# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007249
**Filing Date:** 2026-5
**Character Count:** 729642
**Document Hash:** ce459d20ae82220e86a92b86005aabc6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007249.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007249

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043435

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-03-31

**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:** $4329526670.51

**Total Liabilities:** $1399201350.92

**Net Assets:** $2930325319.59

**Delayed Delivery Securities:** $1100000.00

**Cash Not Reported:** $7010836.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 168019.804800 | **1-Year:** 151427.588900 | **5-Year:** 451870.969300 | **10-Year:** 254478.640300 | **30-Year:** 1314.847100

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

- **3-Month:** 123870.073300 | **1-Year:** 86631.214200 | **5-Year:** 227157.550700 | **10-Year:** 71575.121700 | **30-Year:** 2711.119000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026673 | 0.62%                | 0.93%                | -2.52%               |
| Class ID C000026674 | 0.61%                | 0.92%                | -2.53%               |
| Class ID C000026676 | 0.55%                | 0.86%                | -2.59%               |
| Class ID C000064160 | 0.64%                | 0.94%                | -2.51%               |
| Class ID C000200455 | 0.63%                | 0.94%                | -2.51%               |
| Class ID C000026672 | 0.65%                | 0.95%                | -2.50%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1683212.35              | $8590368.66                                |
| Month 2  | $2669287.52              | $9839379.29                                |
| Month 3  | $-6813410.31             | $-73560935.65                              |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY MTGE LN TRUST 2007-15AR                                           | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 15AR 2A1             | CUSIP: 61756XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       498533 | PA      | $344911.55    | 0.01%             | 2037-11-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $3275.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                    | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/61 7.5           | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      3600000 | PA      | $2743996.14   | 0.09%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260916                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-192961.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                             | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14390000 | PA      | $14806309.18  | 0.51%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-R1                                              | RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2               | CUSIP: 76113MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       716761 | PA      | $190279.85    | 0.01%             | 2046-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-15                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 15 A6                | CUSIP: 12666UAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        53295 | PA      | $56173.87     | 0.00%             | 2046-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A3                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 7A1                   | CUSIP: 46628KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        84521 | PA      | $83044.83     | 0.00%             | 2035-04-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-5                                                  | JP MORGAN MORTGAGE TRUST JPMMT 2024 5 A11 144A               | CUSIP: 46658RAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2008698 | PA      | $2013806.96   | 0.07%             | 2054-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875              | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1398228.10   | 0.05%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                     | AEP TRANSMISSION CO LLC SR UNSECURED 04/34 5.15              | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1008132.48   | 0.03%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                                               | BURBERRY GROUP PLC COMPANY GUAR REGS 06/30 5.75              | CUSIP: ACI2PKL89<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3975819.43   | 0.14%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3414 FN 07/48 FIXED 3.5                          | CUSIP: 31418CYL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       679906 | PA      | $634149.81    | 0.02%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MTGE 2004-14                                          | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 14 B1               | CUSIP: 863579CS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1741458 | PA      | $1594174.03   | 0.05%             | 2034-10-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| SEVITA (NATIONAL MENTOR HOLDINGS INC)                                            | NATIONAL MENTOR HOLDINGS SR SECURED 144A 12/30 10.5          | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3615314.50   | 0.12%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      2441112 | PA      | $1769806.20   | 0.06%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES 2006-3                               | FIELDSTONE MORTGAGE INVESTMENT FMIC 2006 3 2A3               | CUSIP: 316599AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1635641 | PA      | $1076407.79   | 0.04%             | 2036-11-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM44 ICE                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-522569.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2004-1                                           | NEW CENTURY HOME EQUITY LOAN T NCHET 2004 1 M1               | CUSIP: 64352VFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2608755 | PA      | $2743050.08   | 0.09%             | 2034-05-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSECURED 06/26 2.75                            | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1319833.43   | 0.05%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                      | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39630000 | PA      | $40338690.61  | 1.38%             | 2056-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP SR UNSECURED 04/31 3.75                     | CUSIP: ACI2NP7R4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      3250000 | PA      | $3744547.90   | 0.13%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/30 4.125            | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2342455.50   | 0.08%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-6                                                    | GSAA HOME EQUITY TRUST GSAA 2007 6 A4                        | CUSIP: 36245RAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        90307 | PA      | $56456.52     | 0.00%             | 2047-05-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2007-A                                          | INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A2              | CUSIP: 43710BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2859713 | PA      | $1947876.47   | 0.07%             | 2037-04-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2018-1                                             | MILL CITY MORTGAGE TRUST MCMLT 2018 1 A1 144A                | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        31525 | PA      | $31435.83     | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260805                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-119662.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GABON GOVT                                                                       | REPUBLIC OF GABON SR UNSECURED REGS 02/29 9.5                | CUSIP: ACI2TSX51<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      3200000 | PA      | $3009765.18   | 0.10%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                              | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5        | CUSIP: ACI1DBG64<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      2400000 | PA      | $3294699.66   | 0.11%             | 2029-07-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-732.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                       | TRUST 2401 SR UNSECURED 144A 02/34 7.375                     | CUSIP: 89834MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      1424000 | PA      | $1507382.32   | 0.05%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS CAD CAONREPO/2.50000 12/17/25-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |            1 | NC      | $-9377.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CAD SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-64989.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                    | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375         | CUSIP: ACI1B3V91<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     11825000 | PA      | $12865758.11  | 0.44%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528       | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      1576000 | PA      | $1523095.02   | 0.05%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL 080012 G2 11/26 FLOATING VAR                    | CUSIP: 36225CAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          149 | PA      | $149.25       | 0.00%             | 2026-11-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                            | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75             | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       528617 | PA      | $526262.01    | 0.02%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 04/34 3.469                        | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5234000 | PA      | $4715573.82   | 0.16%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15             | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       917002 | PA      | $898821.21    | 0.03%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3638 FN 04/49 FIXED 4                            | CUSIP: 31418DBG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       126337 | PA      | $120995.95    | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP / BIP-V CHINOOK HOLDCO LLC                                         | CQP HOLDCO LP/BIP V CHIN SR SECURED 144A 06/31 5.5           | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1170843.12   | 0.04%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260427                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $1335.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND LLC                                                             | CONTINENTAL WIND SR SECURED 144A 02/33 6                     | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       118077 | PA      | $120643.50    | 0.00%             | 2033-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5                                           | OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1A1D             | CUSIP: 68383NCY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       265081 | PA      | $263707.87    | 0.01%             | 2035-12-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                       | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1      | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     31400000 | PA      | $9790223.86   | 0.33%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RT MTGE TRUST 2003-5                                            | MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 5 4A3               | CUSIP: 576433FJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         9097 | PA      | $8346.65      | 0.00%             | 2033-11-25      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ2692 FN 04/48 FIXED 3.5                          | CUSIP: 3140H37E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       145522 | PA      | $135430.84    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/60 5.93                            | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1670000 | PA      | $1604391.98   | 0.05%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2005-3                                               | MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A                   | CUSIP: 59020UL37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        25260 | PA      | $24698.53     | 0.00%             | 2035-11-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | PARAMOUNT GLOBAL COMPANY GUAR 08/44 4.9                      | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $1990990.02   | 0.07%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                                 | VEDANTA RESOURCES COMPANY GUAR 144A 10/32 9.125              | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      2600000 | PA      | $2617974.09   | 0.09%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 06/18/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1494679.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LN TR 2005-NC4                                               | CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC4 M3              | CUSIP: 78514RAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       411442 | PA      | $413537.44    | 0.01%             | 2035-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                      | SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/34 6.875        | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3181005.12   | 0.11%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIETNAM GOVT                                                                     | SOCIALIST REP OF VIETNAM SECURED 03/28 VAR                   | CUSIP: 583140II1<br>LEI: 5493008AE7RS4XK4BZ08 | Long             | DBT              | NUSS              | VN        |      3410000 | PA      | $3286885.35   | 0.11%             | 2028-03-12      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                          | DOMINICAN REPUBLIC SR UNSECURED 144A 01/60 5.875             | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      3100000 | PA      | $2597645.00   | 0.09%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FINANCE 6 PLC                                                     | TESCO PROPERTY FIN 6 PLC SR SECURED REGS 07/44 5.4111        | CUSIP: B9JST3II3<br>LEI: 213800FORYFOB97FHO66 | Long             | DBT              | CORP              | GB        |        84397 | PA      | $105571.09    | 0.00%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/31 5.375       | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      7300000 | PA      | $7464071.73   | 0.25%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ULTIMATE KRONOS GROUP INC                                                        | UKG INC SR SECURED 144A 02/31 6.875                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3912681.72   | 0.13%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2004-WMC3                                              | MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1              | CUSIP: 57643LFN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       159261 | PA      | $157015.19    | 0.01%             | 2034-10-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QO9                                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO9 1A3A            | CUSIP: 75114PAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       105376 | PA      | $98458.28     | 0.00%             | 2046-12-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 05/61 3.771               | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     29126000 | PA      | $17490163.00  | 0.60%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR13                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A             | CUSIP: 93363RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       426188 | PA      | $380208.13    | 0.01%             | 2046-10-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                                        | OMAN GOV INTERNTL BOND SR UNSECURED REGS 08/29 6             | CUSIP: ACI1DKJ46<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |       800000 | PA      | $823734.78    | 0.03%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $9100.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABINE RE LTD                                                                    | SABINE RE LTD UNSECURED 144A 04/31 VAR                       | CUSIP: 785628AA6<br>LEI: 254900FU1Z2XK88D3602 | Long             | DBT              | CORP              | BM        |       400000 | PA      | $412640.00    | 0.01%             | 2031-04-07      | Floating      | 12.04%                | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 144A 01/28 5.625                      | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       750000 | PA      | $759795.30    | 0.03%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                         | TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39                  | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       708000 | PA      | $637692.20    | 0.02%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $436.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                             | ECHOSTAR CORP SR SECURED 11/29 10.75                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      1525000 | PA      | $1648320.30   | 0.06%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 07/31 2.375               | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       100000 | PA      | $88183.58     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $11880.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7                 | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       219566 | PA      | $218837.68    | 0.01%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-43                                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 2A1             | CUSIP: 12667G5V1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         5871 | PA      | $4745.24      | 0.00%             | 2035-10-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $229331.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260416                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-710.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.725 03/18/26-01/02/31 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $278.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-105672.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-3A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2025 3A B 144A               | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11700000 | PA      | $11723934.69  | 0.40%             | 2030-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-BC1                                   | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC1 2A4              | CUSIP: 12668TAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1446804 | PA      | $1424130.24   | 0.05%             | 2037-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC                           | TESLA LEASE ELECTRIC VEHICLE S TLEVS 2025 A A2 144A          | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3675044 | PA      | $3675590.08   | 0.13%             | 2028-06-20      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA                                | NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA A1B 144A            | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       544067 | PA      | $547341.11    | 0.02%             | 2072-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 02/34 7.5                  | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      4100000 | PA      | $4200983.00   | 0.14%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACREC 2026-FL4 LLC                                                               | ACREC LLC ACREC 2026 FL4 A 144A                              | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1900000 | PA      | $1899046.01   | 0.06%             | 2043-01-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-4                                                  | BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1                   | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        13514 | PA      | $13073.17     | 0.00%             | 2035-05-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | CAMERON LNG LLC SR SECURED 144A 01/38 3.402                  | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |       400000 | PA      | $348680.34    | 0.01%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                                 | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 4A1                     | CUSIP: 362341XC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        53846 | PA      | $23119.23     | 0.00%             | 2035-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)                      | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375         | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       422000 | PA      | $420538.88    | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $16215.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESAB CORPORATION                                                                 | ESAB CORP COMPANY GUAR 144A 04/29 6.25                       | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1117763.90   | 0.04%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-20311.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLN 15 2 AA PTT PASS THRU CE 03/29 3.6                | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       526213 | PA      | $520240.54    | 0.02%             | 2029-03-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                     | AMS OSRAM AG SR UNSECURED 144A 03/29 12.25                   | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      3600000 | PA      | $3832077.60   | 0.13%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-457664.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV 2007-HE3                                              | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE3 A1              | CUSIP: 590238AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       879595 | PA      | $333266.38    | 0.01%             | 2047-04-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED REGS 06/33 5.375                        | CUSIP: ACI30VFM6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      5400000 | PA      | $6083366.85   | 0.21%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260602                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $21547.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-A                                                 | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1              | CUSIP: 05949CRS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4520 | PA      | $4126.49      | 0.00%             | 2036-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG            | CUSIP: 952NPH004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |       800000 | PA      | $280000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR6                                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A               | CUSIP: 929227QB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          602 | PA      | $572.57       | 0.00%             | 2042-06-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SEC 2006-3                                                  | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 3 1A10             | CUSIP: 05950LAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        42555 | PA      | $36659.97     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $1346.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8                                     | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A2                | CUSIP: 12669WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4202470 | PA      | $4037862.01   | 0.14%             | 2037-11-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/47 5.65             | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      3010000 | PA      | $2358024.22   | 0.08%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $234.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-10886.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL DISTRIBUTION SERVICES PLC                                          | INT DISTRIBUTION SERV COMPANY GUAR REGS 09/30 7.375          | CUSIP: ACI2JQ0Q6<br>LEI: 213800TCZZU84G8Z2M70 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1379656.99   | 0.05%             | 2030-09-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75             | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      3500000 | PA      | $2710528.73   | 0.09%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875         | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3550000 | PA      | $3451018.23   | 0.12%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9                | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1875000 | PA      | $1194778.37   | 0.04%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 01/38 6.625               | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      5800000 | PA      | $5924700.00   | 0.20%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $28004.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2004-30CB                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 30CB 2A4           | CUSIP: 12667FJ55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       246907 | PA      | $160802.47    | 0.01%             | 2035-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $323.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2006-12XS                                          | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 12XS A6A             | CUSIP: 61749EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       172086 | PA      | $44721.20     | 0.00%             | 2036-10-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-21549.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1A 144A           | CUSIP: 78450PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2788356 | PA      | $2911786.39   | 0.10%             | 2053-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                         | ENCORE CAPITAL GROUP INC SR SECURED 144A 04/29 9.25          | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3142500.00   | 0.11%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NEW WINDSTREAM WARRANTS                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        11691 | NC      | $109544.67    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BUILDING SOC CCDS COMMON STOCK                    | CUSIP: ACI07BWB4<br>LEI: 549300XFX12G42QIKN82 | Long             | EP               | CORP              | GB        |         4258 | NS      | $721394.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $14243.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                                        | OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/48 6.75          | CUSIP: M75242BH5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      4980000 | PA      | $5189392.32   | 0.18%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1                                      | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 C1 A4               | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1044084 | PA      | $1042583.78   | 0.04%             | 2049-05-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 02/32 VAR                          | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2300000 | PA      | $2251078.20   | 0.08%             | 2032-02-24      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA                                | NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A              | CUSIP: 63942TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $539805.90    | 0.02%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 02/32 VAR                     | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       700000 | PA      | $616929.35    | 0.02%             | 2032-02-11      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D D 144A             | CUSIP: 78450PAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       842000 | PA      | $902653.39    | 0.03%             | 2053-09-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/31 2.875                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3210000 | PA      | $2961022.22   | 0.10%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEDIAPRO (SUBCALIDORA 2 SARL)                                                    | SUBCALIDORA 2 2024 EUR TERM LOAN                             | CUSIP: BA0007DG2<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |      4000000 | PA      | $4519053.31   | 0.15%             | 2029-08-14      | Floating      | 7.88%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $14053.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-2811.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                      | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/50 4           | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      5400000 | PA      | $3698414.64   | 0.13%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-14205.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                               | NEWFOLD DIGITAL HLDGS GRP INC. 2025 NEW MONEY TRANCHE A TL   | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |       252235 | PA      | $191698.81    | 0.01%             | 2029-04-30      | Floating      | 9.42%                 | No            |                  3 | On Loan: No      |
| SENEGAL GOVT                                                                     | SENEGAL GOVERNMENT INTERNATION SR UNSECURED REGS 06/37 5.375 | CUSIP: ACI1YDPR1<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      2600000 | PA      | $1521928.79   | 0.05%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS9                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS9 1A11            | CUSIP: 75115CAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       146881 | PA      | $121730.49    | 0.00%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | LAZARD GROUP LLC SR UNSECURED 03/31 6                        | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |      1975000 | PA      | $2052595.87   | 0.07%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                     | REPUBLIC OF ECUADOR SR UNSECURED 144A 01/39 9.25             | CUSIP: ACI389068<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1900000 | PA      | $1868175.00   | 0.06%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                                              | SPIRIT AIRLINES INC 2025 THIRD DIP NEW MONEY TL              | CUSIP: BA000TXQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        50963 | PA      | $50453.32     | 0.00%             | 2026-07-14      | Fixed         | 11.68%                | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST 2018-COR3                                                    | COMM MORTGAGE TRUST COMM 2018 COR3 A3                        | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $981450.80    | 0.03%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260416                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $6065.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 11/37 5.75              | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000000 | PA      | $5812790.40   | 0.20%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WACHOVIA MORTGAGE LN TRUST LLC 2005-A                                            | WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 A 2A1                | CUSIP: 92977YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        25483 | PA      | $23727.11     | 0.00%             | 2035-08-20      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR17                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR17 A1A1           | CUSIP: 92922F7P7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       261545 | PA      | $243470.63    | 0.01%             | 2045-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICA TREASURY BILL 7.99  06.05.2026                  | CUSIP: ACI2WXR79<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     33700000 | PA      | $1981569.10   | 0.07%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 03/31 5.375                        | CUSIP: ACI2MY762<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2650000 | PA      | $3088609.79   | 0.11%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ3960 FN 01/48 FIXED 3.5                          | CUSIP: 3140H5MJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       112995 | PA      | $104925.34    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 04/51 5                   | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2000000 | PA      | $1567900.00   | 0.05%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALROSA FINANCE SA                                                                | ALROSA FINANCE SA COMPANY GUAR 144A 06/27 3.1                | CUSIP: 02109TAE2<br>LEI: 254900MMZQESKBV0DI36 | Long             | DBT              | CORP              | LU        |      5500000 | PA      | $330000.00    | 0.01%             | 2027-06-25      | Fixed         | 3.10%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-13                                                | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 13 6A1               | CUSIP: 61756HBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3863331 | PA      | $2000320.61   | 0.07%             | 2037-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2002-81                                               | GOVERNMENT NATIONAL MORTGAGE A GNR 2002 81 Z                 | CUSIP: 38373VN89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        59012 | PA      | $58864.59     | 0.00%             | 2042-09-16      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $10285.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $206.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-1995.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / MIDWEST GAMING FINANCE CORP                        | MIDWEST GMNG BOR/MWG FIN SR SECURED 144A 05/29 4.875         | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1358516.74   | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3238 FN 01/48 FIXED 3.5                          | CUSIP: 31418CS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       600840 | PA      | $558965.57    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS6                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A2             | CUSIP: 74922EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        40146 | PA      | $32979.84     | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 12/29 4.625                        | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1804881.06   | 0.06%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2004-5                                                   | GSR MORTGAGE LOAN TRUST GSR 2004 5 2A1                       | CUSIP: 36228FW51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        26765 | PA      | $26920.75     | 0.00%             | 2034-05-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                      | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 05/48 6.15        | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      2820000 | PA      | $2689258.60   | 0.09%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260417                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $168482.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2018-1                                              | RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2              | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1064525 | PA      | $1097897.86   | 0.04%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                              | ANTARES HOLDINGS SR UNSECURED 144A 01/27 2.75                | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1028267.79   | 0.04%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                       | REPUBLIC OF KENYA SR UNSECURED 144A 02/31 9.75               | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      2100000 | PA      | $2157986.69   | 0.07%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                                        | OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/28 5.625         | CUSIP: M75242BJ1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      5400000 | PA      | $5469375.04   | 0.19%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260423                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-292.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS SR SECURED 144A 07/31 8.5           | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4022620.00   | 0.14%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KZT BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-12138.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/35 5.75                              | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2571290.80   | 0.09%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A 06/33 6.625                         | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      3300000 | PA      | $3580564.61   | 0.12%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                                        | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      9000000 | PA      | $9058500.00   | 0.31%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260423                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-1393.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 12/26 2.2                | CUSIP: ACI1H0BK8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      6900000 | PA      | $4675440.53   | 0.16%             | 2026-12-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 04/26 0.00000                                  | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       114000 | PA      | $113770.54    | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                             | PT PERTAMINA (PERSERO) SR UNSECURED 144A 02/60 4.15          | CUSIP: 69370PAJ0<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      1000000 | PA      | $695123.43    | 0.02%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5                    | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3900000 | PA      | $2808429.00   | 0.10%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-2CON                                               | BANKERS HEALTHCARE GROUP SECUR BHG 2025 2CON B 144A          | CUSIP: 05494LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7500000 | PA      | $7532347.50   | 0.26%             | 2036-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                             | CARNIVAL CORP COMPANY GUAR 144A 05/29 5.125                  | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      4000000 | PA      | $3972826.40   | 0.14%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2017-1A                                       | SPIRIT AIR 2017 1 PTT A PASS THRU CE 08/31 3.65              | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        57614 | PA      | $52745.37     | 0.00%             | 2031-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                  | YUM  BRANDS INC SR UNSECURED 01/32 4.625                     | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      2125000 | PA      | $2030687.21   | 0.07%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-22393.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542            | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       600000 | PA      | $599224.77    | 0.02%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                      | REPUBLIC OF ANGOLA SR UNSECURED REGS 11/49 9.125             | CUSIP: ACI1H0293<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      4700000 | PA      | $4098781.59   | 0.14%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOANTR 2006-OC2                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC2 1A             | CUSIP: 12668BRC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2981557 | PA      | $2606657.26   | 0.09%             | 2036-02-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5                | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       130000 | PA      | $86025.95     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPIRIT AVIATION HLDGS INC WARRANTS                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        17713 | NC      | $1417.04      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260417                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $57.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260430                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-8536.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)                | CCO HLDGS LLC/CAP CORP SR UNSECURED 05/32 4.5                | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1005958.63   | 0.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 09/59 3.65                             | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5552000 | PA      | $3600399.27   | 0.12%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-C                                    | CPS AUTO TRUST CPS 2025 C B 144A                             | CUSIP: 12634SAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1800000 | PA      | $1805158.44   | 0.06%             | 2029-12-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                     | HUNGARY SR UNSECURED 144A 09/51 3.125                        | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1125000 | PA      | $672618.83    | 0.02%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERT 2007-BC2                                           | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 2A4              | CUSIP: 12669QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2029293 | PA      | $2001064.74   | 0.07%             | 2037-06-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-1164.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2026-A                                                | CPS AUTO TRUST CPS 2026 A B 144A                             | CUSIP: 22410MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2990000 | PA      | $2983399.87   | 0.10%             | 2030-09-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2008-R2                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A              | CUSIP: 46632TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       357775 | PA      | $333273.90    | 0.01%             | 2037-07-27      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 01/41 6                     | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3500000 | PA      | $2911350.02   | 0.10%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $4190.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP BOA                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |            1 | NC      | $100060.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP JR SUBORDINA 08/56 VAR                            | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2834950.50   | 0.10%             | 2056-08-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-4384.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                                     | YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947         | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      5124452 | PA      | $5593543.79   | 0.19%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375           | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |       575000 | PA      | $604840.37    | 0.02%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-22031.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2005-1                                            | DEUTSCHE ALT A SECURITIES INC DBALT 2005 1 1A1               | CUSIP: 251510CV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       611345 | PA      | $604014.32    | 0.02%             | 2035-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2000-32                                                               | FANNIE MAE FNR 2000 32 FM                                    | CUSIP: 31358SNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          410 | PA      | $409.67       | 0.00%             | 2030-10-18      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP GST                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |            1 | NC      | $280168.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                             | ROCKET COS INC COMPANY GUAR 144A 02/32 7.125                 | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1850000 | PA      | $1908400.80   | 0.07%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HIPOTECARIA SU CASITA SA                                                         | HIPOTECARIA SU CASITA SA COMMON STOCK                        | CUSIP: ACI012L97<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       157773 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     26579550 | PA      | $17834878.05  | 0.61%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC / BPR CUMULUS LLC / BPR NIMBUS LLC / GGSI SELLCO LL | BROOKFIELD PPTY REIT INC SR SECURED 144A 05/26 5.75          | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1037000 | PA      | $1036574.52   | 0.04%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                     | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR              | CUSIP: ACI1Q6JR2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      5235019 | PA      | $4602890.46   | 0.16%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| CREDIT OPPORTUNITIES PARTNERS JV LLC                                             | CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE A   | CUSIP: 955SEWII1<br>LEI: 5493003CSKFS2RY0JR63 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2677645.92   | 0.09%             | 2028-03-20      | Fixed         | 6.52%                 | Yes           |                  3 | On Loan: No      |
