                                                                                                                  | CUSIP: 25381HAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     356176 | PA      | $35.62        | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HPS SLF VI GP - UNFUNDED: B                                                  | HPS SLF VI GP - UNFUNDED: B                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3624755 | PA      | $3624755.00   | 0.05%             | 2034-09-30      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| EVERSOURCE ENERGY                                                            | ES 5.45 03/01/28                                                                                                                                       | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152277.87    | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA4737                                                                                                                                              | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3663056 | PA      | $3627922.56   | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | C V4.542 09/19/30                                                                                                                                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   24120000 | PA      | $24023213.41  | 0.31%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                          | UAL 4.625 04/15/29 144A                                                                                                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     749000 | PA      | $738972.95    | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hurricane Cleanco Limited                                                    | HURRICANE CLEANCO LIMITED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    3066449 | PA      | $4316627.52   | 0.06%             | 2029-10-31      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | T 0.75 01/31/28                                                                                                                                        | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   91110000 | PA      | $86312489.06  | 1.11%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                    | VSTJET 9.5 06/01/28 144A                                                                                                                               | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2949521.20   | 0.04%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                        | USD/COP FORWARD                                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $125096.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN FS1171                                                                                                                                              | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1662967 | PA      | $1470528.42   | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                 | PEMEX 6.5 01/23/29                                                                                                                                     | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $305850.00    | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                        | LVLT 8.5 01/15/36 144A                                                                                                                                 | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    7155000 | PA      | $7674619.47   | 0.10%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CARVANA COMPANY                                                              | CVNA 9 06/01/31 144A                                                                                                                                   | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    7201750 | PA      | $7964925.07   | 0.10%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BAC V4.271 07/23/29 MTN                                                                                                                                | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2312580.73   | 0.03%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: —       |
| CANTOR FITZGERALD LP                                                         | CANTOR 7.2 12/12/28 144A                                                                                                                               | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $3006760.79   | 0.04%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                          | KIM 3.8 04/01/27                                                                                                                                       | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     115000 | PA      | $114744.67    | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                        | GSMS 2017-GS7 A3                                                                                                                                       | CUSIP: 36254CAU4<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |    1180000 | PA      | $1166818.46   | 0.01%             | 2050-08-12      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                             | VTR 3.25 10/15/26                                                                                                                                      | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84570.06     | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ISLAND FINANCE TRUST 2025-1                                                  | ISLN 2025-1A A                                                                                                                                         | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5250000 | PA      | $5286226.58   | 0.07%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                        | CDS REPUBLIC OF ARGENTINA                                                                                                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $350996.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                      | HYNMTR 5.6 03/30/28 144A                                                                                                                               | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30517.02     | 0.00%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC3 TRUS                                                         | HOMES 2025-AFC3 A1                                                                                                                                     | CUSIP: 43762AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12815638 | PA      | $12772405.30  | 0.16%             | 2060-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| VENTURE XIX CLO LTD                                                          | VENTR 2014-19A ARR                                                                                                                                     | CUSIP: 92330EAP2<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |     547237 | PA      | $547508.35    | 0.01%             | 2032-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CARVANA COMPANY                                                              | CVNA 9 06/01/30 144A                                                                                                                                   | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $6137644.13   | 0.08%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING COMPANY LP                                              | FPH 8 10/01/30 144A                                                                                                                                    | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     925000 | PA      | $948421.10    | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                            | HII 2.043 08/16/28                                                                                                                                     | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3319819.82   | 0.04%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                          | RKT 2.875 10/15/26 144A                                                                                                                                | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6575000 | PA      | $6516182.78   | 0.08%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVELOPMENT BANK                                              | IADB 6.75 07/15/27 MTN                                                                                                                                 | CUSIP: 45818QAD1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    1895000 | PA      | $1947893.24   | 0.02%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXI LTD                                          | BSP 2020-21A A1R2                                                                                                                                      | CUSIP: 08186RAY5<br>LEI: 2549002IHKGRTABCLD52 | Long             | ABS-CBDO         | CORP              | KY        |    5250000 | PA      | $5256432.83   | 0.07%             | 2039-01-18      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                      | STACR 2021-HQA3 M2                                                                                                                                     | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |    3080000 | PA      | $3087647.33   | 0.04%             | 2041-09-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS KINGDOM OF SPAIN                                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-304.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                | VST 5 07/31/27 144A                                                                                                                                    | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    5091000 | PA      | $5090993.79   | 0.07%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                         | BAC V2.496 02/13/31 MTN                                                                                                                                | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7680000 | PA      | $7110273.26   | 0.09%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                          | CEG 5 02/01/31 144A                                                                                                                                    | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1955646.03   | 0.03%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY HOUSING DEVELOPMENT CORP (NY)                                  | NY NYCMFH 5.46 12/15/2031                                                                                                                              | CUSIP: 64966TGS7<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   15150000 | PA      | $15338616.76  | 0.20%             | 2031-12-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| STAR LEASING COMPANY LLC                                                     | TRAILR 7.625 02/15/30 144A                                                                                                                             | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    7516000 | PA      | $7262496.99   | 0.09%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                        | GSMS 2017-GS6 A2                                                                                                                                       | CUSIP: 36253PAB8<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |     762193 | PA      | $754860.90    | 0.01%             | 2050-05-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                  | ORCL 2.65 07/15/26                                                                                                                                     | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109607.52    | 0.00%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES1                                          | TPMT 2024-CES1 A1A                                                                                                                                     | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     546211 | PA      | $547222.05    | 0.01%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                        | FN MA4416                                                                                                                                              | CUSIP: 31418D4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6002865 | PA      | $5501822.05   | 0.07%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                       | POWFIN 1.841 09/21/28 GMTN                                                                                                                             | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |    1460000 | PA      | $1635889.00   | 0.02%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                            | CDS UNITED STATES TREASURY NOTE/BOND                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $6944.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                | C V6.875 PERP GG                                                                                                                                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10441000 | PA      | $10608043.64  | 0.14%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                         | S 0 05/15/33                                                                                                                                           | CUSIP: 9128337T1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      75000 | PA      | $55688.18     | 0.00%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                | GS Mortgage-Backed Securities Trust 2025-RPL1                                                                                                          | CUSIP: 362954AR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16293859 | PA      | $14419393.89  | 0.18%             | 2064-01-25      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                     | VTRS 5.25 06/15/46                                                                                                                                     | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     955000 | PA      | $776349.39    | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2023-I LTD                                                      | CIFC 2023-1A A1R                                                                                                                                       | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7500000 | PA      | $7515687.75   | 0.10%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ VA B2 QUICK                                                          | CLOUDHQ VA B2 QUICK                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1751242 | PA      | $1751241.87   | 0.02%             | 2030-03-06      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                             | FHR 4060 IO                                                                                                                                            | CUSIP: 3137AR5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      85855 | PA      | $880.65       | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                  | IMBLN 3.875 07/26/29 144A                                                                                                                              | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1655000 | PA      | $1619433.88   | 0.02%             | 2029-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ST. PAUL'S CLO IX DAC                                                        | SPAUL 9A A1R                                                                                                                                           | CUSIP: 000000000<br>LEI: 5493005PKRP7MRYF1M95 | Long             | ABS-O            | CORP              | IE        |   14000000 | PA      | $16388234.55  | 0.21%             | 2035-07-20      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS V3.091 05/14/32 144A                                                                                                                               | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3510000 | PA      | $3225472.03   | 0.04%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Prudential Investment Portfolios, Inc. 17

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer