# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007173
**Filing Date:** 2026-5
**Character Count:** 578880
**Document Hash:** a0a48fa2a00e0fefb2d9af722b17c533
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007173.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007173

**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:** 261043327

**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 Short-Term Fund (Series ID: S000009703)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000026623 | Institutional  | PTSHX           |
| C000026624 | Administrative | PSFAX           |
| C000026625 | A              | PSHAX           |
| C000026627 | C              | PFTCX           |
| C000026629 | R              | PTSRX           |
| C000064151 | I-2            | PTSPX           |
| C000200448 | I-3            | PTSNX           |

## 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 Short-Term Fund

- **b. EDGAR series identifier (if any):** S000009703

- **c. LEI of Series:** STEUGJL6LZNTJZNDUF35

**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:** $15605442388.08

**Total Liabilities:** $5216371088.67

**Net Assets:** $10389071299.41

**Cash Not Reported:** $36320799.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1246671.814300 | **1-Year:** 678952.106600 | **5-Year:** 306064.931600 | **10-Year:** 1719.071800 | **30-Year:** 0.000000

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

- **3-Month:** 9496.728600 | **1-Year:** 6563.980700 | **5-Year:** 11843.531600 | **10-Year:** 285.563300 | **30-Year:** 0.527400

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026624 | 0.41%                | 0.30%                | 0.11%                |
| Class ID C000026625 | 0.41%                | 0.30%                | 0.11%                |
| Class ID C000026627 | 0.39%                | 0.28%                | 0.09%                |
| Class ID C000064151 | 0.42%                | 0.31%                | 0.13%                |
| Class ID C000200448 | 0.42%                | 0.31%                | 0.12%                |
| Class ID C000026629 | 0.39%                | 0.28%                | 0.09%                |
| Class ID C000026623 | 0.43%                | 0.32%                | 0.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5156586.27              | $22632796.25                               |
| Month 2  | $10161679.91             | $4076779.03                                |
| Month 3  | $3475713.85              | $-47577594.01                              |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** 0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-1A                        | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A     | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1055034 | PA      | $989807.06     | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC                                       | FACTSET RESEARCH SYSTEMS SR UNSECURED 03/27 2.9         | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     2902000 | PA      | $2853211.29    | 0.03%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 732218 FN 06/43 FLOATING VAR                  | CUSIP: 31402LPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70416 | PA      | $71140.10      | 0.00%             | 2043-06-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2021-A LLC                              | ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A       | CUSIP: 28628BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16505396 | PA      | $14941188.07   | 0.14%             | 2046-12-26      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                | VONTIER CORP COMPANY GUAR 04/26 1.8                     | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    20158000 | PA      | $20158000.00   | 0.19%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2016-1A                                  | NELNET STUDENT LOAN TRUST NSLT 2016 1A A 144A           | CUSIP: 64033UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      915822 | PA      | $917053.08     | 0.01%