| PAKISTAN GOVT                                                                    | ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/26 6            | CUSIP: ACI1WVL30<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      4600000 | PA      | $4598849.49   | 0.16%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-421530.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-7606.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CO-2007-BC4                                          | STRUCTURED ASSET SECURITIES CO SASC 2007 BC4 A1              | CUSIP: 86365DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       510432 | PA      | $499918.83    | 0.02%             | 2037-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | LITHIA MOTORS INC COMPANY GUAR 144A 10/30 5.5                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2451150.88   | 0.08%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM1                                | SECURITIZED ASSET BACKED RECEI SABR 2006 WM1 A2C             | CUSIP: 81375WKD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       176794 | PA      | $174660.82    | 0.01%             | 2035-12-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |      -402267 | PA      | $-406507.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-4                                             | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 4 1A12               | CUSIP: 02660LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       364141 | PA      | $183142.69    | 0.01%             | 2046-10-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $457.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3276 FN 02/48 FIXED 3.5                          | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       830547 | PA      | $773639.25    | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-6                                              | PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A            | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       115298 | PA      | $115478.51    | 0.00%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260422                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $2640.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-DA                                                | NELNET STUDENT LOAN TRUST NSLT 2025 DA A1A 144A              | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5155377 | PA      | $5095945.01   | 0.17%             | 2054-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG            | CUSIP: 952NPK908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |       500000 | PA      | $175000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA - PETROPERU SA                                             | PETROLEOS DEL PERU SA SR UNSECURED REGS 06/47 5.625          | CUSIP: P7808BAB3<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      4875000 | PA      | $3425175.00   | 0.12%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $1437.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260401                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $126.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.9255 05/08/25-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-25537.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KZT BOUGHT USD 20260603                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-13904.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAN 10YR BOND FUT JUN26 XMOD 20260619                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          249 | NC      | $-367439.83   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | BOUGHT NZD SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $-54947.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                                     | YINSON BORONIA PRODUCTIO SR SECURED REGS 07/42 8.947         | CUSIP: N9733XAA5<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |       194292 | PA      | $212077.49    | 0.01%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65             | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       340500 | PA      | $331508.69    | 0.01%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA SR UNSECURED 144A 01/35 6                           | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      1800000 | PA      | $1837287.07   | 0.06%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 06/28 5.75              | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       890000 | PA      | $904104.72    | 0.03%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3                | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100394 | PA      | $97382.93     | 0.00%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 E 144A          | CUSIP: 69546YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       579613 | PA      | $565287.62    | 0.02%             | 2032-04-15      | Fixed         | 10.27%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $2416.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-WFH3                                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH3 M1             | CUSIP: 17313CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       188823 | PA      | $188908.86    | 0.01%             | 2037-06-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| EMF-NL BV 2008-APRX                                                              | EMF NL BV EMFNL 2008 APRX A2 REGS                            | CUSIP: B39M0PII2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | NL        |        58140 | PA      | $67059.02     | 0.00%             | 2041-04-17      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-79CB                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 79CB A3            | CUSIP: 12668BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        94917 | PA      | $50089.83     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75               | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       100000 | PA      | $74958.07     | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                                | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5         | CUSIP: B1VXHCII8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     27535000 | PA      | $9271034.50   | 0.32%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                                | NEWMARK GROUP INC SR UNSECURED 01/29 7.5                     | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1573432.50   | 0.05%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                                                  | BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1                   | CUSIP: 073868AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        83575 | PA      | $45800.46     | 0.00%             | 2036-11-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-18864.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-3                                              | SAXON ASSET SECURITIES TRUST SAST 2007 3 2A3                 | CUSIP: 80557BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4324124 | PA      | $4096819.04   | 0.14%             | 2047-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/41 1.875                                  | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     57400000 | PA      | $39786496.02  | 1.36%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260416                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-5184.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-1079.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HOLDINGS INC                                                     | SPIRIT AVIATION HOLDINGS INC COMMON STOCK USD.0001           | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26823 | NS      | $6705.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAKISTAN GOVT                                                                    | ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/31 7.375        | CUSIP: ACI1WVNF1<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      2200000 | PA      | $2039083.97   | 0.07%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEMEX LCDS SP DUB                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $9279.17      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MGM CHINA HOLDINGS LIMITED                                                       | MGM CHINA HOLDINGS LTD SR UNSECURED 144A 02/27 4.75          | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      3900000 | PA      | $3857120.48   | 0.13%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR5                                              | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1             | CUSIP: 39538WEA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        15491 | PA      | $14964.31     | 0.00%             | 2045-11-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                            | MERCURY AGGREGATOR L P TRANCHE 1 TERM LOAN                   | CUSIP: BA000FDV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        41312 | PA      | $0.00         | 0.00%             | 2027-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260414                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $4212.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/33 5.773         | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       180883 | PA      | $183464.55    | 0.01%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDC SR SECURED REGS 02/38 6.129         | CUSIP: ACI2CZC56<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      3700000 | PA      | $3750993.66   | 0.13%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2006-HE1                                               | ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2C             | CUSIP: 00075WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       453898 | PA      | $253968.90    | 0.01%             | 2037-01-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY SUBORDINATED 01/32 VAR                      | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $2788953.48   | 0.10%             | 2032-01-14      | Floating      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| REACH ABS TRUST 2026-1 2026-1A                                                   | REACH FINANCIAL LLC REACH 2026 1A A 144A                     | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       745188 | PA      | $745382.72    | 0.03%             | 2033-02-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75                  | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     13456000 | PA      | $10747916.08  | 0.37%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | GRAY MEDIA INC SECURED 144A 07/32 9.625                      | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3002599.50   | 0.10%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP                                 | WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25         | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3788381.50   | 0.13%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 C                | CUSIP: 80287NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6800000 | PA      | $6863416.80   | 0.23%             | 2031-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-2                                                  | BEAR STEARNS ALT A TRUST BALTA 2006 2 23A1                   | CUSIP: 07386HF71<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       113487 | PA      | $93930.90     | 0.00%             | 2036-03-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                      | REPUBLIC OF SERBIA SR UNSECURED REGS 06/29 1.5               | CUSIP: ACI1CRTF6<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      6500000 | PA      | $6862548.60   | 0.23%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                                    | DISCOVERY HOLDINGS INC COMPANY GUAR 03/32 4.279              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      2950000 | PA      | $2614437.50   | 0.09%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $725057.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZF EUROPE FINANCE BV SNR SE ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |            1 | NC      | $744153.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR17                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A             | CUSIP: 929227XB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          462 | PA      | $448.47       | 0.00%             | 2042-11-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PANAMA LA SP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-6081.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/27 3.15               | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       200000 | PA      | $197243.17    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                          | SASOL FINANCING USA LLC COMPANY GUAR 09/26 4.375             | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1792419.48   | 0.06%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A4                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 1A1                   | CUSIP: 46628LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        31299 | PA      | $20812.71     | 0.00%             | 2036-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2006-19                        | COUNTRYWIDE HOME LOANS CWHL 2006 19 1A7                      | CUSIP: 12543XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2678937 | PA      | $1189912.19   | 0.04%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-A10                                             | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A10 A               | CUSIP: 59020UZ65<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       249643 | PA      | $247531.37    | 0.01%             | 2036-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | TURKIYE GOVERNMENT BOND BONDS 08/26 36                       | CUSIP: ACI2QWYR6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    122000000 | PA      | $2700880.50   | 0.09%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | FORD MOTOR CREDIT COMPANY LLC SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $21517.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                             | BWX TECHNOLOGIES INC COMPANY GUAR 144A 06/28 4.125           | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      1770000 | PA      | $1722239.03   | 0.06%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-1437.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OXFORD FINANCE LLC / OXFORD FINANCE CO-ISSUER II INC                             | OXFORD FIN LLC/CO ISS II SR UNSECURED 144A 02/27 6.375       | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $991875.30    | 0.03%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZT2087 FR 06/49 FIXED 4                    | CUSIP: 3132AEJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       264546 | PA      | $253348.33    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US INC USD TERM LOAN                    | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |      3000000 | PA      | $2427495.00   | 0.08%             | 2032-10-07      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.9271 05/08/25-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-202286.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2              | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1285900 | PA      | $1254005.95   | 0.04%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                      | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                     | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     19818097 | PA      | $193008445.29 | 6.59%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL 008927 G2 07/26 FLOATING VAR                    | CUSIP: 36202K4L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          166 | PA      | $166.48       | 0.00%             | 2026-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                        | QXO BUILDING PRODUCTS SR SECURED 144A 04/32 6.75             | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3062598.00   | 0.10%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260416                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-2945.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                                  | COSTA RICA GOVERNMENT UNSECURED 144A 11/54 7.3               | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      1700000 | PA      | $1839459.50   | 0.06%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 10/28 3.125                 | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1827036.28   | 0.06%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-33582.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                    | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 09/51 8.75          | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1900000 | PA      | $1670842.86   | 0.06%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $22304.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2005-12                                            | CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 8A1              | CUSIP: 225470SB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       382083 | PA      | $247035.34    | 0.01%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2004-A3                                             | MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A3 2A               | CUSIP: 59020UHG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        70817 | PA      | $63910.94     | 0.00%             | 2034-05-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 01/29 VAR                   | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7873675.60   | 0.27%             | 2029-01-23      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| ARES LXII CLO LTD 2021-62A                                                       | ARES CLO LTD ARES 2021 62A A2R 144A                          | CUSIP: 00192WAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3100000 | PA      | $3101419.55   | 0.11%             | 2034-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2026 1 A2               | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3200000 | PA      | $3199165.44   | 0.11%             | 2029-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| YELLOWSTONE ENERGY LP                                                            | YELLOWSTONE ENERGY LP SR SECURED 12/26 5.75                  | CUSIP: 98580LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       468920 | PA      | $464282.40    | 0.02%             | 2026-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 05/35 6.75        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2000583.60   | 0.07%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                                  | COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001                 | CUSIP: ACI3859N0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      3000000 | PA      | $3573519.01   | 0.12%             | 2036-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-225.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BH4959 FN 08/47 FIXED 3.5                          | CUSIP: 3140GTQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        48274 | PA      | $45115.69     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  JUN26 IFLL 20260626                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          462 | NC      | $-2860172.73  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| JANE STREET GROUP / JSG FINANCE INC                                              | JANE STREET GRP/JSG FIN SR SECURED 144A 04/31 7.125          | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5300000 | PA      | $5451399.80   | 0.19%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                                          | EMPRESA DE LOS FERROCARR SR UNSECURED 144A 08/50 3.068       | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |      1700000 | PA      | $1059891.86   | 0.04%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-2                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 B 144A            | CUSIP: 69545GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2299758 | PA      | $2301556.38   | 0.08%             | 2032-10-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260505                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $172317.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                        | NATIONAL FUEL GAS CO SR UNSECURED 03/31 2.95                 | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1045878.07   | 0.04%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9              | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1534852.03   | 0.05%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 05/30 5.25          | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1650464.10   | 0.06%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-18138.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ARGENTINA LA SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $6826.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INGEVITY CORPORATION                                                             | INGEVITY CORP COMPANY GUAR 144A 11/28 3.875                  | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1537126.56   | 0.05%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $1377.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/30 5.15                            | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2835000 | PA      | $2883477.31   | 0.10%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR5                                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A            | CUSIP: 17311LAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       112020 | PA      | $101227.28    | 0.00%             | 2037-04-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTERNATIONAL SARL                                                 | CIRSA FINANCE INTER SR SECURED REGS 10/32 VAR                | CUSIP: ACI3143S5<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      1800000 | PA      | $2074243.09   | 0.07%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260417                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $3382.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                                               | TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A              | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       195116 | PA      | $198727.15    | 0.01%             | 2058-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 06/41 3.5                | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2200000 | PA      | $1544287.21   | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC SR UNSECURED 06/30 5                     | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      2125000 | PA      | $2154421.14   | 0.07%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                        | VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75            | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      3200000 | PA      | $3071346.94   | 0.10%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                                                       | TWILIO INC COMPANY GUAR 03/29 3.625                          | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1722602.88   | 0.06%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $1188.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-2                                   | AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1               | CUSIP: 02660CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1588853 | PA      | $920311.96    | 0.03%             | 2047-03-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST 2026-1A                                               | GLS AUTO RECEIVABLES TRUST GCAR 2026 1A A3 144A              | CUSIP: 36274AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3150000 | PA      | $3140073.72   | 0.11%             | 2029-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-HYB2                                                 | COUNTRYWIDE HOME LOANS CWHL 2004 HYB2 6A                     | CUSIP: 12669FTM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        29650 | PA      | $29505.87     | 0.00%             | 2034-07-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                            | CLOVER HOLDINGS 2 LLC TERM LOAN B                            | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4922000 | PA      | $4725120.00   | 0.16%             | 2031-12-09      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5                | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      2300000 | PA      | $2414837.85   | 0.08%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                               | BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 07/33 7.5         | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $2751507.00   | 0.09%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      4200000 | NS      | $4137504.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACK SEC TR 2003-I                                          | WELLS FARGO MORTGAGE BACKED SE WFMBS 2003 I A1               | CUSIP: 949802AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         6321 | PA      | $6244.06      | 0.00%             | 2033-09-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-87.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 06/20/24-7Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-73507.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $11101.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC SR SECURED 06/41 4.2                  | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       500000 | PA      | $403332.71    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-1474.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20261221                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-1450.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1                                          | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3            | CUSIP: 83612NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1211008 | PA      | $321500.72    | 0.01%             | 2037-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BN5342 FN 03/49 FIXED 4                            | CUSIP: 3140JM5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       380625 | PA      | $364574.41    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2026 1 A3               | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8400000 | PA      | $8349379.92   | 0.28%             | 2030-07-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                                                                    | GFL ENVIRONMENTAL INC 2025 TERM LOAN B                       | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | CA        |      1616875 | PA      | $1618904.18   | 0.06%             | 2032-03-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QA3                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA3 A1              | CUSIP: 74923XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       179846 | PA      | $170244.22    | 0.01%             | 2037-05-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $2487728.82   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL LIMITED PARTNERSHIP                                                      | CITADEL LP SR UNSECURED 144A 01/32 6.375                     | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |      2125000 | PA      | $2203713.49   | 0.08%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PROFRAC HOLDINGS II LLC                                                          | PROFRAC HOLDINGS II LLC SR SECURED 144A 01/29 VAR            | CUSIP: 74319TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       535000 | PA      | $533662.50    | 0.02%             | 2029-01-23      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| CIMA FINANCE DESIGNATED ACTIVITY COMPANY                                         | CIMA FINANCE LTD SECURED REGS 09/29 2.95                     | CUSIP: ACI1SB354<br>LEI: 213800AALTMFR1SJLJ51 | Long             | DBT              | CORP              | IE        |      1899584 | PA      | $1777425.97   | 0.06%             | 2029-09-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 2 PLC                                                         | TESCO PROPERTY FIN 2 PLC SR SECURED REGS 10/39 6.0517        | CUSIP: B41QB0II2<br>LEI: 2138008F9VZUZWUBZD27 | Long             | DBT              | CORP              | GB        |      6117641 | PA      | $8209392.34   | 0.28%             | 2039-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $301.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-10345.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORPORATION                                                   | SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875             | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3169376.96   | 0.11%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $4057.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                                                  | BEAR STEARNS ALT A TRUST BALTA 2006 6 2A1                    | CUSIP: 073868AM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        92130 | PA      | $38814.48     | 0.00%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-84677.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICAN T BILLS BILLS 05/26 0.00000                    | CUSIP: ACI2XB1Q2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     32000000 | PA      | $1877078.75   | 0.06%             | 2026-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-113.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2                        | CUSIP: ACI30Y3M3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    140000000 | PA      | $810809.99    | 0.03%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PTC INC                                                                          | PTC INC COMPANY GUAR 144A 02/28 4                            | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |       200000 | PA      | $195071.40    | 0.01%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                                       | HARDWOOD FUNDING LLC CORP0HRD7                               | CUSIP: 955NUHII7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2402909.78   | 0.08%             | 2028-06-07      | Fixed         | 4.84%                 | Yes           |                  3 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2007-OA5                                              | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA5 A1B            | CUSIP: 93936RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1886 | PA      | $5855.34      | 0.00%             | 2047-05-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.245 03/10/26-01/02/31 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-18466.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APACHE CORPORATION                                                               | APACHE CORP SR UNSECURED 11/27 4.875                         | CUSIP: 037411BJ3<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |       870000 | PA      | $875489.45    | 0.03%             | 2027-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $24716.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 09/30 4                    | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       550000 | PA      | $497099.90    | 0.02%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-97069.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                               | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE B TERM LOAN      | CUSIP: 65131PAD1<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |       669695 | PA      | $220999.30    | 0.01%             | 2029-04-30      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569                 | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3175000 | PA      | $2903448.50   | 0.10%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QA6                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1              | CUSIP: 74922MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        65972 | PA      | $62087.97     | 0.00%             | 2036-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM4                                | SECURITIZED ASSET BACKED RECEI SABR 2006 WM4 A2D             | CUSIP: 81377XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22484094 | PA      | $5880310.18   | 0.20%             | 2036-11-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  JUN26 XEUR 20260608                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          201 | NC      | $-727850.74   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| VENEZUELAN GOVT                                                                  | REPUBLIC OF VENEZUELA SR UNSECURED REGS 08/31 11.95          | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |        50000 | PA      | $25750.00     | 0.00%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 09/31 5.625        | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      2000000 | PA      | $2020206.94   | 0.07%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $2082.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-889.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2026-2A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2026 2A B                 | CUSIP: 30166WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1002111.60   | 0.03%             | 2031-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3                                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A         | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1919671 | PA      | $1862492.78   | 0.06%             | 2059-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 11/29 5.375                | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      3149000 | PA      | $3038967.64   | 0.10%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WAMU MORTGAGE P/T CERTIFICATES 2007-OA1                                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA1 A1A             | CUSIP: 92926WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       230058 | PA      | $216086.19    | 0.01%             | 2047-02-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $51.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                      | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 02/50 4.375       | CUSIP: 71568PAM1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      1000000 | PA      | $739647.10    | 0.03%             | 2050-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER                   | ALLIANT HOLD / CO ISSUER SR SECURED 144A 10/31 6.5           | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1573116.16   | 0.05%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12                              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1            | CUSIP: 07387AGE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       133089 | PA      | $123949.59    | 0.00%             | 2036-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $18695.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | CENCORA INC SR UNSECURED 05/32 3.625                         | CUSIP: ACI2X73C0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      1850000 | PA      | $2117103.82   | 0.07%             | 2032-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.2914 05/08/25-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-348102.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS ROYCE PLC COMPANY GUAR 144A 10/27 5.75                 | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      3200000 | PA      | $3251538.02   | 0.11%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                                      | RAYONIER LP COMPANY GUAR 05/31 2.75                          | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |       300000 | PA      | $269785.77    | 0.01%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-57                                              | FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1                  | CUSIP: 31394JD87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         2732 | PA      | $2819.48      | 0.00%             | 2043-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       310451 | PA      | $302052.86    | 0.01%             | 2031-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                         | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $2949927.68   | 0.10%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $49215.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                            | QNITY ELECTRONICS INC SR SECURED 144A 08/32 5.75             | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       900000 | PA      | $902196.90    | 0.03%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 06/30 2.1                   | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1080378.23   | 0.04%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP / JSG FINANCE INC                                              | JANE STREET GRP/JSG FIN SR SECURED 144A 11/32 6.125          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2474384.25   | 0.08%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $2823.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-3677.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEST STREET GLOBAL GROWTH PARTNERS LP                                            | PROJECT HUDSON II FIXED TERM LOAN                            | CUSIP: BA0004RR0<br>LEI: 549300VKOBL0QVVJAP44 | Long             | ABS-MBS          | CORP              | US        |      1700000 | PA      | $1706002.12   | 0.06%             | 2026-05-29      | Fixed         | 7.73%                 | No            |                  3 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA NOTES 12/26 10.5                    | CUSIP: ACI34X960<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      3000000 | PA      | $181126.69    | 0.01%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                            | QNITY ELECTRONICS INC COMPANY GUAR 144A 08/33 6.25           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |       700000 | PA      | $708670.90    | 0.02%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOLERA LLC (POLARIS NEWCO LLC)                                                   | POLARIS NEWCO, LLC USD TERM LOAN B                           | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      2362456 | PA      | $2085611.75   | 0.07%             | 2028-06-02      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                   | VAR ENERGI ASA SR UNSECURED 144A 05/30 5.875                 | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      4200000 | PA      | $4337119.08   | 0.15%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                                 | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 11/54 9.65         | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      2750000 | PA      | $2923800.00   | 0.10%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2006-FF13                                            | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF13 A2D             | CUSIP: 30247DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       708889 | PA      | $465617.50    | 0.02%             | 2036-10-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZF EUROPE FINANCE BV SNR SE ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |            1 | NC      | $116090.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      6100000 | PA      | $7065605.60   | 0.24%             | 2033-03-15      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3383 FN 06/48 FIXED 3.5                          | CUSIP: 31418CXM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       109770 | PA      | $102067.25    | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSR MTGE LOAN TRUST 2004-7                                                       | GSR MORTGAGE LOAN TRUST GSR 2004 7 3A1                       | CUSIP: 36228F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         6703 | PA      | $6547.05      | 0.00%             | 2034-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                                | U S RENAL CARE INC 2025 TERM LOAN                            | CUSIP: BA000SL02<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     11900000 | PA      | $12123506.99  | 0.41%             | 2030-09-25      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                      | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61600000 | PA      | $58084962.32  | 1.98%             | 2056-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260422                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-7968.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 3 C                | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5700000 | PA      | $5712768.00   | 0.19%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $15924.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $31737.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-17                                                   | GSAA HOME EQUITY TRUST GSAA 2006 17 A3A                      | CUSIP: 362257AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10455555 | PA      | $3229517.95   | 0.11%             | 2036-11-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                         | ENCORE CAPITAL GROUP INC SR SECURED 144A 05/30 8.5           | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2010103.10   | 0.07%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY SUBORDINATED 07/31 VAR                      | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2275000 | PA      | $2319942.12   | 0.08%             | 2031-07-08      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260427                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $668.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST                                     | AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25          | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       603940 | PA      | $612523.10    | 0.02%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD 2018-1A                                                           | CARVAL CLO LTD CARVL 2018 1A AR 144A                         | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       671909 | PA      | $672606.58    | 0.02%             | 2031-07-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-22362.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $11130.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260423                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-1716.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                                                | PICARD GROUPE SAS SR SECURED REGS 07/29 6.375                | CUSIP: ACI2PTF79<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2339055.25   | 0.08%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                  | SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/30 2.55                | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       800000 | PA      | $749474.22    | 0.03%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | PARAMOUNT GLOBAL COMPANY GUAR 01/45 4.6                      | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $1375367.64   | 0.05%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-4731.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL 888233 FN 11/35 FIXED VAR                          | CUSIP: 31410FY66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        11489 | PA      | $11593.65     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-38586.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTGE PASS-THRU TR 2005-AR6                                         | FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR6 4A1            | CUSIP: 32051GJ89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        13862 | PA      | $13505.62     | 0.00%             | 2036-02-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-86.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK8947 FN 09/48 FIXED 3.5                          | CUSIP: 3140HN5H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        35295 | PA      | $32992.91     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC SR SUBORDINA 144A 01/34 6.75                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      4250000 | PA      | $4308883.75   | 0.15%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HOLDINGS SA                                                  | CONTOURGLOBAL POWER HLDG SR SECURED 144A 02/30 6.75          | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      1500000 | PA      | $1518735.00   | 0.05%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-QH2                                   | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 QH2 A1B 144A         | CUSIP: 23244LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       670761 | PA      | $585755.72    | 0.02%             | 2036-11-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $3560.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK5346 FN 07/48 FIXED 4                            | CUSIP: 3140HJ5G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         5193 | PA      | $4975.17      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB/STOCKHOLM BRANCH                     | SAMHALLSBYG HOLD COMPANY GUAR REGS 08/26 2.375               | CUSIP: ACI2STC79<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |      1100000 | PA      | $1263191.26   | 0.04%             | 2026-08-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 05/30 6.125                | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1663494.03   | 0.06%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH                              | BAMLL COML MTG SECS TR 2024 04/42 1                          | CUSIP: 05554WAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1450000 | PA      | $1107707.49   | 0.04%             | 2042-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST                                     | AIR CANADA 2015 1A PTT PASS THRU CE 144A 09/28 3.6           | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       376408 | PA      | $371386.79    | 0.01%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                       | ANGLO AMERICAN CAPITAL COMPANY GUAR 144A 03/31 4.625         | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $2967436.32   | 0.10%             | 2031-03-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260403                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-10993.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2005-OP2                                                | SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M4              | CUSIP: 81375WHC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3150500 | PA      | $2402432.36   | 0.08%             | 2035-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC / FIRST TRANSIT PARENT INC                               | FRST STU BID/FRST TRANS SR SECURED 144A 07/29 4              | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2675000 | PA      | $2562628.60   | 0.09%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SPIRIT AVIATION HLDGS INC WARRANTS                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        12774 | NC      | $1021.92      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-5                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3               | CUSIP: 059523AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       184071 | PA      | $157903.22    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                                 | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1                     | CUSIP: 362341WZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        60810 | PA      | $59203.52     | 0.00%             | 2035-11-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A              | CUSIP: 17307GW79<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        48885 | PA      | $50048.05     | 0.00%             | 2035-10-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2023-B                                             | COLLEGE AVE STUDENT LOANS CASL 2023 B A1B 144A               | CUSIP: 19425MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3053136 | PA      | $3074122.96   | 0.10%             | 2054-06-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2005-EMX1                                           | RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M2             | CUSIP: 76110WQ66<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       944665 | PA      | $950781.27    | 0.03%             | 2035-03-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                               | NIAGARA ENERGY SAC SR UNSECURED 144A 10/34 5.746             | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |      1600000 | PA      | $1596764.16   | 0.05%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260507                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $88.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMC CLO 2022-27A LTD                                                            | AMERICAN MONEY MANAGEMENT CORP AMMC 2022 27A A1R 144A        | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1100068.30   | 0.04%             | 2037-01-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                       | EQUINIX EU 2 FINANCING C COMPANY GUAR 11/30 4.6              | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      6600000 | PA      | $6541374.05   | 0.22%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC                             | PRIMO / TRITON WATER HLD COMPANY GUAR 144A 04/29 6.25        | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3400000 | PA      | $3407976.40   | 0.12%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2019 2 A PTT PASS THRU CE 11/29 2.9               | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       471434 | PA      | $452123.72    | 0.02%             | 2029-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO (AMERICAN BUILDERS & CONTRACTORS SUPPLY CO INC)                    | ABC SUPPLY CO INC SR UNSECURED 144A 11/29 3.875              | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $948723.80    | 0.03%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875             | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1715945 | PA      | $1745755.37   | 0.06%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.5             | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1700000 | PA      | $1510549.93   | 0.05%             | 2031-07-12      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/29 6             | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $989605.00    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | NEXSTAR MEDIA INC SR UNSECURED 144A 04/34 7.25               | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1204844.02   | 0.04%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $12255.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QA2                                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1             | CUSIP: 761118TR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        72372 | PA      | $62751.84     | 0.00%             | 2036-02-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D C 144A             | CUSIP: 78450PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       408000 | PA      | $427419.49    | 0.01%             | 2053-09-15      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 01/31 2.25                     | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      2050000 | PA      | $1811294.62   | 0.06%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $12529.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                                             | KALLPA GENERACION SA SR UNSECURED 144A 01/32 5.875           | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |      1400000 | PA      | $1436400.00   | 0.05%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KONA SPC LTD                                                                     | KONA SPC LTD COMPANY GUAR REGS 09/26 VAR                     | CUSIP: ACI300008<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |      1200000 | PA      | $1396140.75   | 0.05%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $32538.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26182000 | PA      | $25228959.75  | 0.86%             | 2056-06-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)        | 1011778 BC / NEW RED FIN SECURED 144A 01/28 4.375            | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4660000 | PA      | $4597913.89   | 0.16%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SGD SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $-583.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STOR COMPANY GUAR 144A 12/32 9.625              | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      3698175 | PA      | $4113417.18   | 0.14%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-AF1                                            | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 AV1             | CUSIP: 59024KAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        73209 | PA      | $31530.14     | 0.00%             | 2037-06-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST 2002-11                                                   | BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1             | CUSIP: 07384MSH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           92 | PA      | $93.62        | 0.00%             | 2033-02-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2028750.00   | 0.07%             | 2028-08-16      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| RENEW PRIVATE LIMITED                                                            | RENEW POWER PVT LTD SR SECURED 144A 03/27 5.875              | CUSIP: 75975AAA8<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |       478000 | PA      | $473212.78    | 0.02%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3356 FN 05/48 FIXED 3.5                          | CUSIP: 31418CWS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       165523 | PA      | $153617.36    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR               | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      7095134 | PA      | $3802991.82   | 0.13%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 08/30 4.125         | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       625000 | PA      | $598740.15    | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.672          | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2718439 | PA      | $2747162.45   | 0.09%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                               | DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 10/28 18.4        | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |    826000000 | PA      | $1775929.45   | 0.06%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-1                                | BEAR STEARNS ASSET BACKED SECU BSABS 2007 1 M1               | CUSIP: 073860AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6192530 | PA      | $6540625.98   | 0.22%             | 2037-01-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                                    | DISCOVERY HOLDINGS INC COMPANY GUAR 03/42 5.05               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      2425000 | PA      | $1603666.37   | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $11652.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                                  | COMISION EJ HI RIO LEMPA GOVT GUARANT 144A 01/33 8.65        | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      2000000 | PA      | $2053000.00   | 0.07%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9                        | COUNTRYWIDE HOME LOANS CWHL 2004 J9 2A5                      | CUSIP: 12669GFK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       134117 | PA      | $135817.82    | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UNIVISION COMMUNICATIONS SR SECURED 144A 05/29 4.5           | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1034227.15   | 0.04%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MRGT PASS THRU CER 2003-1                                             | GREENPOINT MORTGAGE PASS THROU GMSI 2003 1 A1                | CUSIP: 395387AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        21934 | PA      | $21663.89     | 0.00%             | 2033-10-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25                 | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       350000 | PA      | $322973.07    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-6                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 6 B 144A            | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9999078 | PA      | $9930084.77   | 0.34%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RBSGC MORTGAGE PASS THROUGH CERTIFICATES 2008-A                                  | RBSGC MORTGAGE PASS THROUGH CE RBSGC 2008 A A1 144A          | CUSIP: 74928AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       754792 | PA      | $623722.03    | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                         | FLORA FOOD MANAGEMENT BV SR SECURED REGS 07/29 6.875         | CUSIP: ACI2PNX31<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |      3200000 | PA      | $3476210.11   | 0.12%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 12/99 5.75                | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2000000 | PA      | $1631700.00   | 0.06%             | 2099-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-178.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST NLC TRUST 2007-1                                                           | FIRST NLC TRUST FNLC 2007 1 A4 144A                          | CUSIP: 32115BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        81779 | PA      | $41329.81     | 0.00%             | 2037-08-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC                                   | PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000          | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |      7600000 | PA      | $5951104.00   | 0.20%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | CAMERON LNG LLC SR SECURED 144A 01/35 3.302                  | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |       300000 | PA      | $261052.11    | 0.01%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/27 3.65             | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1930000 | PA      | $1909875.23   | 0.07%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260417                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-8380.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                            | IVORY COAST SR UNSECURED REGS 01/32 4.875                    | CUSIP: ACI1T3QV9<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      4600000 | PA      | $4959348.75   | 0.17%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| START IRELAND 2019-1                                                             | START LTD. STARR 2019 1 A 144A                               | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |       150079 | PA      | $150192.94    | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                    | REPUBLIC OF PARAGUAY SR UNSECURED 144A 03/48 5.6             | CUSIP: 699149AF7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      1500000 | PA      | $1385700.00   | 0.05%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CAMEROON GOVT                                                                    | REPUBLIC OF CAMEROON SR UNSECURED REGS 07/32 5.95            | CUSIP: ACI1YYV64<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      2300000 | PA      | $2292093.75   | 0.08%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $27169.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE HOLDINGS LLC                                                         | BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR                  | CUSIP: 10924BAA5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       400000 | NS      | $340508.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260602                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $14274.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815            | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       800000 | PA      | $784252.58    | 0.03%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTG SEC 2005-3                                                   | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1              | CUSIP: 05949A6C9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        31307 | PA      | $28437.78     | 0.00%             | 2035-06-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | ARTHUR J GALLAGHER + CO SR UNSECURED 02/35 5.15              | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       900000 | PA      | $893126.51    | 0.03%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                          | GSG BIDCO LTD SR SECURED 144A 06/31 4.7                      | CUSIP: ACI38RGT1<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |      2500000 | PA      | $2866522.99   | 0.10%             | 2031-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 5.75          | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1030000 | PA      | $1036100.10   | 0.04%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-61                                              | FHLMC STRUCTURED PASS THROUGH FSPC T 61 1A1                  | CUSIP: 31395A3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        28708 | PA      | $28034.21     | 0.00%             | 2044-07-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-BA                                                | NELNET STUDENT LOAN TRUST NSLT 2025 BA A1A 144A              | CUSIP: 64032BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2026504 | PA      | $2019084.54   | 0.07%             | 2055-05-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-3665.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                               | ALTICE FRANCE SA 2025 EXT TERM LOAN B14                      | CUSIP: BA000QF60<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |      4718472 | PA      | $4737157.46   | 0.16%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                     | REPUBLIC OF ECUADOR SR UNSECURED 144A 01/34 8.75             | CUSIP: ACI389084<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1300000 | PA      | $1279200.00   | 0.04%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV COMPANY GUAR 144A 11/30 2.2                  | CUSIP: 46653KAA6<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |       335000 | PA      | $299223.74    | 0.01%             | 2030-11-23      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS A PASS THROUGH TRUST                                        | JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4                    | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1478175 | PA      | $1403451.13   | 0.05%             | 2034-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-104253.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)                      | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75          | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2520000 | PA      | $2320769.20   | 0.08%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-HE3                                                             | GSAMP TRUST GSAMP 2006 HE3 A2D                               | CUSIP: 36244KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1942828 | PA      | $1888249.32   | 0.06%             | 2046-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSECURED 11/31 8                      | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      2976000 | PA      | $3283422.35   | 0.11%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DOCTORS CO/THE                                                                   | DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5         | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2551797.08   | 0.09%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-4714.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 05/30 VAR                          | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $1871355.01   | 0.06%             | 2030-05-24      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SEK SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $-57083.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHOBANI LLC / CHOBANI FINANCE CORP INC                                           | CHOBANI LLC/FINANCE CORP SR SECURED 144A 11/28 4.625         | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1869298.28   | 0.06%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKEY EUR TERM LOAN A                           | CUSIP: BA0004GP6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | LON              | NUSS              | TR        |      4600000 | PA      | $5551471.59   | 0.19%             | 2031-04-27      | Floating      | 8.31%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260416                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-2407.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                                             | FERGUSON FINANCE PLC COMPANY GUAR 144A 06/30 3.25            | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $565461.80    | 0.02%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC SR SECURED 05/28 5.7                               | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1019925.00   | 0.03%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                      | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 07/49 4.875       | CUSIP: 71568PAK5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      3200000 | PA      | $2567571.20   | 0.09%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM2                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM2 A1 144A        | CUSIP: 36272EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10588159 | PA      | $10654751.35  | 0.36%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260417                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-421.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1                                          | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A2            | CUSIP: 83612TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2097136 | PA      | $1415490.21   | 0.05%             | 2037-06-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-10829.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20260406                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $8908.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM LTD                                                                | BANK HAPOALIM SR UNSECURED 144A REGS 01/33 5                 | CUSIP: ACI37Y6L5<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |      1100000 | PA      | $1087300.09   | 0.04%             | 2033-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3                                      | CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A       | CUSIP: 161927AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4985487 | PA      | $4471774.60   | 0.15%             | 2063-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | POLAND GOVT EM SP JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $49495.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA SR UNSECURED 01/36 6.7                    | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      9050000 | PA      | $9567298.00   | 0.33%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13                                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1           | CUSIP: 02149DAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       299864 | PA      | $269916.41    | 0.01%             | 2037-02-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 02/42 6.5                    | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       800000 | PA      | $834714.06    | 0.03%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                         | VIRGIN MEDIA BRISTOL LLC 2020 USD TERM LOAN Q                | CUSIP: G9368PBE3<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |      5630000 | PA      | $5444660.40   | 0.19%             | 2029-01-31      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                                                    | NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875                  | CUSIP: ACI21LG55<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |       600000 | PA      | $553500.00    | 0.02%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-W4                                                    | ARGENT SECURITIES INC. ARSI 2006 W4 A2D                      | CUSIP: 040104TH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       531760 | PA      | $125589.35    | 0.00%             | 2036-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                         | CLOUD SOFTWARE GRP INC SR SECURED 144A 08/33 6.625           | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1779959.40   | 0.06%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTG LN 2004-20                                          | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 20 3A1              | CUSIP: 863579HD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        35480 | PA      | $35294.21     | 0.00%             | 2035-01-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTERNATIONAL SARL                                                 | CIRSA FINANCE INTER SR SECURED REGS 10/31 4.875              | CUSIP: ACI315K04<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      1100000 | PA      | $1253261.06   | 0.04%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575            | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       709919 | PA      | $700535.13    | 0.02%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2004-FF10                                                | FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF10 M1              | CUSIP: 32027NMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         8618 | PA      | $8602.93      | 0.00%             | 2034-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ZIGGO (VZ SECURED FINANCING BV)                                                  | VZ SECURED FINANCING BV SR SECURED 144A 01/33 7.5            | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     10500000 | PA      | $9906738.45   | 0.34%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES INC                                                              | SPIRIT AIRLINES INC 2025 ROLL UP TERM LOAN                   | CUSIP: BA000TL67<br>LEI: 549300DCAFIXFNFR3304 | Long             | LON              | CORP              | US        |       607562 | PA      | $425293.70    | 0.01%             | 2026-07-14      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875         | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      7700000 | PA      | $7322653.03   | 0.25%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP JPM                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |            1 | NC      | $1200721.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S5                                              | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 2A1             | CUSIP: 161631AZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       924868 | PA      | $9.25         | 0.00%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                              | ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 10/33 4           | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2425000 | PA      | $2175532.98   | 0.07%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                       | REPUBLIC OF KENYA SR UNSECURED 144A 10/38 8.8                | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       500000 | PA      | $460506.91    | 0.02%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/43 3.75                                   | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1500000 | PA      | $1300195.32   | 0.04%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 01/35 11.75                       | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  20137000000 | PA      | $4992686.76   | 0.17%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FU SR UNSECURED 03/32 6.2              | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2353825.37   | 0.08%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $34739.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ECUADOR LA SP JPM                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $63220.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM OPERATING COMPANY GUAR 02/32 3.25              | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1136686.43   | 0.04%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHARTER COMM / CCO H SNR S* ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $150166.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 25-19A LTD                                              | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A B 144A          | CUSIP: 03331VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1400000 | PA      | $1385578.35   | 0.05%             | 2040-10-25      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT COMPANY                                                    | GACI FIRST INVESTMENT COMPANY GUAR REGS 02/53 5.125          | CUSIP: G3705QAE7<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |      2700000 | PA      | $2283618.64   | 0.08%             | 2053-02-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                       | GOEASY LTD COMPANY GUAR 144A 05/30 6.875                     | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |        75000 | PA      | $62233.23     | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY45 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $5770317.88   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2005-6                                            | DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A3               | CUSIP: 251510KH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       146405 | PA      | $125093.53    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/52 4.625                             | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1038601.90   | 0.04%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 01/33 6.5                  | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3900000 | PA      | $3823950.00   | 0.13%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-1                                           | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 1 AF3               | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       927119 | PA      | $225483.69    | 0.01%             | 2037-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $109.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL AZ0691 FN 11/45 FIXED 3.5                          | CUSIP: 3138YRXV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         2805 | PA      | $2630.02      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP COMPANY GUAR 10/35 5.875                    | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      2108000 | PA      | $2033557.81   | 0.07%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-72.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PALM RE LTD                                                                      | PALM RE LTD UNSECURED 144A 06/31 VAR                         | CUSIP: 69664FAA6<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |       250000 | PA      | $261650.00    | 0.01%             | 2031-06-09      | Floating      | 13.22%                | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 09/28 3.875        | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |       870000 | PA      | $847869.91    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTL NV COMPANY GUAR 144A 10/39 6               | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1300000 | PA      | $1319566.85   | 0.05%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                             | EUROSAIL PLC ESAIL 2007 3X A3A REGS                          | CUSIP: ACI01JMT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       754717 | PA      | $998991.93    | 0.03%             | 2045-06-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL BILLS 06/26 0.00000                         | CUSIP: ACI34K372<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   5200000000 | PA      | $3577296.17   | 0.12%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | LEVEL 3 FINANCING INC SR SECURED 144A 03/34 7                | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2560839.73   | 0.09%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP COMPANY GUAR 144A 02/32 4.125                  | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      3925000 | PA      | $3622366.80   | 0.12%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC)                 | PRIME SECSRVC BRW/FINANC SR SECURED 144A 04/26 5.75          | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        80000 | PA      | $80340.00     | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ CAPITAL SA                                                  | GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 04/34 8.625       | CUSIP: L4191BAB9<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |      5500000 | PA      | $4537500.00   | 0.15%             | 2034-04-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                          | SASOL FINANCING USA LLC COMPANY GUAR 09/28 6.5               | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      4350000 | PA      | $4406397.75   | 0.15%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                         | TRUST FIBRAUNO SR UNSECURED 144A 02/34 7.375                 | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       576000 | PA      | $609782.40    | 0.02%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2026-P1                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2026 P1 A2              | CUSIP: 14689FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4500000 | PA      | $4495725.00   | 0.15%             | 2029-06-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                                | MARS INC SR UNSECURED 144A 03/32 5                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2024269.64   | 0.07%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A              | CUSIP: 93363DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       606534 | PA      | $573233.31    | 0.02%             | 2046-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-3394.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-446.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $177460.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260520                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-32452.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $1254.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                                                    | COLUMBUS MCKINNON CORPORATION 2026 TERM LOAN B               | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |      1945227 | PA      | $1940363.93   | 0.07%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSECURED 06/30 4.375                     | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      3700000 | PA      | $3572642.67   | 0.12%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-BA                                                | NELNET STUDENT LOAN TRUST NSLT 2025 BA A1B 144A              | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2555157 | PA      | $2571568.43   | 0.09%             | 2055-05-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| UPG HI ISSUER TRUST 2025-2                                                       | UPG HI ISSUER TRUST UPGHI 2025 2 A 144A                      | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6521123 | PA      | $6487700.28   | 0.22%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 09/28 5.625                             | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1324000 | PA      | $1350777.90   | 0.05%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-645.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2025-2A                                                    | SWITCH ABS ISSUER, LLC SWTCH 2025 2A A21 144A                | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7100000 | PA      | $6946523.56   | 0.24%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG44 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $21886.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LN TR 2005-NC1                                               | CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC1 M3              | CUSIP: 144531BD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       845278 | PA      | $850339.46    | 0.03%             | 2035-02-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                       | REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR                | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      2642640 | PA      | $2526233.87   | 0.09%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO II LTD 2021-2A                                                   | SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A                    | CUSIP: 82812LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1300433.95   | 0.04%             | 2035-01-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 3.00000 09/16/26-30Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $401889.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $3647.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.255 03/10/26-01/02/31 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-140362.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002 AR2                                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A               | CUSIP: 929227LE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4788 | PA      | $4685.77      | 0.00%             | 2034-02-27      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                          | STANDARD INDUSTRI INC/NY SR UNSECURED 144A 01/28 4.75        | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1187095.92   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                      | GLOBAL MEDICAL RESPONSE INC 2025 TERM LOAN B                 | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |       997500 | PA      | $995629.69    | 0.03%             | 2032-10-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC COMPANY GUAR 11/31 8                      | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      2990000 | PA      | $3320665.54   | 0.11%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/17/25-7Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-163846.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                       | REPUBLIC OF KENYA SR UNSECURED 144A 03/36 9.5                | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      2700000 | PA      | $2649082.00   | 0.09%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | COMMONSPIRIT HEALTH SECURED 09/35 4.975                      | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2440819.53   | 0.08%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2007-FLX3                                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX3 A2             | CUSIP: 45670AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        52599 | PA      | $66798.29     | 0.00%             | 2037-06-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/29 3.75        | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2011233.84   | 0.07%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $3833.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECUR TRUST 2005-A15                                           | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 2A4             | CUSIP: 45660L3U1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       321407 | PA      | $121327.37    | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A2           | CUSIP: 02146VAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       594570 | PA      | $429629.93    | 0.01%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.56 03/12/26-01/02/31 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-4402.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS A PASS THROUGH TRUST                              | AMER AIRLINE 17 2 A PTT PASS THRU CE 04/31 3.6               | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       106935 | PA      | $102000.72    | 0.00%             | 2031-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PURE GYM LTD (PINNACLE BIDCO PLC)                                                | PINNACLE BIDCO PLC SR SECURED REGS 10/28 8.25                | CUSIP: ACI2K5J98<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3591685.96   | 0.12%             | 2028-10-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR16                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3            | CUSIP: 92925GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       137356 | PA      | $124981.58    | 0.00%             | 2036-12-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                  | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25                | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3125000 | PA      | $1500000.00   | 0.05%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 10/29 VAR                                       | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2615645.68   | 0.09%             | 2029-10-19      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2026-A                                                | CPS AUTO TRUST CPS 2026 A A 144A                             | CUSIP: 22410MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       990161 | PA      | $989710.39    | 0.03%             | 2029-12-17      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20260729                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $40281.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-2385.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1                                          | ALTICE FRAN LUX 3/HOLD 1 SR UNSECURED 144A 01/33 10          | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       100000 | PA      | $90998.79     | 0.00%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-3517.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO 2017-3A                                                                 | VOYA CLO LTD VOYA 2017 3A A1RR 144A                          | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3300000 | PA      | $3302432.40   | 0.11%             | 2034-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                             | EUROSAIL PLC ESAIL 2007 3X A3C REGS                          | CUSIP: B23DWGII5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |        74619 | PA      | $98770.56     | 0.00%             | 2045-06-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2005-S3                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A2                   | CUSIP: 466247ZP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       186893 | PA      | $81008.19     | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                            | IVORY COAST SR UNSECURED REGS 03/30 5.25                     | CUSIP: BD35RTII6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      3300000 | PA      | $3767847.48   | 0.13%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR              | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      2400000 | PA      | $2369941.80   | 0.08%             | 2028-11-03      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG SUBORDINATED REGS 02/33 VAR                   | CUSIP: BP83KSII8<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      1100000 | PA      | $1527725.52   | 0.05%             | 2033-02-28      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| KAERNTNER AUSGLEICHSZAHLUNGS-FONDS (KAF)                                         | KAF KAERTNER AUS (EUR) HETACAPP2 (EUR)                       | CUSIP: 934FUQII0<br>LEI: 5299005K04JUZBZIIE85 | Long             | DBT              | NUSS              | AT        |     23237688 | PA      | $2014446.51   | 0.07%             | 2049-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-7                                                | VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A              | CUSIP: 92539YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4077990 | PA      | $4108880.46   | 0.14%             | 2068-10-25      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $3070.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) JUN26 XCBT 20260630                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          236 | NC      | $-355750.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST COMPANY GUAR 144A 10/28 5.25         | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2275263.04   | 0.08%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UPGRADE AUTO RECEIVABLES TRUST 25-1A                                             | UPGRADE AUTO RECEIVABLES TRUST UPGA 2025 1A A3 144A          | CUSIP: 91531AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7550000 | PA      | $7537463.23   | 0.26%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THROUGH SEC T-63                                           | FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1                  | CUSIP: 31395M2F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         3029 | PA      | $2959.63      | 0.00%             | 2045-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 09/32 5                    | CUSIP: ACI309N04<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      2000000 | PA      | $2182268.33   | 0.07%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT JUN26 XCBT 20260618                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          345 | NC      | $-1373053.38  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL INVESTMENT HOLDING JSC                                         | BAITEREK NATL INV HOLD SR UNSECURED REGS 04/29 16.95         | CUSIP: ACI396P33<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    700000000 | PA      | $1453563.95   | 0.05%             | 2029-04-02      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP COMPANY GUAR 04/29 5.25                   | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       200000 | PA      | $203745.09    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                                 | HEALTHEQUITY INC COMPANY GUAR 144A 10/29 4.5                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1937473.80   | 0.07%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3069648.00   | 0.10%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG46 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $2259102.76   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2020-NQM2 TRUST                                                              | MFRA TRUST MFRA 2020 NQM2 A1 144A                            | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       789257 | PA      | $776117.12    | 0.03%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $5509.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2026-2A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2026 2A A3                | CUSIP: 30166WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4800000 | PA      | $4807732.80   | 0.16%             | 2030-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-NC2 2006-NC2                          | CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC2 A4              | CUSIP: 14453FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1370505 | PA      | $1342613.73   | 0.05%             | 2036-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-32781.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-10                                            | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 3A11             | CUSIP: 007036TE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        13175 | PA      | $12159.89     | 0.00%             | 2036-01-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 6.77000 03/10/26-2Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-19380.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY1                                               | TOWD POINT MORTGAGE TRUST TPMT 2019 HY1 A1 144A              | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3269590 | PA      | $3275618.73   | 0.11%             | 2048-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR5                                              | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR5 2A1            | CUSIP: 94983RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         7197 | PA      | $7110.98      | 0.00%             | 2036-04-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PANAMA LA SP BOA                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-25087.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 11/33 8.75                     | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      2715000 | PA      | $3288408.00   | 0.11%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD UZS BOUGHT USD 20261218                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-3757.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E SR SECURED 10/30 1.7                         | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1681614.68   | 0.06%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-3701.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 0  19/08    | CUSIP: ACI2ZQHY3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     36600000 | PA      | $2112733.82   | 0.07%             | 2026-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                                                             | SONANGOL FINANCE LTD COMPANY GUAR 144A 01/31 10              | CUSIP: ACI387RK2<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |      3400000 | PA      | $3390649.63   | 0.12%             | 2031-01-29      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ABILENE DC 5 LLC/ABILENE DC 6 LLC                                                | PROJECT FLASH TERM LOAN                                      | CUSIP: BA000KZ79<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1825787 | PA      | $1825786.66   | 0.06%             | 2030-04-30      | Floating      | 4.34%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260630                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-122.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260429                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $5957.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $213135.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 01/45 6.375                 | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      4710000 | PA      | $3713142.16   | 0.13%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 12.8669 12/05/25-01/02/31 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-462420.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 02/32 3.625       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      1825000 | PA      | $1660111.43   | 0.06%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QS7                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS7 1A3             | CUSIP: 74923WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        36032 | PA      | $30118.51     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA ROMANIA                                              | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       700000 | PA      | $799183.74    | 0.03%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORGITALGROUP (EFESTO BIDCO SPA/EFESTO US LLC)                                   | EFESTO BIDCO SPA/US LLC SR SECURED 144A 02/32 7.5            | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      3200000 | PA      | $3188179.46   | 0.11%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5                | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1255072.95   | 0.04%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | ENTERGY TEXAS INC 1ST MORTGAGE 03/31 1.75                    | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1748666.60   | 0.06%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.32 05/08/25-01/02/29 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-35706.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 04/29 7.625                 | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      5100000 | PA      | $5274797.86   | 0.18%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TR 2006-WF2                                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WF2 A1              | CUSIP: 17309BAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       120598 | PA      | $58765.40     | 0.00%             | 2036-05-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                     | GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7             | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1427396.11   | 0.05%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2                                      | CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A       | CUSIP: 16159RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5204146 | PA      | $4679268.64   | 0.16%             | 2063-03-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NZD SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $-27752.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-4                                                    | GSAA HOME EQUITY TRUST GSAA 2007 4 A3A                       | CUSIP: 3622EBAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       164324 | PA      | $65095.74     | 0.00%             | 2037-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $5378190.90   | 0.18%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                                      | SV RNO PROPERTY OWNER 1 SR SECURED 144A 03/31 5.875          | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3066171.44   | 0.10%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2003-AR9                                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 1A6             | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       813099 | PA      | $804063.05    | 0.03%             | 2033-09-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-4                                                  | BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2                   | CUSIP: 07386HSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       421567 | PA      | $408679.24    | 0.01%             | 2035-05-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INV TRUST 2007-MLN1                                           | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2D            | CUSIP: 59024UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       337962 | PA      | $321266.65    | 0.01%             | 2037-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KZT BOUGHT USD 20260604                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-6195.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260416                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $3600.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 07/35 VAR               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4050000 | PA      | $4065080.66   | 0.14%             | 2035-07-23      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $468813.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                             | PT PERTAMINA (PERSERO) SR UNSECURED 144A 11/48 6.5           | CUSIP: 69370PAC5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      3500000 | PA      | $3534411.62   | 0.12%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $107.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-3912.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                                   | REPUBLIC OF GUATEMALA SR UNSECURED REGS 10/33 3.7            | CUSIP: P5015VAM8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      2100000 | PA      | $1840387.50   | 0.06%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-26850.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                     | REPUBLIC OF SENEGAL UNSECURED 144A 05/33 6.25                | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      1700000 | PA      | $909741.33    | 0.03%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                       | REPUBLIC OF GHANA SR UNSECURED 144A 07/35 VAR                | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      4343040 | PA      | $3715153.63   | 0.13%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260428                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-378.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                       | KASEYA INC 2025 1L TERM LOAN B                               | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      2084250 | PA      | $1952442.03   | 0.07%             | 2032-03-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260602                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $9156.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-63599.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2006-S10                                           | RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S10 1A1             | CUSIP: 74958DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       164323 | PA      | $133752.41    | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-B                                           | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 B B                 | CUSIP: 14320BAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5500000 | PA      | $5473131.40   | 0.19%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2248                                                                 | FREDDIE MAC FHR 2248 FB                                      | CUSIP: 3133TPV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          830 | PA      | $829.96       | 0.00%             | 2030-09-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                                         | NEXI SPA SR UNSECURED REGS 02/28 0.0000                      | CUSIP: ACI1VXDF9<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      2900000 | PA      | $3090044.19   | 0.11%             | 2028-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC SR UNSECURED REGS 09/33 0.75               | CUSIP: ACI202DP7<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      4200000 | PA      | $3871637.70   | 0.13%             | 2033-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $1471.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIB DIVERSIFIED PAYMENT RIGHTS FINANCE CO                                        | CORPTB9D9                                                    | CUSIP: 954VMHII9<br>LEI: 549300L0OOCR1ME5E729 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2536066.42   | 0.09%             | 2034-11-15      | Floating      | 7.11%                 | Yes           |                  3 | On Loan: No      |
| TGS ASA                                                                          | TGS ASA SR SECURED 144A 01/30 8.5                            | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |      1000000 | PA      | $1048367.17   | 0.04%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-14                                                   | GSAA HOME EQUITY TRUST GSAA 2006 14 A2                       | CUSIP: 36298YAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       886993 | PA      | $189760.50    | 0.01%             | 2036-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC COMPANY GUAR 144A 06/32 6.25                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1830133.80   | 0.06%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                                                     | DELOITTE LLP SR UNSEC B                                      | CUSIP: 955GGZII8<br>LEI: 549300FJV7IV1ZHGAV28 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2006205.04   | 0.07%             | 2032-01-30      | Fixed         | 5.41%                 | Yes           |                  3 | On Loan: No      |
| PURPLE RE LTD                                                                    | PURPLE RE LTD UNSECURED 144A 06/27 VAR                       | CUSIP: 74639NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       700000 | PA      | $722120.00    | 0.02%             | 2027-06-07      | Floating      | 12.68%                | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO I LTD 2023-1A          | NEUBERGER BERMAN LOAN ADVISERS NEUBL 2023 1A A1R 144A        | CUSIP: 640977AN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2300000 | PA      | $2300289.13   | 0.08%             | 2036-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                             | HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 07/32 7.375        | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2225000 | PA      | $2309098.33   | 0.08%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2023 1 A PTT PASS THRU CE 07/37 5.8               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2731884 | PA      | $2821408.99   | 0.10%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                         | SNAP INC COMPANY GUAR 144A 03/34 6.875                       | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $4989334.14   | 0.17%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                                   | REPUBLIC OF SRI LANKA SR UNSECURED 144A 03/33 VAR            | CUSIP: ACI2SS6G8<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      1863252 | PA      | $1559690.98   | 0.05%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6                              | BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A1            | CUSIP: 07387YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        21226 | PA      | $21162.00     | 0.00%             | 2037-08-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                      | AKER BP ASA SR UNSECURED 144A 01/31 4                        | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      1300000 | PA      | $1247661.90   | 0.04%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECT CHASSISLINK (DCLI BIDCO LLC)                                              | DCLI BIDCO LLC 2ND MORTGAGE 144A 11/29 7.75                  | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      1075000 | PA      | $1087948.38   | 0.04%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/43 4.75                                   | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000000 | PA      | $4941406.25   | 0.17%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $11163.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 11/38 6.5                  | CUSIP: ACI35CDQ6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       700000 | PA      | $771585.50    | 0.03%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDINGS LLC                                                            | WR GRACE HOLDING LLC SR SECURED 144A 08/33 7                 | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1458045.00   | 0.05%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1188166 | PA      | $1150035.01   | 0.04%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-47897.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORP LOAN TRUST 2006-AR1                                           | GMAC MORTGAGE CORPORATION LOAN GMACM 2006 AR1 1A1            | CUSIP: 36185MDN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        25138 | PA      | $20924.36     | 0.00%             | 2036-04-19      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSECURED 144A 08/30 5.625                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      5400000 | PA      | $5373211.14   | 0.18%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 01/31 6.125                 | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3380047.42   | 0.12%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-A1                                             | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A1 A3               | CUSIP: 59023MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5359696 | PA      | $1601220.49   | 0.05%             | 2037-01-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                            | TAKEOFF MERGER SUB INC SR UNSECURED 144A 03/28 4.4           | CUSIP: 873923AA4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1492479.83   | 0.05%             | 2028-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2007-3                                          | STRUCTURED ADJUSTABLE RATE MOR SARM 2007 3 1A1               | CUSIP: 86363GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       200416 | PA      | $167679.51    | 0.01%             | 2047-04-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 01/30 6.943              | CUSIP: 126650BQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3585208 | PA      | $3692045.25   | 0.13%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $64625.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                              | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A            | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1828024 | PA      | $1538377.06   | 0.05%             | 2036-12-19      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ROMANIA EM SP BOA                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-159301.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)                                   | OLYMPUS WTR US HLDG CORP SR SECURED REGS 10/28 3.875         | CUSIP: ACI20N2W8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1969745.76   | 0.07%             | 2028-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3442 FN 08/48 FIXED 3.5                          | CUSIP: 31418CZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       198466 | PA      | $184374.22    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                               | SANTOS FINANCE LTD COMPANY GUAR 144A 04/31 3.649             | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      1325000 | PA      | $1240883.17   | 0.04%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ARGENTINA LA SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $8191.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | SUNOCO LP COMPANY GUAR 144A 03/31 5.625                      | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      3400000 | PA      | $3386802.22   | 0.12%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                       | REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       525422 | PA      | $444124.76    | 0.02%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $31467.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35             | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       300000 | PA      | $309721.51    | 0.01%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS CZK 3.57500 07/03/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $80504.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IFC EMERGING MARKETS SECURITIZATION 2025-1 LTD                                   | IFC EMERGING MARKETS SECURITIZ IFCEMS 2025 1A A 144A         | CUSIP: 45174DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2635845 | PA      | $2639040.42   | 0.09%             | 2035-12-31      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                                 | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8                 | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $1148949.00   | 0.04%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED 144A 11/29 9.5                   | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       799746 | PA      | $808711.95    | 0.03%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                     | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/40 VAR              | CUSIP: ACI1Q6LS7<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      2778480 | PA      | $2170687.50   | 0.07%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2018-C2                                                     | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 C2 A5              | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       600000 | PA      | $593109.96    | 0.02%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| CONGO GOVT                                                                       | REPUBLIC OF CONGO SR UNSECURED REGS 11/32 9.875              | CUSIP: ACI34V7Q2<br>LEI: 529900BXT90HR4QTB688 | Long             | DBT              | NUSS              | CG        |      3200000 | PA      | $3003868.61   | 0.10%             | 2032-11-07      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                            | MERCURY AGGREGATOR L P TRANCHE 2 TERM LOAN                   | CUSIP: BA000FDW9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        22254 | PA      | $0.00         | 0.00%             | 2027-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | ANTOFAGASTA PLC SR UNSECURED 144A 10/30 2.375                | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $717876.00    | 0.02%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $12148.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2026-A                                                 | NELNET STUDENT LOAN TRUST NSLT 2026 A A1A 144A               | CUSIP: 64032UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7672523 | PA      | $7579552.16   | 0.26%             | 2061-02-21      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS CZK 3.36500 11/28/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-272217.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR11                                          | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR11 2A1            | CUSIP: 45661KAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       150339 | PA      | $134458.83    | 0.00%             | 2036-06-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS INTERNATIONAL LP                                            | ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN                 | CUSIP: BA000JN59<br>LEI: 2549007PAQ06QVDCLR50 | Long             | LON              | CORP              | US        |      7500000 | PA      | $7548692.93   | 0.26%             | 2029-12-18      | Floating      | 7.22%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-17889.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-95793.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 11/34 5.75                 | CUSIP: ACI35CC95<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1800000 | PA      | $1965560.29   | 0.07%             | 2034-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WINDSTREAM ESCROW FINANCE CORP                         | WINDSTREAM SERVICES/ESCR SR SECURED 144A 10/31 8.25          | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2405425.10   | 0.08%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSECURED 05/45 5.875                        | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      2600000 | PA      | $1916331.33   | 0.07%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                      | STARWOOD PROPERTY TRUST SR UNSECURED 144A 01/31 5.75         | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2966252.70   | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                          | DOMINICAN REPUBLIC SR UNSECURED 144A 03/34 5.75              | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      2600000 | PA      | $2481700.00   | 0.08%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 4A1             | CUSIP: 92925VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1091414 | PA      | $994613.09    | 0.03%             | 2037-02-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                               | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE A TERM LOAN      | CUSIP: 65131PAC3<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      2893336 | PA      | $2132793.60   | 0.07%             | 2029-04-30      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL JSC                                                         | KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/47 5.75         | CUSIP: Y4596HAD9<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      1579000 | PA      | $1471787.79   | 0.05%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                       | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7         | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      3800000 | PA      | $1161872.47   | 0.04%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ FINANCE PLC                                                 | GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 01/29 2.95           | CUSIP: ACI1V9JH2<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |      4800000 | PA      | $3624000.00   | 0.12%             | 2029-01-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2007-5                                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A              | CUSIP: 41165AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       210469 | PA      | $186370.88    | 0.01%             | 2037-09-19      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $576.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       219409 | PA      | $202116.16    | 0.01%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $7219.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 1997-79                                                               | FANNIE MAE FNR 1997 79 PL                                    | CUSIP: 31359RAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         1712 | PA      | $1712.99      | 0.00%             | 2027-12-18      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5                     | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    326800000 | PA      | $18051469.25  | 0.62%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ0163 FN 12/47 FIXED 3.5                          | CUSIP: 3140H1FD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       327422 | PA      | $304987.32    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-17208.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC COMPANY GUAR 144A 06/29 4.125               | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1480000 | PA      | $1449290.78   | 0.05%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)JUN26 XCBT 20260618                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1085 | NC      | $-2231847.34  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP BPS                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |            1 | NC      | $400240.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING COMPANY INC                                                  | ALLEGION US HOLDING CO COMPANY GUAR 10/27 3.55               | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |       600000 | PA      | $591674.14    | 0.02%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-7                                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 MF1                | CUSIP: 126673Z21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       123290 | PA      | $122954.18    | 0.00%             | 2035-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006 AR7                                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A              | CUSIP: 93363CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       368805 | PA      | $342505.32    | 0.01%             | 2046-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55                                   | WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C55 A5              | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       900000 | PA      | $840786.84    | 0.03%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP INC (STONEPEAK NILE PARENT LLC)                     | STONEPEAK NILE PARENT LLC TERM LOAN                          | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |      3292438 | PA      | $3291252.22   | 0.11%             | 2032-04-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                             | CARNIVAL CORP SR SECURED 144A 08/28 4                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      6550000 | PA      | $6398614.96   | 0.22%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260720                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $58203.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      7350000 | PA      | $7666632.71   | 0.26%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 03/49 4.875                 | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       600000 | PA      | $502043.81    | 0.02%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                    | TOPBUILD CORP COMPANY GUAR 144A 03/29 3.625                  | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1429710.45   | 0.05%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOTORSPORTS LLC / SPEEDWAY FUNDING II INC                               | SPEEDWAY MOT/SPEEDWAY FD SR UNSECURED 144A 11/27 4.875       | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       909000 | PA      | $905972.30    | 0.03%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                      | ION PLATFORM FINANCE US SR SECURED 144A 09/32 7.875          | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $1705606.67   | 0.06%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $6798.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $330663.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $1137.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSNET                                                                         | TRANSNET SOC LTD 2015 ZAR TERM LOAN                          | CUSIP: BA000FR04<br>LEI: 378900B07CD6F01EA796 | Long             | LON              | CORP              | ZA        |     78285714 | PA      | $4566091.93   | 0.16%             | 2028-03-02      | Floating      | 10.66%                | No            |                  3 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                            | IVORY COAST SR UNSECURED REGS 10/31 5.875                    | CUSIP: ACI1G4C46<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      2000000 | PA      | $2262345.64   | 0.08%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $1172.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                                | US RENAL CARE INC SR SECURED 144A 06/28 10.625               | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |       779450 | PA      | $650840.75    | 0.02%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2023-B                                             | COLLEGE AVE STUDENT LOANS CASL 2023 B A1A 144A               | CUSIP: 19425MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3702740 | PA      | $3845986.19   | 0.13%             | 2054-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/29 5.875            | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5064283.40   | 0.17%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-10                                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA             | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       143990 | PA      | $136882.29    | 0.00%             | 2037-09-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/29 4.125       | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     11200000 | PA      | $11056822.00  | 0.38%             | 2029-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ABILENE DC 3 LLC/ABILENE DC 4 LLC                                                | PROJECT FLASH DELAYED DRAW TERM LOAN 2                       | CUSIP: BA000KJT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1836608 | PA      | $1836613.16   | 0.06%             | 2030-04-30      | Floating      | 5.05%                 | No            |                  3 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD 2006-EFC2                                            | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 EFC2 A4             | CUSIP: 749238AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       133103 | PA      | $132948.72    | 0.00%             | 2036-12-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 02/28 5.125                 | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      9600000 | PA      | $9477665.95   | 0.32%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 01/28 6.625                | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      2720000 | PA      | $2740546.88   | 0.09%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2006-AR19                                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR19 1A2            | CUSIP: 45660GAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        43367 | PA      | $26987.61     | 0.00%             | 2036-08-25      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/34 VAR                  | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1265667.20   | 0.04%             | 2034-04-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-1483.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 02/36 5.625                 | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1002577.79   | 0.03%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260427                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-6392.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)                | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 05/27 5.125         | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       923000 | PA      | $922565.36    | 0.03%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                                 | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A A2 144A          | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6793637 | PA      | $6807205.71   | 0.23%             | 2033-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 05/30 3.75                   | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       780000 | PA      | $754251.30    | 0.03%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.015 01/27/26-01/02/31 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-174457.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                              | STATION CASINOS LLC COMPANY GUAR 144A 12/31 4.625            | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1869380.00   | 0.06%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST 2026-1A                                               | GLS AUTO RECEIVABLES TRUST GCAR 2026 1A A2 144A              | CUSIP: 36274AAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10500000 | PA      | $10492256.25  | 0.36%             | 2028-11-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-103832.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J14                                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J14 A3             | CUSIP: 12668AQ24<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       305608 | PA      | $177950.35    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SR UNSECURED 05/31 6.388                       | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1493472.72   | 0.05%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/50 3.65                  | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      1475000 | PA      | $1012755.25   | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 09/30 VAR                     | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1600000 | PA      | $1649873.58   | 0.06%             | 2030-09-13      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2005-D                                          | INDYMAC RESIDENTIAL ASSET BACK INABS 2005 D M1               | CUSIP: 456606JP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5633784 | PA      | $5355698.67   | 0.18%             | 2036-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260505                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-8927.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD UZS BOUGHT USD 20261214                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-1987.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95               | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $728548.86    | 0.02%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CRP 2003-22A                                         | STRUCTURED ASSET SECURITIES CO SASC 2003 22A 2A1             | CUSIP: 86359AYX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        10246 | PA      | $10097.69     | 0.00%             | 2033-06-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                            | ALABAMA POWER CO SR UNSECURED 09/30 1.45                     | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      1570000 | PA      | $1379507.39   | 0.05%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                                   | REPUBLIC OF SRI LANKA SR UNSECURED 144A 02/38 VAR            | CUSIP: ACI2SS6L7<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       972068 | PA      | $861241.18    | 0.03%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-2                                              | SAXON ASSET SECURITIES TRUST SAST 2007 2 A2D                 | CUSIP: 80556YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10303707 | PA      | $7652179.02   | 0.26%             | 2047-05-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-9896.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $264445.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 01/36 5                  | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2743063.15   | 0.09%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                      | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28830000 | PA      | $29354567.04  | 1.00%             | 2056-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-6                                                | VERUS SECURITIZATION TRUST VERUS 2023 6 A1 144A              | CUSIP: 92539XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3383573 | PA      | $3399456.25   | 0.12%             | 2068-09-25      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | INDONESIA AS SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-1166.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260401                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $319.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-26899.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB                                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A13           | CUSIP: 02149HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        78187 | PA      | $38526.34     | 0.00%             | 2037-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/27 5.04                            | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       600000 | PA      | $603480.38    | 0.02%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-5258.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A1                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 6A1                   | CUSIP: 46630GAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         7389 | PA      | $7177.66      | 0.00%             | 2035-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                 | VIRGIN MEDIA SECURED FIN SR SECURED REGS 05/29 5.25          | CUSIP: ACI1BWMH9<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $126772.65    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NIELSEN (NEPTUNE BIDCO US INC)                                                   | NEPTUNE BIDCO US INC SR SECURED 144A 02/33 9.5               | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2040126.90   | 0.07%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FOOTBALL CLUB TERM NOTES 2024-XVII TRUST                                         | NATIONAL FOOTBAL LEAGUE 9.5YR                                | CUSIP: 902EZT909<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5002022.10   | 0.17%             | 2033-10-05      | Fixed         | 5.58%                 | Yes           |                  3 | On Loan: No      |
| MCDERMOTT INTERNATIONAL LTD                                                      | MCDERMOTT INTERNATIONAL LTD COMMON STOCK USD1.0              | CUSIP: G5924V148<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |          115 | NS      | $2840.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG            | CUSIP: 952NPKII9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $1435000.00   | 0.05%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-463.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-79067.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                                        | EAGLE FUNDING LUXCO SARL SR UNSECURED REGS 08/30 5.5         | CUSIP: L2660VAA3<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      4750000 | PA      | $4780875.00   | 0.16%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3332 FN 04/48 FIXED 3.5                          | CUSIP: 31418CV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       150813 | PA      | $139647.95    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORPORATION                                                     | FREEDOM MORTGAGE CORP SR UNSECURED 144A 01/27 6.625          | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2498284.75   | 0.09%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $21477.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3A                                                             | EUROSAIL PLC ESAIL 2007 3A A3C 144A                          | CUSIP: 29880YAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       113421 | PA      | $150131.25    | 0.01%             | 2045-06-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.50000 09/16/26-5Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-347911.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA)             | EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/30 3.65        | CUSIP: 29246QAD7<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |      1000000 | PA      | $951835.60    | 0.03%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3494 FN 10/48 FIXED 3.5                          | CUSIP: 31418C3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        88253 | PA      | $81977.55     | 0.00%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $9916.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $5883.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/31 2.55                     | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      1165000 | PA      | $1058959.45   | 0.04%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-19168.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                              | NEW IMMO HOLDING SA SR UNSECURED REGS 12/28 4.875            | CUSIP: BPG839II9<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2825758.82   | 0.10%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260416                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-3563.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-97109.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-OA5                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA5 1A1B            | CUSIP: 93364BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        22477 | PA      | $21596.13     | 0.00%             | 2047-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                             | PT PERTAMINA (PERSERO) SR UNSECURED 144A 01/50 4.175         | CUSIP: 69370PAG6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      1500000 | PA      | $1096115.85   | 0.04%             | 2050-01-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO SR SECURED 144A 06/30 9                           | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3122889.00   | 0.11%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2010-97                                                        | FANNIE MAE FNR 2010 97 SC                                    | CUSIP: 31398NHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       226754 | PA      | $5845.57      | 0.00%             | 2040-09-25      | Floating      | 0.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG45 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $1878231.08   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-89                                                               | FANNIE MAE FNR 2007 89 SD                                    | CUSIP: 31396XPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       278660 | PA      | $23031.86     | 0.00%             | 2037-09-25      | Floating      | 2.02%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      9105791 | PA      | $7647726.25   | 0.26%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 10/32 3.5                | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      1235000 | PA      | $1136328.21   | 0.04%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-7AX                                               | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3              | CUSIP: 61754HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       192833 | PA      | $50741.21     | 0.00%             | 2037-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING COMPANY                                          | CLEVELAND ELECTRIC ILLUM SR UNSECURED 144A 11/30 4.55        | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1483365.36   | 0.05%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK4828 FN 09/48 FIXED 3.5                          | CUSIP: 3140HJLJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       101860 | PA      | $94669.74     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC/SIMMONS PREPARED FOODS INC/SIMMONS PET FOOD INC/SIMMONS FEED   | SIMMONS FOOD INC/SIMMONS SECURED 144A 03/29 4.625            | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $240770.25    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260409                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-11665.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST                                | BRITISH AIR 21 1 A PPT PASS THRU CE 144A 09/36 2.9           | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       997205 | PA      | $916828.86    | 0.03%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5                | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1195365.65   | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2005-59                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 59 1A1             | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1579475 | PA      | $1520983.46   | 0.05%             | 2035-11-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1B 144A           | CUSIP: 78450PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4526246 | PA      | $4607067.86   | 0.16%             | 2053-09-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CA3499 FN 10/48 FIXED 4                            | CUSIP: 3140QA3H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        20872 | PA      | $19994.62     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LN TR 2007-A6                                           | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A3              | CUSIP: 18976GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       317575 | PA      | $291420.20    | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A4              | CUSIP: 23245LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       296780 | PA      | $109842.29    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INV TRUST 2007-MLN1                                           | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2C            | CUSIP: 59024UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       647107 | PA      | $615174.18    | 0.02%             | 2037-03-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                      | GLOBAL MEDICAL RESPONSE SR SECURED 144A 10/32 7.375          | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1870731.00   | 0.06%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260417                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $11715.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHIP VII LTD                                                | VIKING OCEAN CRUISES SHI SR SECURED 144A 02/29 5.625         | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       550000 | PA      | $549466.17    | 0.02%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IMPERIAL DADE (BCPE EMPIRE HOLDINGS INC)                                         | BCPE EMPIRE HOLDINGS INC 2025 TERM LOAN B                    | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |      1930858 | PA      | $1905110.13   | 0.07%             | 2030-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                                                     | DELOITTE LLP SR UNSEC D                                      | CUSIP: 955GGZ907<br>LEI: 549300FJV7IV1ZHGAV28 | Long             | DBT              | CORP              | US        |       500000 | PA      | $495297.55    | 0.02%             | 2037-01-30      | Fixed         | 5.69%                 | Yes           |                  3 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69                  | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10170000 | PA      | $8813552.86   | 0.30%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6                | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       300000 | PA      | $248022.49    | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                          | DOMINICAN REPUBLIC SR UNSECURED REGS 01/45 6.85              | CUSIP: P3579EBE6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      4225000 | PA      | $4133951.25   | 0.14%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260406                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $28542.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260427                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $276.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2007-QH4                                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH4 A2              | CUSIP: 74922TAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        30564 | PA      | $27014.13     | 0.00%             | 2037-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2003-60                                                   | COUNTRYWIDE HOME LOANS CWHL 2003 60 1A1                      | CUSIP: 12669FJC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        16505 | PA      | $16629.98     | 0.00%             | 2034-02-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR11                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR11 A1A            | CUSIP: 92922F2G2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       155654 | PA      | $148812.99    | 0.01%             | 2045-08-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | OPEN TEXT INC COMPANY GUAR 144A 02/30 4.125                  | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $536635.80    | 0.02%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP                                  | GENESIS ENERGY LP/FIN COMPANY GUAR 03/34 6.75                | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2987881.80   | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 CERT 144A       | CUSIP: 69546YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       700000 | PA      | $276364.81    | 0.01%             | 2032-04-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | ZCS BRL 12.82 01/27/26-01/02/29 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-158311.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ADJ RATE MTGE TRUST 2007-HF1                                               | MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF1 A1              | CUSIP: 57645RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        78215 | PA      | $30987.61     | 0.00%             | 2037-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-10                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 10 MF1               | CUSIP: 126670AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7250000 | PA      | $6852760.90   | 0.23%             | 2036-02-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $646.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                        | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375                | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $782623.24    | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A4                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A3                   | CUSIP: 46631JAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       115744 | PA      | $86450.78     | 0.00%             | 2037-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                    | REPUBLIC OF PARAGUAY SR UNSECURED 144A 04/38 8.5             | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  19626000000 | PA      | $2975043.26   | 0.10%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-3                                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 3A               | CUSIP: 41161QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       104888 | PA      | $53205.65     | 0.00%             | 2036-06-19      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.75000 09/16/26-10Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-623569.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260819                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-37138.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA SR UNSECURED 03/31 VAR                | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1231733.32   | 0.04%             | 2031-03-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $1181.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LIMITED                                                         | AVILEASE CAPITAL LTD COMPANY GUAR 144A 11/30 4.75            | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |      2800000 | PA      | $2727592.14   | 0.09%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260403                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $7501.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |      -248334 | PA      | $-287278.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-13185.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SGD SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $-123068.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                                 | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 04/30 9.25         | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      1525000 | PA      | $1588196.00   | 0.05%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-2667.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                     | REPUBLIC OF SENEGAL SR UNSECURED REGS 06/31 7.75             | CUSIP: ACI2PD4B7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      5000000 | PA      | $2893726.80   | 0.10%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-85278.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-AR1                                                 | GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1                     | CUSIP: 3623414A4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        24246 | PA      | $23017.56     | 0.00%             | 2036-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $521015.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-5700.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND JUN26 XEUR 20260608                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |           58 | NC      | $-88278.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FIRST NLC TRUST 2007-1                                                           | FIRST NLC TRUST FNLC 2007 1 A2 144A                          | CUSIP: 32115BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       122668 | PA      | $61997.57     | 0.00%             | 2037-08-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-25.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20260729                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $57923.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BARCLAYS REV REPO EUR                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -2685840 | PA      | $-3110949.49  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 12/45 6.125                  | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2080000 | PA      | $2034401.03   | 0.07%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                          | DOMINICAN REPUBLIC SR UNSECURED 144A 09/32 4.875             | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      3550000 | PA      | $3279845.00   | 0.11%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.55100 09/17/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $148015.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                                       | HARDWOOD FUNDING LLC CORP0HRE5                               | CUSIP: 955NUFII1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1504380.30   | 0.05%             | 2030-06-07      | Fixed         | 4.98%                 | Yes           |                  3 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2006-D                                          | INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 2A4              | CUSIP: 43709LAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1599576 | PA      | $1339970.29   | 0.05%             | 2036-11-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-720.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-79804.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FOOTBALL CLUB TERM NOTES 2024-XVII TRUST                                         | NATIONAL FOOTBAL LEAGUE 4.5YR                                | CUSIP: 902EZU906<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3339410.81   | 0.11%             | 2028-10-05      | Fixed         | 5.48%                 | Yes           |                  3 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                         | FLORA FOOD MANAGEMENT BV SR SECURED 144A 10/30 7.5           | CUSIP: ACI386PJ9<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |      1600000 | PA      | $1832931.71   | 0.06%             | 2030-10-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR HOME EQUITY LOAN TR 2007-A                                            | NATIONSTAR HOME EQUITY LOAN TR NSTR 2007 A M3                | CUSIP: 63860HAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2776151.70   | 0.09%             | 2037-03-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2005-3                                              | STRUCTURED ASSET INVESTMENT LO SAIL 2005 3 M4                | CUSIP: 86358ERY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11000000 | PA      | $10510285.50  | 0.36%             | 2035-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                                                     | DELOITTE LLP SR UNSEC A                                      | CUSIP: 958XFEII6<br>LEI: 549300FJV7IV1ZHGAV28 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2009358.54   | 0.07%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| WYNN MACAU LIMITED                                                               | WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625                 | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      4425000 | PA      | $4349945.41   | 0.15%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 11/35 3.137                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       906000 | PA      | $770118.03    | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 01/30 8                       | CUSIP: ACI0725J7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     39700000 | PA      | $2320988.05   | 0.08%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $384425.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  JUN26 XEUR 20260608                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          718 | NC      | $-1511215.54  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 12/27 4.25                         | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1194000 | PA      | $1173558.36   | 0.04%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                                   | REPUBLIC OF INDONESIA SR UNSECURED 03/34 4.1                 | CUSIP: ACI38QXJ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      3800000 | PA      | $4234637.59   | 0.14%             | 2034-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC                                                                 | MICHAELS COS INC/THE SR SECURED 144A 03/33 8.5               | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1072003.90   | 0.04%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | NEXSTAR MEDIA INC SR SECURED 144A 09/33 6.5                  | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1915625.60   | 0.07%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR3                                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1            | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       486827 | PA      | $408663.69    | 0.01%             | 2036-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 02/33 13.25                       | CUSIP: ACI2C9W52<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 118027100000 | PA      | $31644493.12  | 1.08%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260427                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-5087.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/30 2.048              | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      2000000 | PA      | $1800193.22   | 0.06%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $4666.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                            | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D                 | CUSIP: 61750SAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       971776 | PA      | $424089.27    | 0.01%             | 2036-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375        | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2277338.86   | 0.08%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES (VOC ESCROW LTD)                                            | VOC ESCROW LTD SR SECURED 144A 02/28 5                       | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2518000 | PA      | $2508828.44   | 0.09%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260403                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $14.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LN TR 2007-A6                                           | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A5              | CUSIP: 18976GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        39502 | PA      | $36250.65     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVT TR 2006-1                                            | AMERICAN HOME MORTGAGE INVESTM AHM 2006 1 2A3                | CUSIP: 02660TJG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       480000 | PA      | $147988.07    | 0.01%             | 2035-12-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA SR UNSECURED 144A 05/34 5.5                          | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      3425000 | PA      | $3509757.04   | 0.12%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-10                                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 2A3A             | CUSIP: 17313QAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        13186 | PA      | $12400.64     | 0.00%             | 2037-09-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL OMO120626                                   | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   3603081000 | PA      | $2503126.66   | 0.09%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP                                  | GENESIS ENERGY LP/FIN COMPANY GUAR 01/29 8.25                | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1825000 | PA      | $1886905.83   | 0.06%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $95592.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                                   | REPUBLIC OF SRI LANKA SR UNSECURED 144A 04/28 4              | CUSIP: ACI2SS7B8<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       865034 | PA      | $827002.27    | 0.03%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-62                                              | FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1                  | CUSIP: 31395HHV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        17546 | PA      | $16225.65     | 0.00%             | 2044-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $5478.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-28CB                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 28CB A18           | CUSIP: 02147TAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2839064 | PA      | $1264022.46   | 0.04%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                                           | ICBC STANDARD BANK PLC SR UNSECURED 144A 12/29 20            | CUSIP: ACI37D938<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        |  37313000000 | PA      | $3059894.82   | 0.10%             | 2029-12-13      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD KWD BOUGHT USD 20300513                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $229729.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 02/30 VAR                     | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2000000 | PA      | $2043557.62   | 0.07%             | 2030-02-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                      | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/30 3           | CUSIP: 71568PAN9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      5200000 | PA      | $4744379.64   | 0.16%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                     | REPUBLIC OF SENEGAL SR UNSECURED REGS 05/33 6.25             | CUSIP: V7691DAX4<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |       800000 | PA      | $428113.57    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL AL9865 FN 02/47 FIXED VAR                          | CUSIP: 3138ER6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       473104 | PA      | $425501.71    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260427                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-2558.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $1563.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL INVESTMENT HOLDING JSC                                         | BAITEREK NATL INV HOLD SR UNSECURED REGS 04/31 16.95         | CUSIP: ACI396GZ2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    600000000 | PA      | $1259497.22   | 0.04%             | 2031-04-02      | Fixed         | 16.95%                | No            |                  3 | On Loan: No      |
| CROSS 2025-H6 MORTGAGE TRUST 2025-H6                                             | CROSS MORTGAGE TRUST CROSS 2025 H6 A1 144A                   | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3512327 | PA      | $3508656.56   | 0.12%             | 2070-07-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 01/40 9                       | CUSIP: ACI0GYHC9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      4200000 | PA      | $233594.09    | 0.01%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION (EU)                                                              | EUROPEAN UNION SR UNSECURED REGS 12/34 3                     | CUSIP: ACI2MZM05<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |     34300000 | PA      | $38777769.45  | 1.32%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $11766.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSEET MTGE INV INC 2002-AR3                                          | STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1              | CUSIP: 86358HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1599 | PA      | $1517.33      | 0.00%             | 2032-09-19      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR13                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A             | CUSIP: 93363RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        68936 | PA      | $66311.51     | 0.00%             | 2046-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-62                                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1             | CUSIP: 12668ATT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       112270 | PA      | $98580.42     | 0.00%             | 2035-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                               | CERDIA FINANZ GMBH SR SECURED 144A 10/31 9.375               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1493295.00   | 0.05%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2007-2                                             | MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A4               | CUSIP: 61752UAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       135457 | PA      | $69311.69     | 0.00%             | 2037-04-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-3                                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2B              | CUSIP: 17307GTK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         7760 | PA      | $7066.48      | 0.00%             | 2035-08-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3                | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2938720.35   | 0.10%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                                | ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8          | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       898806 | PA      | $899556.35    | 0.03%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $4988.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-19503.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 09/30 3.5                               | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1230000 | PA      | $1168437.26   | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                      | BANK GOSPODARSTWA KRAJOW GOVT GUARANT 144A 07/34 5.75        | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |      2725000 | PA      | $2815616.28   | 0.10%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                          | OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 03/36 6.7         | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      3000000 | PA      | $3088950.48   | 0.11%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AT&T INC SNR S* ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $49236.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-168.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMEN COMPANY GUAR 144A 10/27 4.75        | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       480000 | PA      | $477354.86    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 03/38 5.125               | CUSIP: ACI30CT50<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2600000 | PA      | $2905708.05   | 0.10%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 19 1AA PTT PASS THRU CE 08/33 3.15              | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       239421 | PA      | $223461.23    | 0.01%             | 2033-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2007-1                                             | AMERICAN HOME MORTGAGE ASSETS AHMA 2007 1 A1                 | CUSIP: 02660BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19189849 | PA      | $6476215.10   | 0.22%             | 2047-02-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       444000 | PA      | $368075.53    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9                 | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      5700000 | PA      | $1628789.05   | 0.06%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                        | VMED O2 UK FINAN SR SECURED 144A 01/31 4.25                  | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      6250000 | PA      | $5373213.13   | 0.18%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                     | FLUTTER TREASURY DAC SR SECURED 144A 06/31 5.875             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      2000000 | PA      | $1983000.00   | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $7558.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIO LUXEMBOURG HOLDING SARL                                                     | PRIO LUX HLD SARL COMPANY GUAR 144A 10/30 6.75               | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |      3200000 | PA      | $3116800.00   | 0.11%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                     | HUNGARY SR UNSECURED REGS 09/33 5.375                        | CUSIP: ACI2JND14<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      9200000 | PA      | $11158388.47  | 0.38%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PARIBAS REVERSE REPO EUR ZCP                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |      -792152 | PA      | $-915689.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-R1                                                 | BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21                  | CUSIP: 073866BN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       228299 | PA      | $150705.67    | 0.01%             | 2036-08-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                                          | COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN   | CUSIP: BA0004JK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       989826 | PA      | $1020054.79   | 0.03%             | 2029-05-30      | Floating      | 9.70%                 | No            |                  3 | On Loan: No      |
| FIRST HORIZON MTGE PT TR 2007-2                                                  | FIRST HORIZON MORTGAGE PASS TH FHASI 2007 2 1A5              | CUSIP: 320520AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       389255 | PA      | $112835.38    | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2006-D                                          | INDYMAC RESIDENTIAL ASSET BACK INABS 2006 D 1A               | CUSIP: 43709LAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3794279 | PA      | $3580383.62   | 0.12%             | 2036-11-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ3937 FN 01/48 FIXED 3.5                          | CUSIP: 3140H5LT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       168037 | PA      | $156177.06    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC COMPANY GUAR 144A 10/30 3.75                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      2825000 | PA      | $2569875.83   | 0.09%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALTICE SA                                                                        | ALTICE HOLDINGS 1 12/99 0                                    | CUSIP: 000000000<br>LEI: 549300LA7PKCH18B3S39 | Long             | EC               | CORP              | LU        |         2425 | NS      | $33635.24     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | ESKOM GG LOAN SNR EM SP DUB                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $214633.27    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG            | CUSIP: 952NPL005<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |       650000 | PA      | $227500.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-4                                                 | TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A                | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6253408 | PA      | $6018291.29   | 0.21%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TR 2004-HYB2                                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A             | CUSIP: 17307GEC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         5301 | PA      | $4964.11      | 0.00%             | 2034-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| VEON AMSTERDAM BV                                                                | VEON AMSTERDAM TERM LOAN                                     | CUSIP: BA000HL48<br>LEI: 549300EPG4HR574L4660 | Long             | LON              | CORP              | NL        |      2100000 | PA      | $2088554.12   | 0.07%             | 2027-03-25      | Floating      | 7.90%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-290.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260702                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $420071.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-1                                                    | OPORTUN FUNDING LLC OPTN 2025 1 A 144A                       | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        90207 | PA      | $90244.91     | 0.00%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2                | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1976871.62   | 0.07%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                          | DOMINICAN REPUBLIC SR UNSECURED 144A 02/48 6.5               | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1250000 | PA      | $1175375.00   | 0.04%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                       | REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        99840 | PA      | $98150.72     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9                  | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      1630000 | PA      | $1571568.09   | 0.05%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 07/35 VAR                        | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4800000 | PA      | $4818248.54   | 0.16%             | 2035-07-19      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.25000 03/18/26-10Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |            1 | NC      | $-1218040.35  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BACKED SEC 2007-AR8                                             | WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR8 A1             | CUSIP: 94985YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       103828 | PA      | $96121.24     | 0.00%             | 2037-11-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $17631.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                     | CUSIP: ACI1SQVK7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      1700000 | PA      | $2216160.83   | 0.08%             | 2027-05-12      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345                | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      3500000 | PA      | $3407356.05   | 0.12%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.681 03/18/26-01/02/31 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $1717.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-17                                                   | COUNTRYWIDE HOME LOANS CWHL 2005 17 1A6                      | CUSIP: 12669G5S6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        50408 | PA      | $49543.52     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1                       | ACE SECURITIES CORP. ACE 2006 HE1 A2D                        | CUSIP: 004421WQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         3277 | PA      | $3274.32      | 0.00%             | 2036-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                       | HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95             | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1643522.31   | 0.06%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY43 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $966174.11    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL 080133 G2 11/27 FLOATING VAR                    | CUSIP: 36225CEF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          884 | PA      | $889.39       | 0.00%             | 2027-11-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MASTR SPECIALIZED LOAN TRUST 2005-3                                              | MASTR SPECIALIZED LOAN TRUST MASD 2005 3 M1 144A             | CUSIP: 576436CP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1859988 | PA      | $1794995.79   | 0.06%             | 2035-11-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-6NCX                                                           | EUROSAIL PLC ESAIL 2007 6NCX A3A REGS                        | CUSIP: B29Q4HII9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      1891311 | PA      | $2473528.49   | 0.08%             | 2045-09-13      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-8.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                    | REPUBLIC OF PARAGUAY SR UNSECURED REGS 02/36 6               | CUSIP: P75744AN5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      2000000 | PA      | $2078700.00   | 0.07%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260416                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $4052.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $230.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-B                                                 | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 2A1              | CUSIP: 05950TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       332124 | PA      | $298606.84    | 0.01%             | 2046-11-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED 144A 07/32 6.875                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       243763 | PA      | $231192.99    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-A                                           | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A B                 | CUSIP: 14319UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4800000 | PA      | $4852850.88   | 0.17%             | 2030-09-16      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| PRIME PROPERTY FUND LLC                                                          | CORPIJ944                                                    | CUSIP: 990ACURK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1276132.75   | 0.04%             | 2031-03-15      | Fixed         | 4.92%                 | Yes           |                  3 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 04/30 3.875                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3150000 | PA      | $3068547.99   | 0.10%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $8658.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 10/34 VAR                                       | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      2500000 | PA      | $2733375.20   | 0.09%             | 2034-10-19      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-34.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PANAMA LA SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-8590.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELOITTE LLP                                                                     | DELOITTE LLP SR UNSEC                                        | CUSIP: 938WPEII2<br>LEI: 549300FJV7IV1ZHGAV28 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1991766.24   | 0.07%             | 2035-01-30      | Fixed         | 5.59%                 | Yes           |                  3 | On Loan: No      |
| INTRALOT CAPITAL LUXEMBOURG SA                                                   | INTRALOT CAPITAL LUX SR SECURED REGS 10/31 6.75              | CUSIP: ACI30N7H4<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $3321624.62   | 0.11%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/45 4.75                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13200000 | PA      | $12973640.59  | 0.44%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 05/32 VAR                     | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1525000 | PA      | $1399037.67   | 0.05%             | 2032-05-14      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-6                                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3                | CUSIP: 12669LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        43895 | PA      | $47476.25     | 0.00%             | 2037-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| CAMEROON GOVT                                                                    | REPUBLIC OF CAMEROON SR UNSECURED REGS 07/31 9.5             | CUSIP: ACI2Q73S3<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      2000000 | PA      | $1950581.20   | 0.07%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOMBARDIER INC SNR S* ICE                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $155353.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 10/28 6.125                 | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     10900000 | PA      | $10939687.66  | 0.37%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      2400000 | NS      | $2222952.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CAD SOLD USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-51.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CC MORTGAGE FUNDING CORP 2005-AA                                                 | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 AA A2 144A         | CUSIP: 16678RDC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        39384 | PA      | $38049.94     | 0.00%             | 2036-01-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 12/26 4.25          | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2030000 | PA      | $2024794.96   | 0.07%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA SR UNSECURED 02/35 6.4                    | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      4900000 | PA      | $5097568.00   | 0.17%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                            | IVORY COAST SR UNSECURED REGS 01/37 8.25                     | CUSIP: ACI2MLY11<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       900000 | PA      | $925717.28    | 0.03%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KZT BOUGHT USD 20260603                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-13528.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-B                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1               | CUSIP: 058928AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        10294 | PA      | $10017.45     | 0.00%             | 2036-03-20      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-1698.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/28 VAR                  | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3672687.19   | 0.13%             | 2028-04-24      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                      | REPUBLIC OF SERBIA SR UNSECURED REGS 05/27 3.125             | CUSIP: ACI1MBVD2<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      2900000 | PA      | $3318479.50   | 0.11%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $356920.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260715                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $136064.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                                              | SPIRIT AIRLINES INC 2025 DIP CONTINGENT TERM LOAN            | CUSIP: BA000VVB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       231473 | PA      | $28934.13     | 0.00%             | 2026-07-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260702                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $38784.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260507                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $73.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-12392.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-42255.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                     | CAIXABANK SA 144A 09/34 VAR                                  | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2500000 | PA      | $2723758.65   | 0.09%             | 2034-09-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | REPUBLIC OF NIGERIA SR UNSECURED REGS 02/32 7.875            | CUSIP: V342A3BV5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      3000000 | PA      | $3041928.63   | 0.10%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DHAFRAH PV2 ENERGY CO LLC                                                        | DHAFRAH PV2 ENERGY COMPA SR SECURED 144A 06/53 5.794         | CUSIP: 25241MAA5<br>LEI: 529900AHXZA1YRZN9C67 | Long             | DBT              | CORP              | AE        |      2200000 | PA      | $2138884.51   | 0.07%             | 2053-06-30      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-3A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2025 3A A3 144A              | CUSIP: 37989YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8300000 | PA      | $8323482.36   | 0.28%             | 2029-03-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CZK BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-183.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC2                                | SECURITIZED ASSET BACKED RECEI SABR 2007 NC2 A1 144A         | CUSIP: 81378GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4420179 | PA      | $4263455.60   | 0.15%             | 2037-01-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $1519.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25               | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       200000 | PA      | $152114.69    | 0.01%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                                    | BBVA MEX BANCA GRUPO TX SR UNSECURED 144A 09/29 5.25         | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      1000000 | PA      | $1006700.00   | 0.03%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 C                | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2405000 | PA      | $2427358.80   | 0.08%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-16341.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/29 VAR                        | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3059304.16   | 0.10%             | 2029-01-24      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                       | REPUBLIC OF KENYA SR UNSECURED 144A 10/33 7.875              | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      1900000 | PA      | $1765451.16   | 0.06%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20261221                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-2027.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBSSP RESECURITIZATION TRUST 2009-7                                              | RBSSP RESECURITIZATION TRUST RBSSP 2009 7 6A2 144A           | CUSIP: 75524MAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       692113 | PA      | $592647.02    | 0.02%             | 2036-10-26      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                                | U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN              | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |      1772658 | PA      | $1674240.25   | 0.06%             | 2028-06-28      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A              | CUSIP: 17307GW53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1837 | PA      | $1864.42      | 0.00%             | 2035-05-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                   | ABU DHABI GOVT INT L SR UNSECURED REGS 04/50 3.875           | CUSIP: ACI1LP9H8<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     11900000 | PA      | $8943333.14   | 0.31%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                   | ABU DHABI GOVT INT L SR UNSECURED REGS 09/70 2.7             | CUSIP: ACI1QR9G1<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      4900000 | PA      | $2550675.74   | 0.09%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN                                                            | FANNIEMAE WHOLE LOAN FNW 1998 W2 A8                          | CUSIP: 31359UPD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         2011 | PA      | $2023.16      | 0.00%             | 2028-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | REPUBLIC OF NIGERIA SR UNSECURED REGS 02/30 7.143            | CUSIP: ACI10XG45<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      3000000 | PA      | $3028074.57   | 0.10%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37530000 | PA      | $38794140.25  | 1.32%             | 2056-06-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LIMITED                                                | LIMA METRO LINE 2 FIN LT SR SECURED 144A 07/34 5.875         | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |        74559 | PA      | $76227.83     | 0.00%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260713                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-202.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC COMPANY GUAR 01/32 7.75                    | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      1625000 | PA      | $1863945.10   | 0.06%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ARGENTINA LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $23208.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICA TREASURY BILL SA TREASURY BILL 0 08/26          | CUSIP: ACI34G249<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     48300000 | PA      | $2795537.83   | 0.10%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-8XS                                               | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 8XS A2               | CUSIP: 61754PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10361357 | PA      | $3411601.05   | 0.12%             | 2037-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | AVANTOR FUNDING INC COMPANY GUAR 144A 07/28 4.625            | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      2545000 | PA      | $2485481.23   | 0.08%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | REPUBLIC OF NIGERIA SR UNSECURED 144A 01/36 8.6308           | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      2700000 | PA      | $2815106.00   | 0.10%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC COMPANY GUAR 04/35 5.55               | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1020890.26   | 0.03%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                                              | ERSTE GROUP BANK AG 12/99 7                                  | CUSIP: ACI2P1704<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      2400000 | PA      | $2925647.39   | 0.10%             | 2031-04-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A                                       | SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1               | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       930991 | PA      | $914671.46    | 0.03%             | 2029-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20260720                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $66621.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                                   | REPUBLIC OF SRI LANKA SR UNSECURED 144A 05/36 VAR            | CUSIP: ACI2SS751<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       873167 | PA      | $780617.54    | 0.03%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 01/29 VAR               | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1689972.45   | 0.06%             | 2029-01-21      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-48T1                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 48T1 A6            | CUSIP: 12668AFM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       465597 | PA      | $249127.91    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR15                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1           | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       328587 | PA      | $311652.21    | 0.01%             | 2045-11-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11          | CUSIP: 02149JAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       737748 | PA      | $245767.65    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | FINASTRA USA INC 2025 1ST LIEN TERM LOAN                     | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      4500000 | PA      | $4236570.00   | 0.14%             | 2032-09-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $85031.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75               | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2050000 | PA      | $2014639.73   | 0.07%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 2021-20A LTD                                               | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A            | CUSIP: 03330YAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000321.56   | 0.03%             | 2035-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO/NEW RED FINANCE INC)        | 1011778 BC / NEW RED FIN SECURED 144A 10/30 4                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3400000 | PA      | $3197530.68   | 0.11%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-GS1                                           | MILL CITY MORTGAGE TRUST MCMLT 2019 GS1 A1 144A              | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1232809 | PA      | $1213666.11   | 0.04%             | 2059-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SEC INC 2005-R10                                             | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R10 M3              | CUSIP: 03072SS89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        55498 | PA      | $56014.72     | 0.00%             | 2036-01-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-84264.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260707                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-842.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $6673.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                   | DATABRICKS INC 2025 1ST AMENDMENT TERM LOAN                  | CUSIP: 23803RAE1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |      4830786 | PA      | $4806632.10   | 0.16%             | 2032-01-05      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                                | U S RENAL CARE INC 2025 DELAYED DRAW TERM LOAN               | CUSIP: BA000SL28<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |      1487500 | PA      | $1515438.37   | 0.05%             | 2030-09-25      | Floating      | 9.68%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 07/28 VAR                  | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $4127396.98   | 0.14%             | 2028-07-22      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-5907.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALT-2 STRUCTURED TRUST                                                           | CASTLELAKE LP FIRST LIEN TERM LOAN                           | CUSIP: 937CJTII1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4884986 | PA      | $4577290.58   | 0.16%             | 2031-05-12      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                  | AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       314583 | PA      | $315017.45    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                        | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375              | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1410170.24   | 0.05%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                             | COGENT COMMS GRP / FIN SR SECURED 144A 07/32 6.5             | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2375000 | PA      | $2073468.58   | 0.07%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                                              | SPIRIT AIRLINES INC 2025 DIP NEW MONEY TERM LOAN             | CUSIP: BA000RK96<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        97816 | PA      | $96838.11     | 0.00%             | 2026-07-14      | Fixed         | 11.68%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-28                                                   | COUNTRYWIDE HOME LOANS CWHL 2005 28 A3                       | CUSIP: 126694PH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       155135 | PA      | $79001.63     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL 008865 G2 05/26 FLOATING VAR                    | CUSIP: 36202KZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           34 | PA      | $33.81        | 0.00%             | 2026-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-1                                                    | OPORTUN FUNDING LLC OPTN 2025 1 C 144A                       | CUSIP: 68377PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $501197.85    | 0.02%             | 2032-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.75000 12/20/28-5Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |            1 | NC      | $-665058.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP               | LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 02/27 4.25        | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1130000 | PA      | $1117046.47   | 0.04%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2005-AR12                                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A           | CUSIP: 45660LMG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        17633 | PA      | $16659.01     | 0.00%             | 2035-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                  | GOAT HOLDCO LLC SR SECURED 144A 02/32 6.75                   | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2125000 | PA      | $2139862.25   | 0.07%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                             | ROCKET COS INC COMPANY GUAR 144A 08/30 6.125                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1918709.30   | 0.07%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                                  | VALARIS LTD SECURED 144A 04/30 8.375                         | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |       725000 | PA      | $751611.85    | 0.03%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                                              | SPIRIT AIRLINES INC 2025 SECOND DIP NEW MONEY TL             | CUSIP: BA000S3Q5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        24259 | PA      | $24016.52     | 0.00%             | 2026-07-14      | Fixed         | 11.68%                | No            |                  3 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2004-1                                           | RENAISSANCE HOME EQUITY LOAN T RAMC 2004 1 AV3               | CUSIP: 759950CC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1022229 | PA      | $927918.82    | 0.03%             | 2034-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ARGENTINA LA SP BRC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $31308.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                                   | REPUBLIC OF GUATEMALA SR UNSECURED REGS 05/26 4.5            | CUSIP: P5015VAF3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      4000000 | PA      | $4012000.00   | 0.14%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED REGS 03/30 5.25                         | CUSIP: ACI2TMWB2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1700000 | PA      | $1994596.40   | 0.07%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10/32 4.95        | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      4100000 | PA      | $3994920.85   | 0.14%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UPGRADE AUTO RECEIVABLES TRUST 25-1A                                             | UPGRADE AUTO RECEIVABLES TRUST UPGA 2025 1A A4 144A          | CUSIP: 91531AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2200000 | PA      | $2182060.98   | 0.07%             | 2031-10-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| INVESTINDUSTRIAL VIII SCSP                                                       | PROJ ALFA 3 TERM LOAN                                        | CUSIP: BA000RG42<br>LEI: 213800KUK2RJHCSU9551 | Long             | LON              | CORP              | US        |       647132 | PA      | $647132.42    | 0.02%             | 2026-10-21      | Floating      | 5.74%                 | Yes           |                  3 | On Loan: No      |
| SERBIA GOVT                                                                      | REPUBLIC OF SERBIA SR UNSECURED REGS 03/33 1.65              | CUSIP: ACI1W3TJ9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      2500000 | PA      | $2354495.80   | 0.08%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ3977 FN 01/48 FIXED 3.5                          | CUSIP: 3140H5M32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        48367 | PA      | $44994.78     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67200000 | PA      | $69468778.85  | 2.37%             | 2056-05-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WACHOVIA MORTGAGE LN TRUST LLC 2005-B                                            | WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1                | CUSIP: 92977YBR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1252 | PA      | $1211.07      | 0.00%             | 2035-10-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 06/18/25-30Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $5202970.41   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US FOODS INC COMPANY GUAR 144A 02/29 4.75                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       600000 | PA      | $592457.58    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-8                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2007 8 4A1               | CUSIP: 05953LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        51435 | PA      | $41469.12     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2023-B                                             | COLLEGE AVE STUDENT LOANS CASL 2023 B E 144A                 | CUSIP: 19425MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       417058 | PA      | $440755.71    | 0.02%             | 2054-06-25      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-8712.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                             | THAMES WATER SUPER SENIOR ISSU 10/27 9.75                    | CUSIP: ACI3915T9<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       160678 | PA      | $234165.20    | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                      | REPUBLIC OF ANGOLA SR UNSECURED 03/33 9.375                  | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      2200000 | PA      | $2179166.20   | 0.07%             | 2033-03-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-1                                            | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A4              | CUSIP: 68400DAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       301532 | PA      | $175487.20    | 0.01%             | 2037-01-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| CSAB MTGE BACKED PASS-THRU CERTS 2006-1                                          | CSAB MORTGAGE BACKED TRUST CSAB 2006 1 A6A                   | CUSIP: 22943HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       191199 | PA      | $46644.60     | 0.00%             | 2036-06-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260506                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-82575.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVENIR ISSUER IV (IRELAND) DESIGNATED ACTIVITY COMPANY                           | AVENIR ISSUER IV IRLND SR SECURED REGS 10/27 6               | CUSIP: ACI2S8C83<br>LEI: 894500E9CKDEAOMG0B46 | Long             | DBT              | NUSS              | IE        |      3869858 | PA      | $3749528.70   | 0.13%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15                | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     14800000 | PA      | $4447697.92   | 0.15%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-NC1                                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC1 A2D             | CUSIP: 172983AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       770394 | PA      | $764639.72    | 0.03%             | 2036-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                   | DATABRICKS INC 2025 DELAYED DRAW TERM LOAN                   | CUSIP: 23803RAF8<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |      3469214 | PA      | $3451867.90   | 0.12%             | 2032-01-05      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3                | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       600000 | PA      | $469245.17    | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260416                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-2210.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 11/36 3.187                   | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1640000 | PA      | $1371290.67   | 0.05%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                       | REPUBLIC OF KENYA SR UNSECURED 144A 05/32 8                  | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       688000 | PA      | $663455.79    | 0.02%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $3824.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KZT BOUGHT USD 20260604                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-31674.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLINE 21 1A EETC PASS THRU CE 01/36 2.875             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3208659 | PA      | $2875509.79   | 0.10%             | 2036-01-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                          | ION PLAT FIN US/SARL SR SECURED 144A 05/29 8.75              | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3258588.45   | 0.11%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2005-S3                                              | CHASE MORTGAGE FINANCE CORPORA CHASE 2005 S3 A14             | CUSIP: 16162WNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       207137 | PA      | $143200.82    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOURYON (STARFRUIT FINCO BV)                                                     | NOURYON FINANCE BV 2024 EUR TERM LOAN B                      | CUSIP: BA0004LD7<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |       555307 | PA      | $634791.66    | 0.02%             | 2028-04-03      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 08/29 2.85                  | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94362.31     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/44 4.625                                  | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21700000 | PA      | $21051966.82  | 0.72%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS (CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CO)                | CCO HLDGS LLC/CAP CORP COMPANY GUAR 144A 06/29 5.375         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $986872.70    | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/46 4.5         | CUSIP: M6320UAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     26100000 | PA      | $21254475.49  | 0.73%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS (OAK-EAGLE ACQUIRECO INC)                                        | OAK EAGLE ACQUIRECO INC SR UNSECURED 144A 07/34 8.75         | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1152301.34   | 0.04%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2006-3X                                                             | EUROSAIL PLC ESAIL 2006 3X C1A REGS                          | CUSIP: B1HM7HII8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      3216582 | PA      | $3702460.81   | 0.13%             | 2044-09-10      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $20337.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIME MORTGAGE TR 2006-CL1                                                       | PRIME MORTGAGE TRUST PRIME 2006 CL1 A1                       | CUSIP: 74161QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        14719 | PA      | $14712.49     | 0.00%             | 2035-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR19                                                                 | BANK5 BANK5 2025 5YR19 A3                                    | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14000000 | PA      | $14311228.40  | 0.49%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM7 TRUST                                                              | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM7 A1 144A               | CUSIP: 67117XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1462963 | PA      | $1470971.27   | 0.05%             | 2063-04-25      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                      | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    114600000 | PA      | $2568517.10   | 0.09%             | 2028-09-06      | Fixed         | 39.28%                | No            |                  2 | On Loan: No      |
| WASHING MUTUAL MTGE P/T 2006-7                                                   | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 7 A4               | CUSIP: 93935HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15103507 | PA      | $3911412.54   | 0.13%             | 2036-09-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $2054.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2023-2A                                        | GLS AUTO SELECT RECEIVABLES TR GSAR 2023 2A B 144A           | CUSIP: 36269EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1600000 | PA      | $1637012.00   | 0.06%             | 2029-12-17      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                      | REPUBLIC OF POLAND SR UNSECURED 03/54 5.5                    | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      4700000 | PA      | $4358294.82   | 0.15%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260416                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $28429.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP COMPANY GUAR 144A 02/29 6                 | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1133993.10   | 0.04%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO VIII LTD 2017-8A                                                | SIXTH STREET CLO XVI, LTD. SIXST 2017 8A A1R2 144A           | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12000000 | PA      | $12014637.24  | 0.41%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR3                                                 | GSR MORTGAGE LOAN TRUST GSR 2005 AR3 6A1                     | CUSIP: 36242D4W0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       102980 | PA      | $75770.36     | 0.00%             | 2035-05-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) JUN26 XCBT 20260630                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1735 | NC      | $-1774981.19  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 B 144A          | CUSIP: 69544PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       302272 | PA      | $302467.43    | 0.01%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260417                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $127725.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 25-19A LTD                                              | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A          | CUSIP: 03331VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1800000 | PA      | $1784296.55   | 0.06%             | 2040-10-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $2741.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-1                                             | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1                | CUSIP: 02660WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        96273 | PA      | $86315.87     | 0.00%             | 2046-05-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-12N                                                         | LEHMAN XS TRUST LXS 2007 12N 2A1                             | CUSIP: 52524YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       227532 | PA      | $214747.66    | 0.01%             | 2037-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                     | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/35 VAR              | CUSIP: ACI1Q6JH4<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1692252 | PA      | $1487912.57   | 0.05%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ2758 FN 05/48 FIXED 3.5                          | CUSIP: 3140H4B45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       137103 | PA      | $127538.51    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORP LOAN TRUST 2005-AR6                                           | GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR6 3A1            | CUSIP: 36185MBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        15738 | PA      | $14082.48     | 0.00%             | 2035-11-19      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $6411.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-11670.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $55818.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3615 FN 03/49 FIXED 4                            | CUSIP: 31418DAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       226892 | PA      | $217312.44    | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-8                                             | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2               | CUSIP: 86361JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       562985 | PA      | $379000.38    | 0.01%             | 2036-09-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2022-CRE7 ISSUER LTD                                                    | LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A         | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       512901 | PA      | $512116.89    | 0.02%             | 2037-01-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                  | REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7              | CUSIP: P97475AJ9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     12900000 | PA      | $5321250.00   | 0.18%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $2831050.96   | 0.10%             | 2028-06-02      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-3CB                                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 3CB 1A7            | CUSIP: 12667FX59<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2704824 | PA      | $2385630.78   | 0.08%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE (MEDLINE BORROWER LP)                                                    | MEDLINE BORROWER LP 2025 INCREMENTAL TERM LOAN B             | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      1749854 | PA      | $1753948.49   | 0.06%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                            | TAKEOFF MERGER SUB INC SR UNSECURED 144A 03/29 4.5           | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1590007.41   | 0.05%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      1965000 | PA      | $1820570.54   | 0.06%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2004-1                                                | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 1 M1               | CUSIP: 542514EU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       600068 | PA      | $595471.64    | 0.02%             | 2034-02-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                        | CAESARS ENTERTAINMENT INC COMMON STOCK                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |         4701 | NS      | $124247.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375               | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1137806 | PA      | $1124042.99   | 0.04%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V12 MORTGAGE TRUST                                                | BENCHMARK MORTGAGE TRUST BMARK 2024 V12 A3                   | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4900000 | PA      | $5061052.22   | 0.17%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| SOCAR TURKIYE ENERJI AS                                                          | SOCAR TURKEY ENERJI AS EUR TERM LOAN                         | CUSIP: 941WJKII0<br>LEI: 789000J4L7UFTRMDR776 | Long             | LON              | CORP              | TR        |      4000000 | PA      | $4634959.38   | 0.16%             | 2026-08-11      | Floating      | 5.56%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $1467.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 02/31 7                       | CUSIP: S69124NF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      4100000 | PA      | $227089.78    | 0.01%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORPORATION                                                     | ON SEMICONDUCTOR CORP COMPANY GUAR 144A 09/28 3.875          | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      1820000 | PA      | $1757261.14   | 0.06%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $6131.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL OMO110626                                   | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   3606371000 | PA      | $2506726.39   | 0.09%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2005-A6                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 7A1                   | CUSIP: 466247UG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        85649 | PA      | $76591.37     | 0.00%             | 2035-08-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2003-AR15                                          | CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR15 2A1            | CUSIP: 22541QCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        32405 | PA      | $31601.58     | 0.00%             | 2033-06-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                                                   | QUALITYTECH LP TERM LOAN B                                   | CUSIP: BA0009MM5<br>LEI: 549300GWD2FYVWRWCZ90 | Long             | LON              | CORP              | US        |      3168000 | PA      | $3164040.00   | 0.11%             | 2031-10-30      | Floating      | 7.17%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOFTBANK GROUP CORP SNR JP SP GST                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-9655.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/61 3.45        | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      2000000 | PA      | $1239097.26   | 0.04%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-10694.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $786.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                      | REPUBLIC OF SERBIA SR UNSECURED REGS 09/36 2.05              | CUSIP: ACI20JKL1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       900000 | PA      | $788625.05    | 0.03%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE2                                            | MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2B                 | CUSIP: 61753EAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       433583 | PA      | $199317.72    | 0.01%             | 2037-01-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $10120.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2                         | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4            | CUSIP: 46628TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       834165 | PA      | $392889.41    | 0.01%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/32 3.375       | CUSIP: ACI2V6L67<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      3825000 | PA      | $4288051.17   | 0.15%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                       | TRUST 2401 SR UNSECURED 144A 01/50 6.39                      | CUSIP: 89834MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      1392000 | PA      | $1271445.84   | 0.04%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                                       | OCS GROUP HOLDINGS LTD 2026 GBP TERM LOAN B5                 | CUSIP: BA000XG23<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |      1500000 | PA      | $1978451.78   | 0.07%             | 2031-11-28      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK4778 FN 08/48 FIXED 3.5                          | CUSIP: 3140HJJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       172598 | PA      | $160414.10    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BUENOS AIRES ARGENTINA                                               | PROVINCIA DE BUENOS AIRE SR UNSECURED REGS 09/37 VAR         | CUSIP: ACI208PK2<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |      6225800 | PA      | $4708261.25   | 0.16%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                     | HUNGARY SR UNSECURED 144A 09/30 5.375                        | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      2200000 | PA      | $2218046.42   | 0.08%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                             | SARTORIUS FINANCE BV COMPANY GUAR REGS 09/35 4.875           | CUSIP: ACI2JQ1Z5<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      2800000 | PA      | $3346751.75   | 0.11%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YINSON PRODUCTION FINANCIAL SERVICES PTE LTD                                     | YINSON PRODUCTION FINANC SR SECURED 144A REGS 05/29 9.6      | CUSIP: ACI2NT341<br>LEI: 254900TYMSC94RS33U73 | Long             | DBT              | CORP              | SG        |      2200000 | PA      | $2301515.00   | 0.08%             | 2029-05-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $10009.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/32 VAR                  | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2719632.24   | 0.09%             | 2032-04-22      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PERU LA SP BRC                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $17527.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2005-F                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2005 F 4A1               | CUSIP: 05946XYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        16859 | PA      | $13903.03     | 0.00%             | 2035-09-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-24907.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                     | REPUBLIC OF CHILE SR UNSECURED 01/32 3.75                    | CUSIP: ACI2T1RL2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      3100000 | PA      | $3559773.64   | 0.12%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 02/48 6.35                  | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      4526000 | PA      | $3466526.31   | 0.12%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                               | TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2         | CUSIP: 10010YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |        57138 | PA      | $56439.26     | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-85160.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 4 PLC                                                         | TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006        | CUSIP: B3LSHBII8<br>LEI: 213800UCE6O94DGHWT77 | Long             | DBT              | CORP              | GB        |       181666 | PA      | $235654.75    | 0.01%             | 2040-10-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DISCOVERY GLOBAL HOLDINGS INC SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $110.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $212522.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 05/29 6.625                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3808439.80   | 0.13%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                             | RLJ LODGING TRUST LP SR SECURED 144A 07/26 3.75              | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |       975000 | PA      | $970878.09    | 0.03%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $7472.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.2575 12/17/25-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-224135.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4                 | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $96039.08     | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $20063.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDEX MORTGAGE LOAN TRUST 2007-AR13                                      | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR13 4A1            | CUSIP: 456681AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        86477 | PA      | $56806.67     | 0.00%             | 2037-07-25      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | COREWEAVE INC COMPANY GUAR 144A 02/31 9                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3334691.15   | 0.11%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-OA1                                                 | GSR MORTGAGE LOAN TRUST GSR 2006 OA1 2A3                     | CUSIP: 362631AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10635530 | PA      | $2222992.77   | 0.08%             | 2046-08-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                                   | ALBION FINANCING 1SARL / SR SECURED 144A 05/30 7             | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3400000 | PA      | $3477441.80   | 0.12%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                              | ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/28 4                | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |       700000 | PA      | $690629.89    | 0.02%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO ENTERPRISES INC SR SECURED 05/30 4.25                 | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |       300000 | PA      | $289200.46    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260506                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $69.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-OAT FUTURE   JUN26 XEUR 20260608                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -135 | NC      | $587052.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64318000 | PA      | $62014473.34  | 2.12%             | 2056-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $3709.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2026-2A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2026 2A A2                | CUSIP: 30166WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2200000 | PA      | $2201141.80   | 0.08%             | 2028-11-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $2088.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                                     | ALAMO RE LTD UNSECURED 144A 06/26 VAR                        | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |       700000 | PA      | $713650.00    | 0.02%             | 2026-06-08      | Floating      | 15.39%                | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                      | SES S A COMMON STOCK                                         | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |        72646 | NS      | $1089690.00   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $7938.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA EUR TERM LOAN                             | CUSIP: BA000GRH5<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | CORP              | IE        |      4200000 | PA      | $4859762.84   | 0.17%             | 2027-03-05      | Floating      | 3.89%                 | No            |                  3 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 14A1            | CUSIP: 07384M4F6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       186360 | PA      | $183286.82    | 0.01%             | 2035-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260428                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $4442.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20260716                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $87229.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                            | QNITY ELECTRONICS INC TERM LOAN B                            | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      1496250 | PA      | $1496250.00   | 0.05%             | 2032-11-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBACKED SEC 2005-HE7                                            | BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE7 M3             | CUSIP: 073879ZJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6933569 | PA      | $6964045.18   | 0.24%             | 2035-07-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| STAGWELL (MIDAS OPCO HOLDINGS LLC)                                               | MIDAS OPCO HOLDINGS LLC COMPANY GUAR 144A 08/29 5.625        | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1167311.57   | 0.04%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-14211.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $5412701.65   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $12075.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANON GOVT                                                                     | LEBANESE REPUBLIC SR UNSECURED REGS 03/27 6.85               | CUSIP: 931GZRII4<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3925000 | PA      | $934974.25    | 0.03%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/34 5.926         | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20358 | PA      | $20783.60     | 0.00%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 B                | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1007001.40   | 0.03%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $4911.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR               | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       188404 | PA      | $99100.50     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                     | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      1700000 | PA      | $1524221.70   | 0.05%             | 2031-06-28      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05        | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      6100000 | PA      | $6140607.40   | 0.21%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 06/28 VAR                   | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6900000 | PA      | $6727460.12   | 0.23%             | 2028-06-01      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                     | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363         | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1821962.18   | 0.06%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-6902.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-1184.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 12/28 6.036              | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        29930 | PA      | $30216.32     | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 02/34 5.625               | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      8025000 | PA      | $7858481.25   | 0.27%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-165.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABILENE DC 7 LLC/ABILENE DC 8 LLC                                                | PROJECT FLASH TERM LOAN 1                                    | CUSIP: BA000KZ61<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1829922 | PA      | $1829921.75   | 0.06%             | 2030-04-30      | Floating      | 3.54%                 | No            |                  3 | On Loan: No      |
| UZBEKISTAN GOVT                                                                  | UZBEKISTAN INTL BOND SR UNSECURED 144A 05/27 5.375           | CUSIP: ACI2P7GV3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      2000000 | PA      | $2332991.20   | 0.08%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2004-6                                              | STRUCTURED ASSET INVESTMENT LO SAIL 2004 6 A3                | CUSIP: 86358EJS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2894760 | PA      | $2995319.10   | 0.10%             | 2034-07-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-1476.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |            1 | NC      | $180108.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARBYS RESTAURANT (IRB HOLDING CORP)                                              | IRB HOLDING CORP 2025 TERM LOAN B                            | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      2606580 | PA      | $2603322.21   | 0.09%             | 2030-12-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A4                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A1                   | CUSIP: 46631JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       421237 | PA      | $318728.07    | 0.01%             | 2037-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2006-SA1                                           | RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA1 1A1             | CUSIP: 76111XG72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       132701 | PA      | $127284.80    | 0.00%             | 2036-02-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3                         | MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 NQM3 A1 144A        | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2909098 | PA      | $2902469.50   | 0.10%             | 2069-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2024 1A B 144A               | CUSIP: 36269HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1473968 | PA      | $1476528.65   | 0.05%             | 2028-07-17      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260406                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $21737.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-1                                                    | OPORTUN FUNDING LLC OPTN 2025 1 B 144A                       | CUSIP: 68377PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       600000 | PA      | $600848.64    | 0.02%             | 2032-08-16      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| PRESIDIO (FORTRESS INTERMEDIATE 3 INC)                                           | FORTRESS INTERMEDIATE 3 INC 2025 TERM LOAN B                 | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |      3555135 | PA      | $3532915.41   | 0.12%             | 2031-06-27      | Floating      | 6.67%                 | No            |                  3 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG            | CUSIP: 952NPHII6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $455000.00    | 0.02%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260429                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-5639.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC3                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC3 1A1            | CUSIP: 021464AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3965397 | PA      | $3755977.75   | 0.13%             | 2046-04-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS CAPITAL CORP                                                        | WYNN RESORTS FINANCE LLC COMPANY GUAR 144A 10/29 5.125       | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2222068.28   | 0.08%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                            | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C                 | CUSIP: 61750SAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1603430 | PA      | $699622.06    | 0.02%             | 2036-10-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-36T2                                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7           | CUSIP: 02146XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       436372 | PA      | $173043.51    | 0.01%             | 2036-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260505                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $1827.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL-2006-HE6                                              | MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2B                 | CUSIP: 61750FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1390986 | PA      | $477816.62    | 0.02%             | 2036-09-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                         | SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/70 3.5             | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      2000000 | PA      | $1196971.68   | 0.04%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | BLUE OWL FINANCE LLC COMPANY GUAR 04/34 6.25                 | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1250578.52   | 0.04%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-NC3                                            | MORGAN STANLEY CAPITAL INC MSAC 2004 NC3 M1                  | CUSIP: 61744CBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       317667 | PA      | $344368.23    | 0.01%             | 2034-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875                   | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    257900000 | PA      | $14979042.33  | 0.51%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR10                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1            | CUSIP: 93363EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       119887 | PA      | $106190.02    | 0.00%             | 2036-09-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $10832.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.73569 03/31/26-9Y* LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $642941.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMOR RE II LTD                                                                  | ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR                  | CUSIP: 04227FAE5<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |       700000 | PA      | $736960.00    | 0.03%             | 2031-05-07      | Floating      | 13.74%                | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                                           | CITADEL SECURITIES GLOBA SR SECURED 144A 03/36 5.75          | CUSIP: 17289RAF3<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2171985.42   | 0.07%             | 2036-03-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV JR SUBORDINA VAR                                | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      2800000 | PA      | $2798076.68   | 0.10%             | 2026-11-16      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MASTR ALT LN TR 2006-2                                                           | MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1                | CUSIP: 5764342H6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       497008 | PA      | $40148.03     | 0.00%             | 2036-03-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC / PANTHER CO-ISSUER INC                            | PANTHER ESCROW ISSUER SR SECURED 144A 06/31 7.125            | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4600000 | PA      | $4617774.40   | 0.16%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D B 144A             | CUSIP: 78450PAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1932054 | PA      | $2030359.31   | 0.07%             | 2053-09-15      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260422                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-8900.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA SR UNSECURED 144A 05/35 5.75                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       900000 | PA      | $933834.11    | 0.03%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                                   | ANGLOGOLD HOLDINGS PLC COMPANY GUAR 10/30 3.75               | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       400000 | PA      | $386916.63    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260427                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-1864.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LIMITED                                                         | SEADRILL FINANCE LTD SECURED 144A 08/30 8.375                | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |      3350000 | PA      | $3466808.34   | 0.12%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTAGE SEC INC 2004-R2                                                 | AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R2 M3               | CUSIP: 03072SPK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       617741 | PA      | $612922.10    | 0.02%             | 2034-04-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-2970.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                                   | ESKOM HOLDINGS GOVT GUARANT 144A 08/28 6.35                  | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      2000000 | PA      | $2014430.18   | 0.07%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $17523.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15                  | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2130000.43   | 0.07%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260417                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-5421.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260506                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $896.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $8222.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR9                                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A              | CUSIP: 9393357P4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          759 | PA      | $744.94       | 0.00%             | 2042-08-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-2                                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 2 1A4               | CUSIP: 17307GRE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        63111 | PA      | $61267.02     | 0.00%             | 2035-05-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-CA                                                | NELNET STUDENT LOAN TRUST NSLT 2025 CA A1A 144A              | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6187874 | PA      | $6126165.52   | 0.21%             | 2065-06-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH (VERTICAL MIDCO)                                          | TK ELEVATOR MIDCO GMBH SR SECURED REGS 07/27 4.375           | CUSIP: ACI1NM9X8<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |       189091 | PA      | $218582.01    | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1C           | CUSIP: 23243AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       370327 | PA      | $337307.57    | 0.01%             | 2046-09-20      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260416                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-298.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                             | LIFEPOINT HEALTH INC 2024 INCREMENTAL TERM LOAN B1           | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      1150267 | PA      | $1150882.54   | 0.04%             | 2031-05-19      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                 | VIRGIN MEDIA SECURED FIN SR SECURED REGS 01/30 4.25          | CUSIP: ACI1FYG47<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      5200000 | PA      | $6099462.86   | 0.21%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES 2025-FL4                                  | GREYSTONE COMMERCIAL REAL ESTA GSTNE 2025 FL4 A 144A         | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5100000 | PA      | $5102066.78   | 0.17%             | 2043-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 09/55 3.55                             | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3891000 | PA      | $2532484.20   | 0.09%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PANAMA LA SP JPM                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-7374.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET SECURIZATION TR 2007-3                                               | MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 3 22A5              | CUSIP: 57645NAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       842812 | PA      | $709293.28    | 0.02%             | 2047-05-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 03/31 2.5                          | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2519229.66   | 0.09%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2026-A                                                 | NELNET STUDENT LOAN TRUST NSLT 2026 A A1B 144A               | CUSIP: 64032UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2109944 | PA      | $2121105.06   | 0.07%             | 2061-02-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL JSC                                                         | KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/30 5.375        | CUSIP: ACI125QN1<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      1600000 | PA      | $1619643.33   | 0.06%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260505                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-60246.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1                | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       300000 | PA      | $290866.22    | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                     | COTIVITI CORPORATION 2024 TERM LOAN                          | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |      7221605 | PA      | $6670993.96   | 0.23%             | 2031-05-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-77607.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                            | ENVALIOR FINANCE GMBH USD TERM LOAN B1                       | CUSIP: D255LZAC9<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |       970409 | PA      | $853964.81    | 0.03%             | 2030-04-01      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $499.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9                                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A           | CUSIP: 02146YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       204443 | PA      | $178406.52    | 0.01%             | 2046-07-20      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260422                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-9170.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 D 144A          | CUSIP: 69546YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       469687 | PA      | $469610.49    | 0.02%             | 2032-04-15      | Fixed         | 6.26%                 | No            |                  3 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-2                                             | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1               | CUSIP: 863579V47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        24955 | PA      | $19991.59     | 0.00%             | 2036-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CZK BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $924.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2006-2                                            | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2006 2 2A4              | CUSIP: 68402CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1188027 | PA      | $711256.77    | 0.02%             | 2036-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC SR UNSECURED 03/31 4.95                          | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2049510.90   | 0.07%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOEING CO/THE SNR S* ICE                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $626.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV45 5Y ICE                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |            1 | NC      | $782735.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                             | WEYERHAEUSER CO SR UNSECURED 03/32 7.375                     | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       508000 | PA      | $566552.99    | 0.02%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 10/32 5.05               | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $5168559.08   | 0.18%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.32 10/02/25-01/02/29 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-211916.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 05/26 0.00000                                  | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       200000 | PA      | $199317.12    | 0.01%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-928.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                     | REPUBLIC OF CHILE SR UNSECURED 05/41 3.1                     | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      3900000 | PA      | $2963454.00   | 0.10%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 02/29 5.875                             | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1646904.26   | 0.06%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY44 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $65287.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD UZS BOUGHT USD 20270618                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-1445.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                | SM ENERGY CO COMPANY GUAR 144A 06/33 9.625                   | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1436988.80   | 0.05%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC SR SECURED REGS 04/26 3.875                         | CUSIP: ACI1YJFS7<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |       276786 | PA      | $320363.54    | 0.01%             | 2026-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 123 LIGHTS RE LTD                                                                | 123 LIGHTS RE LTD UNSECURED 144A 09/31 VAR                   | CUSIP: 68302QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       250000 | PA      | $258062.50    | 0.01%             | 2031-09-14      | Floating      | 14.51%                | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                        | JETBLUE AIRWAYS/LOYALTY SR SECURED 144A 09/31 9.875          | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1135702.01   | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                                  | NEW WINDSTREAM PREFERRED STOCK                               | CUSIP: 990AAJEB9<br>LEI: 549300V3NU625PJUVA84 | Long             | EP               | CORP              | US        |          383 | NS      | $407423.36    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | TURKEY EM SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-26709.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ARGENTINA LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $27780.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                                                    | COLUMBUS MCKINNON CORP SR SECURED 144A 02/33 7.125           | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1375653.13   | 0.05%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-12219.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                                                  | BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1                   | CUSIP: 073868BE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1850150 | PA      | $922407.12    | 0.03%             | 2036-11-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |      -584634 | PA      | $-675861.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $16874.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY46 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $1502195.59   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2023-B                                             | COLLEGE AVE STUDENT LOANS CASL 2023 B D 144A                 | CUSIP: 19425MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       419730 | PA      | $441531.55    | 0.02%             | 2054-06-25      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 12/35 VAR                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3984082.52   | 0.14%             | 2035-12-03      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A           | CUSIP: 92925DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        93681 | PA      | $84394.76     | 0.00%             | 2046-12-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $8788.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-FRE2                                             | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE2 M1            | CUSIP: 46626LHB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1895372 | PA      | $1884457.80   | 0.06%             | 2036-02-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| SG MORTGAGE SECURITIES TRUST 2006-OPT2                                           | SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A3D              | CUSIP: 78420MAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1621262.80   | 0.06%             | 2036-10-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65               | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       800000 | PA      | $801313.50    | 0.03%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST 2024-1                                               | CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A              | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2400000 | PA      | $2401945.44   | 0.08%             | 2028-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF INDUSTRY LIMITED                                                         | BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1               | CUSIP: BA000BY62<br>LEI: 5493006N5JD4B34R6G14 | Long             | LON              | MUN               | NG        |      4725000 | PA      | $5448650.87   | 0.19%             | 2027-08-23      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-AR1                                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 1A1             | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        64608 | PA      | $62903.88     | 0.00%             | 2035-10-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/30 VAR                        | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5071147.30   | 0.17%             | 2030-01-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP JPM                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $2010.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 04/33 4.85        | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      2700000 | PA      | $2587841.87   | 0.09%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                             | HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 01/34 6.625        | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1707678.90   | 0.06%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-1099.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                             | AMENTUM GOVT SERVCS HOLDNG LLC 2024 TERM LOAN B              | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |      2305499 | PA      | $2308865.26   | 0.08%             | 2031-09-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC 2025 TERM LOAN M                               | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      2189000 | PA      | $2191418.85   | 0.07%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/31 4           | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1291576.69   | 0.04%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES LXII CLO LTD 2021-62A                                                       | ARES CLO LTD ARES 2021 62A A1R 144A                          | CUSIP: 00192WAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1300426.41   | 0.04%             | 2034-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-1450.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                             | CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7                | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      1410000 | PA      | $1370321.15   | 0.05%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP GST                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $5344.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                           | ADVANCE AUTO PARTS COMPANY GUAR 144A 08/30 7                 | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3547991.41   | 0.12%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLVI LTD 2020-46A                                           | MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A              | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3300000 | PA      | $3297852.76   | 0.11%             | 2034-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $4601.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-821.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                                   | REPUBLIC OF GUATEMALA SR UNSECURED REGS 06/50 6.125          | CUSIP: P5015VAJ5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1400000 | PA      | $1332800.00   | 0.05%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 12.905 12/05/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-37202.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                        | EXPAND ENERGY CORP COMPANY GUAR 02/29 5.375                  | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       660000 | PA      | $659671.32    | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-3 LTD 2025-3A                                    | PALMER SQUARE LOAN FUNDING LTD PSTAT 2025 3A A1 144A         | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       900000 | PA      | $900378.30    | 0.03%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | REPUBLIC OF NIGERIA SR UNSECURED 144A 09/33 7.375            | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      1600000 | PA      | $1571410.69   | 0.05%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NEW ALBERTSONS LP                                                                | NEW ALBERTSONS LP SR UNSECURED 02/28 6.57                    | CUSIP: 01310QCW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800000 | PA      | $804620.00    | 0.03%             | 2028-02-23      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 04/31 VAR                     | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2500000 | PA      | $2446672.93   | 0.08%             | 2031-04-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-9                                                    | COUNTRYWIDE HOME LOANS CWHL 2006 9 A1                        | CUSIP: 126694W20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       128035 | PA      | $56711.20     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENIN GOVT                                                                       | BENIN SUKUK SA SR UNSECURED REGS 01/33 6.2                   | CUSIP: ACI387SM7<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2800000 | PA      | $2602000.69   | 0.09%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-172271.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                     | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 0.0000           | CUSIP: ACI1Q6MV9<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       526581 | PA      | $441406.52    | 0.02%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2007-1                                              | NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 1 1A6                | CUSIP: 65538PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        55728 | PA      | $52319.11     | 0.00%             | 2047-03-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 8 LTD 2019-8A                                           | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A           | CUSIP: 03331XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       726713 | PA      | $719678.79    | 0.02%             | 2037-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45               | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       500000 | PA      | $412874.27    | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                          | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 6.95              | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      2000000 | PA      | $2040600.00   | 0.07%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/43 3.875                                  | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28000000 | PA      | $24888281.32  | 0.85%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JOHN LEWIS PLC                                                                   | JOHN LEWIS PLC SR UNSECURED REGS 12/34 4.25                  | CUSIP: ACI0B37S8<br>LEI: 213800JSUFNZLZLCVJ25 | Long             | DBT              | CORP              | GB        |       975000 | PA      | $1073684.85   | 0.04%             | 2034-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC SR SECURED 144A 10/35 5.407                   | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2159387.52   | 0.07%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |      -383174 | PA      | $-381710.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MTGGE ACQUIS CORP 2005-OPT2                                            | JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT2 M4            | CUSIP: 46626LEP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       990180 | PA      | $980105.61    | 0.03%             | 2035-12-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1           | CUSIP: 02152AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2669624 | PA      | $1169647.48   | 0.04%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $2849.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR ULTRA FUT JUN26 XCBT 20260618                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1498 | NC      | $-3559560.82  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ARGENTINA LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $15572.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON SR UNSECURED 04/29 6.65                  | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       200000 | PA      | $208290.41    | 0.01%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG            | CUSIP: 952NPG006<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      4200000 | PA      | $1470000.00   | 0.05%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                             | PT PERTAMINA (PERSERO) SR UNSECURED REGS 05/41 6.5           | CUSIP: Y7138AAB6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      3000000 | PA      | $3066222.21   | 0.10%             | 2041-05-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC COMPANY GUAR 144A 03/36 6.5                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3921303.60   | 0.13%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                         | CHORD ENERGY CORP COMPANY GUAR 144A 03/33 6.75               | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3305830.98   | 0.11%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $4774.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-2396.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2007-A1                                           | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 1A1A            | CUSIP: 466287AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       335203 | PA      | $292114.60    | 0.01%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT HUF SOLD USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |            1 | NC      | $18.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CZK BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $386.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                          | ZAYO GROUP HOLDINGS INC SR SECURED 144A 03/30 9.25           | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       167260 | PA      | $166376.87    | 0.01%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/43 2.875                                  | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12531600 | PA      | $9628772.41   | 0.33%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $180289.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260804                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $203727.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                             | THAMES WATER SUPER SEN SR SECURED REGS 10/27 9.75            | CUSIP: ACI2VYD73<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       538126 | PA      | $776865.87    | 0.03%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $102455.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $22888.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/28 3.25                            | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2390000 | PA      | $2343551.04   | 0.08%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                              | AXON ENTERPRISE INC SR UNSECURED 144A 03/33 6.25             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2043182.00   | 0.07%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PEN SOLD USD 20260526                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-9983.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FINANCE PLC                                                  | MITCHELLS + BUTLERS FINA SECURED REGS 09/32 6.469            | CUSIP: 337786II0<br>LEI: 213800E7QA1U8BF34219 | Long             | DBT              | CORP              | GB        |      1700000 | PA      | $2263300.57   | 0.08%             | 2032-09-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                                     | STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B                 | CUSIP: BA000BNR8<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |      3700000 | PA      | $3756755.37   | 0.13%             | 2032-04-26      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                  | REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/28 9.25           | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       900000 | PA      | $414000.00    | 0.01%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 06/18/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1922532.95   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS XS1076957700 CREDIT SUISSE GROUP AG            | CUSIP: 952NPH905<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |       200000 | PA      | $70000.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                               | CANADIAN NATL RESOURCES SR UNSECURED 12/34 5.4               | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      1100000 | PA      | $1113262.03   | 0.04%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6                              | BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 2A             | CUSIP: 07387YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       190477 | PA      | $173424.64    | 0.01%             | 2037-08-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 01/33 4.75               | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       800000 | PA      | $790393.80    | 0.03%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSECURED 06/31 3.5                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1274189.70   | 0.04%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNACIONAL DEL PERU SAA (INTERBANK)                                     | BANCO INTERNAC DEL PERU SR UNSECURED 144A 07/31 4.8          | CUSIP: 05968DAH3<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |      2900000 | PA      | $2858240.00   | 0.10%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IPL SCHOELLER (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC)        | TOUCAN FINCO LTD/CAN/US SR SECURED 144A 05/30 9.5            | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      2700000 | PA      | $2387675.34   | 0.08%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-OA17                                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A          | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       574666 | PA      | $519178.47    | 0.02%             | 2046-12-20      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA SR UNSECURED 04/50 4.5                    | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1300000 | PA      | $990990.00    | 0.03%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3                | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       700000 | PA      | $691843.68    | 0.02%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                                    | WHITE CAP BUYER LLC 2024 TERM LOAN B                         | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |      1940715 | PA      | $1871101.79   | 0.06%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $5182.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2005-QA2                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA2 NB2             | CUSIP: 76110HT90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        44852 | PA      | $40223.33     | 0.00%             | 2035-02-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                       | GOEASY LTD COMPANY GUAR 144A 02/31 6.875                     | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |        35000 | PA      | $28187.25     | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKPOINT GAS STORAGE INC                                                        | ROCKPOINT GAS STRG PRTNRS LP 2025 REPRICED TERM LOAN B       | CUSIP: BA000R585<br>LEI: 894500SFREGFOBY8I178 | Long             | LON              | CORP              | US        |      2810168 | PA      | $2821057.00   | 0.10%             | 2031-09-18      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8                                     | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 2A4                | CUSIP: 12669WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2923293 | PA      | $2783236.56   | 0.09%             | 2037-11-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2023-B                                             | COLLEGE AVE STUDENT LOANS CASL 2023 B C 144A                 | CUSIP: 19425MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1628188 | PA      | $1695969.28   | 0.06%             | 2054-06-25      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR6                                                 | GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1                     | CUSIP: 362341RT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          158 | PA      | $158.86       | 0.00%             | 2035-09-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-19117.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 09/30 VAR                | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      1000000 | PA      | $943429.76    | 0.03%             | 2030-09-13      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507         | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3108279 | PA      | $3282961.30   | 0.11%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1            | CUSIP: 07384M4E9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         3275 | PA      | $3220.24      | 0.00%             | 2035-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $572.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSECURED 06/27 5.75                 | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1310141.20   | 0.04%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2026-1 2026-1A                                                   | REACH FINANCIAL LLC REACH 2026 1A B 144A                     | CUSIP: 75526XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4300000 | PA      | $4285701.21   | 0.15%             | 2033-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                                   | REPUBLIC OF SRI LANKA SR UNSECURED 144A 06/35 VAR            | CUSIP: ACI2SS7V4<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      1258124 | PA      | $953070.45    | 0.03%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1                                | SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A             | CUSIP: 81377JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       218157 | PA      | $45279.19     | 0.00%             | 2036-12-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | POST HOLDINGS INC COMPANY GUAR 144A 04/30 4.625              | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      2510000 | PA      | $2411368.80   | 0.08%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB3                                          | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB3 A5B             | CUSIP: 25151EAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        61466 | PA      | $53559.99     | 0.00%             | 2036-07-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA UNSECURED 144A 04/33 2                               | CUSIP: ACI1X0BQ7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2000000 | PA      | $1816141.22   | 0.06%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65                  | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       800000 | PA      | $671617.66    | 0.02%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                    | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |       228414 | NS      | $541341.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8                               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1              | CUSIP: 07384MZV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         2565 | PA      | $2490.47      | 0.00%             | 2034-01-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | REPUBLIC OF NIGERIA SR UNSECURED 144A 01/46 9.1297           | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      2100000 | PA      | $2194936.21   | 0.07%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 2.75000 06/17/16-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |            1 | NC      | $-157966.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                      | FED REPUBLIC OF BRAZIL SR UNSECURED 01/56 7.25               | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      4864000 | PA      | $4781555.20   | 0.16%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)                                   | OLYMPUS WTR US HLDG CORP SR SECURED 144A 10/28 4.25          | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1624965.91   | 0.06%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $1604.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2006-4                                                   | HOME EQUITY ASSET TRUST HEAT 2006 4 2A4                      | CUSIP: 437084VN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1591870 | PA      | $1586388.08   | 0.05%             | 2036-08-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2                              | BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A1            | CUSIP: 07386UAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1086209 | PA      | $1028828.58   | 0.04%             | 2046-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ARGENTINA LA SP CBK                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $20478.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                                    | CHEPLAPHARM ARZNEIMITTEL SR SECURED 144A 02/32 6.75          | CUSIP: ACI389V23<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |      2800000 | PA      | $3170518.72   | 0.11%             | 2032-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-9                                                    | COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3                       | CUSIP: 12669GZQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        44522 | PA      | $39527.22     | 0.00%             | 2035-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KZT SOLD USD 20260716                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $5961.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -1810750 | PA      | $-1811101.08  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2007-2F                                                  | GSR MORTGAGE LOAN TRUST GSR 2007 2F 3A3                      | CUSIP: 362636AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       154560 | PA      | $72597.26     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HANDSHAKE RE LTD                                                                 | HANDSHAKE RE LTD UNSECURED 144A 01/30 VAR                    | CUSIP: 410290AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       250000 | PA      | $248550.00    | 0.01%             | 2030-01-08      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $15244.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-4                               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 4 3A1              | CUSIP: 07387ABR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       153567 | PA      | $144605.18    | 0.00%             | 2035-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS (1261229 BC LTD)                                               | 1261229 BC LTD SR SECURED 144A 04/32 10                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1350000 | PA      | $1383330.15   | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 05/34 7.625                 | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      6200000 | PA      | $6312192.66   | 0.22%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85               | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5425000 | PA      | $3171194.27   | 0.11%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260427                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $85.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8                               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1              | CUSIP: 07384MZS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          629 | PA      | $604.39       | 0.00%             | 2034-01-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-2997.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 10/35 VAR               | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1767313.37   | 0.06%             | 2035-10-23      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-336.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-CP1                                          | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 CP1 1A1            | CUSIP: 68402YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       177335 | PA      | $164217.27    | 0.01%             | 2037-03-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTGE SEC 2005-SA4                                            | RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A21            | CUSIP: 76111XYD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       113047 | PA      | $69955.87     | 0.00%             | 2035-09-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 5.625        | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $4321034.08   | 0.15%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-5                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 B 144A            | CUSIP: 69548WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4499826 | PA      | $4508948.18   | 0.15%             | 2033-03-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2007-3F                                                  | GSR MORTGAGE LOAN TRUST GSR 2007 3F 3A2                      | CUSIP: 3622MWAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        37432 | PA      | $26348.57     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 04/32 4.75                | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1600000 | PA      | $1539160.00   | 0.05%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-9807.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                      | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52800000 | PA      | $52011799.49  | 1.77%             | 2056-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 01/30 5.565                               | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      2200000 | PA      | $2255176.95   | 0.08%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING (UK) PLC                                          | ALLWYN ENTERTAINMENT FIN SR SECURED 144A 08/31 4.625         | CUSIP: ACI38KB79<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      3500000 | PA      | $3897464.72   | 0.13%             | 2031-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                              | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR         | CUSIP: ACI0ZY1X9<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      2400000 | PA      | $2945474.85   | 0.10%             | 2028-01-18      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                        | EXPAND ENERGY CORP COMPANY GUAR 02/32 4.75                   | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      4800000 | PA      | $4678870.56   | 0.16%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                      | FTAI AVIATION INVESTORS COMPANY GUAR 144A 05/28 5.5          | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      6750000 | PA      | $6753352.73   | 0.23%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-R2                                                   | COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A                | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        20457 | PA      | $19946.39     | 0.00%             | 2035-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| WABTEC TRANSPORTATION NETHERLANDS BV                                             | WABTEC TRANSPORTATION COMPANY GUAR 12/27 1.25                | CUSIP: ACI1Y2G20<br>LEI: 213800W8WKL7DR8NFE48 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $447212.78    | 0.02%             | 2027-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                        | VMED O2 UK FINANCING I SR SECURED 144A 01/33 6.75            | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $1610622.54   | 0.05%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH                              | BAMLL COML MTG SECS TR 2024 04/42 1                          | CUSIP: 05554WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3860000 | PA      | $3257425.05   | 0.11%             | 2042-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ9279 FN 02/48 FIXED 3.5                          | CUSIP: 3140HBJZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       114280 | PA      | $106106.13    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD UZS BOUGHT USD 20261211                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-1826.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                          | STANDARD INDUSTRIES INC. 2021 TERM LOAN B                    | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       820226 | PA      | $820398.67    | 0.03%             | 2028-09-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                  | REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/26 11.75          | CUSIP: P17625AE7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |        25000 | PA      | $12937.50     | 0.00%             | 2026-10-21      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CYPRIUM CORP / CYPRIUM HOLDINGS LUXEMBOURG SARL                                  | CYPRIUM CORP/CYPRIUM HOL COMPANY GUAR 144A 04/31 6.125       | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3075000 | PA      | $3039076.16   | 0.10%             | 2031-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-123.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                                   | REPUBLIC OF SRI LANKA SR UNSECURED 144A 01/30 VAR            | CUSIP: ACI2SS6S2<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       949920 | PA      | $873947.66    | 0.03%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                          | STANDARD INDUSTRI INC/NY SR UNSECURED 144A 01/31 3.375       | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5095000 | PA      | $4570248.12   | 0.16%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                              | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A            | CUSIP: 41162DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       298552 | PA      | $267827.57    | 0.01%             | 2038-01-19      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                      | FTAI AVIATION INVESTORS COMPANY GUAR 144A 05/31 7            | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      6400000 | PA      | $6565472.00   | 0.22%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                    | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                     | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    384300000 | PA      | $6883994.87   | 0.23%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-7                                                  | BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1                   | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       262741 | PA      | $137561.79    | 0.00%             | 2035-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSUER TRUST                                                    | MIDCAP FINANCIAL ISSR TR SR UNSECURED 144A 05/28 6.5         | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       850000 | PA      | $825599.99    | 0.03%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                             | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8               | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5200000 | PA      | $5356580.89   | 0.18%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/29 2.625                    | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2475000 | PA      | $2354508.41   | 0.08%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 C 144A          | CUSIP: 69544PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       449700 | PA      | $449920.40    | 0.02%             | 2032-04-15      | Fixed         | 5.82%                 | No            |                  3 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 05/37 5.625                        | CUSIP: ACI2P7GW1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       400000 | PA      | $435575.22    | 0.01%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2005-8                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4               | CUSIP: 05946XZ48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         9592 | PA      | $9705.12      | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA INVESTMENT HOLDINGS LIMITED                                         | VIRGIN MEDIA INV HLDGS LTD 2025 GBP TERM LOAN                | CUSIP: BA000VZK6<br>LEI: 549300ZM1VNUHR0FX008 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2541312.88   | 0.09%             | 2030-08-01      | Floating      | 6.98%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $463373.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 11/34 5.05                            | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      1575000 | PA      | $1532526.38   | 0.05%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| U C B SA                                                                         | UCB SA SR UNSECURED REGS 03/30 4.25                          | CUSIP: ACI2N9H24<br>LEI: 2138008J191VLSGY5A09 | Long             | DBT              | CORP              | BE        |      1100000 | PA      | $1291946.79   | 0.04%             | 2030-03-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                                                 | IMOLA MERGER CORP SR SECURED 144A 05/29 4.75                 | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |      1625000 | PA      | $1580472.89   | 0.05%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-4                                                  | BEAR STEARNS ALT A TRUST BALTA 2006 4 12A1                   | CUSIP: 073871AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       344927 | PA      | $313977.79    | 0.01%             | 2036-08-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $122087.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 C                | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2312500 | PA      | $2377056.21   | 0.08%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C5 MORTGAGE TRUST                                                      | BMO MORTGAGE TRUST BMO 2024 5C5 A3                           | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6000000 | PA      | $6198850.80   | 0.21%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                       | GOEASY LTD SR UNSECURED 144A 10/30 7.375                     | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      1850000 | PA      | $1533836.35   | 0.05%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 07/35 VAR                   | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $3949609.37   | 0.13%             | 2035-07-22      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                         | CHORD ENERGY CORP COMPANY GUAR 144A 10/30 6                  | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1926334.00   | 0.07%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG            | CUSIP: 952NPG907<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $350000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESID 2006-AB1                                          | SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 A4              | CUSIP: 84751PKW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       127560 | PA      | $124928.20    | 0.00%             | 2036-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| NOVOLEX (CLYDESDALE ACQUISITION HOLDINGS INC)                                    | CLYDESDALE ACQUISITION SR SECURED 144A 04/32 6.75            | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $3694601.08   | 0.13%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260417                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-1564.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADT INC (PRIME SECURITY SERVICES BORROWER LLC/PRIME FINANCE INC)                 | PRIME SECSRVC BRW/FINANC SR SECURED 144A 08/27 3.375         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2337396.48   | 0.08%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                      | SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/31 3.35         | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      1025000 | PA      | $941661.81    | 0.03%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260430                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $4515.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875         | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      4300000 | PA      | $3812600.59   | 0.13%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2007-A9                                              | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A6               | CUSIP: 761143AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1862621 | PA      | $661072.01    | 0.02%             | 2037-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-C                                    | CPS AUTO TRUST CPS 2025 C C 144A                             | CUSIP: 12634SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7200000 | PA      | $7216588.08   | 0.25%             | 2031-10-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM LTD                                                                | BANK HAPOALIM SR UNSECURED 144A REGS 07/29 4                 | CUSIP: ACI37Y6K7<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |      1700000 | PA      | $1680445.12   | 0.06%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                                                        | BAUSCH + LOMB CORP SR SECURED 144A 10/28 8.375               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $1033750.00   | 0.04%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                            | CLOVER HOLDINGS 2 LLC REVOLVER                               | CUSIP: 18914DAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1373939 | PA      | $1266572.54   | 0.04%             | 2029-12-10      | Floating      | 0.24%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                                  | COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995                | CUSIP: ACI3721X4<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      3500000 | PA      | $4141232.18   | 0.14%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2006-HE1                                               | ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A2D             | CUSIP: 00075WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1942754 | PA      | $1086877.58   | 0.04%             | 2037-01-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260430                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $341.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/43 3.125                                  | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18631000 | PA      | $14923722.02  | 0.51%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A13          | CUSIP: 02149JAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1368622 | PA      | $455931.78    | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMEN SR SECURED 144A 01/28 3.75          | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1464086.10   | 0.05%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                                  | NEW UNITY COMMON STOCKK                                      | CUSIP: 958WDX907<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |        60014 | NS      | $562931.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                                     | ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/34 5.5         | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      3300000 | PA      | $3343919.40   | 0.11%             | 2034-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-233.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-9136.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD                                                    | WEATHERFORD INTERNATIONA COMPANY GUAR 144A 10/33 6.75        | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      3700000 | PA      | $3782950.30   | 0.13%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-13170.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORPORATION                                                          | QUIDELORTHO CORP TERM LOAN                                   | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |      3682497 | PA      | $3682497.49   | 0.13%             | 2032-08-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST SERIES 2009                                               | CVS PASS THRU TR 2009 PASS THRU CE 144A 07/31 8.353          | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       668136 | PA      | $724059.27    | 0.02%             | 2031-07-10      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/55 3.75        | CUSIP: ACI1J8HW7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      3100000 | PA      | $2107950.15   | 0.07%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                     | FLUTTER TREASURY DAC SR SECURED 144A 04/29 6.375             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      4000000 | PA      | $4084200.00   | 0.14%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2026-A 2026-A                                    | CARMAX SELECT RECEIVABLES TRUS CMXS 2026 A A2A               | CUSIP: 142929AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1700000 | PA      | $1699435.60   | 0.06%             | 2029-12-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $9852.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                             | PT PERTAMINA (PERSERO) SR UNSECURED 144A 07/49 4.7           | CUSIP: 69370PAE1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      3000000 | PA      | $2385659.43   | 0.08%             | 2049-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AAMES MORTGAGE INVESTMENT TRUST 2005-1                                           | AAMES MORTGAGE INVESTMENT TRUS AMIT 2005 1 M6                | CUSIP: 00252FBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4816520 | PA      | $4392147.58   | 0.15%             | 2035-06-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                              | NUSTAR LOGISTICS LP COMPANY GUAR 10/30 6.375                 | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      1310000 | PA      | $1355191.07   | 0.05%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-2                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 2 C 144A            | CUSIP: 69545GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2699716 | PA      | $2705290.79   | 0.09%             | 2032-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $1396.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A2                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2006 A2 3A1                   | CUSIP: 466247J95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        88678 | PA      | $80169.76     | 0.00%             | 2036-04-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                              | CITADEL FINANCE LLC COMPANY GUAR 144A 02/30 5.9              | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2211733.83   | 0.08%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS A1 144A                               | CUSIP: 990ABJRT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     57000000 | PA      | $39327160.58  | 1.34%             | 2057-12-30      | Floating      | 4.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $12643.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7               | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1634492.80   | 0.06%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2025 2A C                 | CUSIP: 30168JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7665000 | PA      | $7722479.84   | 0.26%             | 2031-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2007-OC1                                              | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OC1 A1             | CUSIP: 93936FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       276965 | PA      | $254673.60    | 0.01%             | 2047-01-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH AND WELLNESS COMPANY INC                                            | PETCO HEALTH AND WELL COM INC 2026 TERM LOAN B               | CUSIP: 71601HAG1<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |      2900000 | PA      | $2841014.00   | 0.10%             | 2031-02-03      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   JUN26 XEUR 20260608                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         1348 | NC      | $-1345414.37  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $3345.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                                   | REPUBLIC OF GUATEMALA SR UNSECURED 144A 06/30 4.9            | CUSIP: 401494AQ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1400000 | PA      | $1379700.00   | 0.05%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $1482.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 03/19/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2804608.74   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UPGRADE AUTO RECEIVABLES TRUST 25-1A                                             | UPGRADE AUTO RECEIVABLES TRUST UPGA 2025 1A A2 144A          | CUSIP: 91531AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1408112 | PA      | $1409081.50   | 0.05%             | 2029-05-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 3 B                | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8000000 | PA      | $8024972.80   | 0.27%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-2F                                                  | GSR MORTGAGE LOAN TRUST GSR 2006 2F 3A6                      | CUSIP: 362334BP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       956478 | PA      | $382038.47    | 0.01%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELEK DRILLIN (LEVIATHAN BOND LTD)                                               | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5            | CUSIP: ACI1PZ1S6<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      1470000 | PA      | $1470934.48   | 0.05%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-32290.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-2823.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5             | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      8300000 | PA      | $8978935.02   | 0.31%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-HE5                                               | MASTR ASSET BACKED SECURITIES MABS 2006 HE5 A3               | CUSIP: 576455AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16614779 | PA      | $9742298.24   | 0.33%             | 2036-11-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| BENIN GOVT                                                                       | BENIN SUKUK SA SR UNSECURED 144A 01/33 6.2                   | CUSIP: 08205RAA4<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1900000 | PA      | $1765643.32   | 0.06%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                         | AZULE ENERGY FINANCE PLC COMPANY GUAR 144A 01/31 8.25        | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      3100000 | PA      | $3134100.25   | 0.11%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 04/43 4.875                 | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     11400000 | PA      | $8026865.06   | 0.27%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST 2005-5                                                   | HOMEBANC MORTGAGE TRUST HMBT 2005 5 A1                       | CUSIP: 43739ECB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        35238 | PA      | $34605.42     | 0.00%             | 2036-01-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260409                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $14116.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260422                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-6977.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD UZS BOUGHT USD 20260910                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-5257.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 5 C                | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5400000 | PA      | $5553071.10   | 0.19%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $14258.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/18/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-392673.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-HY11                                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY11 A1            | CUSIP: 021466AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1218565 | PA      | $1180031.96   | 0.04%             | 2036-06-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                                  | COMISION EJ HI RIO LEMPA GOVT GUARANT REGS 01/33 8.65        | CUSIP: P3012UAA4<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |       800000 | PA      | $821200.00    | 0.03%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3305 FN 03/48 FIXED 3.5                          | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       562612 | PA      | $522661.96    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/29 VAR               | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      7581204 | PA      | $5344748.82   | 0.18%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)                                   | OLYMPUS WATER US HOLDING CORP 2024 USD TERM LOAN             | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      2048502 | PA      | $1973741.70   | 0.07%             | 2031-06-20      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GLENCORE FINANCE (EUROPE) LIM SNR SE ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JE        |            1 | NC      | $788563.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95                  | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      4262000 | PA      | $3361695.12   | 0.11%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD COMPANY GUAR 09/34 5.1                  | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      4500000 | PA      | $4431156.66   | 0.15%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260421                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $4061.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUE SR SECURED 144A 12/30 6.125            | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1543464.00   | 0.05%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NGN BOUGHT USD 20261118                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $-3651.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORTGAGEIT SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-2                     | MORTGAGEIT TRUST MHL 2007 2 A1                               | CUSIP: 61915CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2740843 | PA      | $2070870.55   | 0.07%             | 2037-09-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FOOTBALL CLUB TERM NOTES 2024-XVII TRUST                                         | NATIONAL FOOTBAL LEAGUE 4.5YR                                | CUSIP: 902EYJ902<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3328656.97   | 0.11%             | 2028-10-05      | Fixed         | 5.48%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-193369.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-18                                         | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 6A1              | CUSIP: 863579XK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       279857 | PA      | $251552.18    | 0.01%             | 2035-09-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $8379.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR5                                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 2A2             | CUSIP: 86360JAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        26963 | PA      | $16957.59     | 0.00%             | 2046-05-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                              | NEW IMMO HOLDING SA SR UNSECURED REGS 07/27 3.25             | CUSIP: ACI1NZ8Z5<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2722780.31   | 0.09%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260416                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $21845.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST 2018-B5                                                 | BENCHMARK MORTGAGE TRUST BMARK 2018 B5 A2                    | CUSIP: 08160BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3914496 | PA      | $3901086.70   | 0.13%             | 2051-07-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PEN SOLD USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-10821.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM45 ICE                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-1075051.74  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2007-BC2               | SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2C             | CUSIP: 84752EAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4419137 | PA      | $3279794.12   | 0.11%             | 2037-04-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 05/47 5.75                  | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1710000 | PA      | $1280808.81   | 0.04%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                       | GOEASY LTD COMPANY GUAR 144A 12/28 9.25                      | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       375000 | PA      | $349124.98    | 0.01%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VB DPR FINANCE COMPANY                                                           | VB DPR FINANCE COMPANY VAKIFBANK DPR 2025 E 4A2 SR SE        | CUSIP: 959DHQII0<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | DBT              | CORP              | US        |      4300000 | PA      | $4346655.52   | 0.15%             | 2035-03-15      | Fixed         | 6.83%                 | Yes           |                  3 | On Loan: No      |
| JANE STREET GROUP / JSG FINANCE INC                                              | JANE STREET GRP/JSG FIN SR SECURED 144A 05/33 6.75           | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3147361.80   | 0.11%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2016 1 AA PTT PASS THRU CE 01/30 3.1              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       151660 | PA      | $147815.81    | 0.01%             | 2030-01-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $33735.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-3679.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2023-B                                             | COLLEGE AVE STUDENT LOANS CASL 2023 B B 144A                 | CUSIP: 19425MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1855188 | PA      | $1928056.30   | 0.07%             | 2054-06-25      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $5203.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4                 | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      2700000 | PA      | $737167.73    | 0.03%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $23242.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $3685.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2023-INV2 TRUST                                                              | MFRA TRUST MFRA 2023 INV2 A1 144A                            | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2022161 | PA      | $2035509.22   | 0.07%             | 2058-10-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                       | REPUBLIC OF GHANA SR UNSECURED REGS 07/29 VAR                | CUSIP: ACI2RH6H1<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      2187500 | PA      | $2091142.42   | 0.07%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CUMULUS STATIC CLO 2024-1 DAC 24-1A                                              | CUMULUS STATIC CLO CMLST 2024 1A A 144A                      | CUSIP: ACI2NK2H2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      2645328 | PA      | $3061625.96   | 0.10%             | 2033-11-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer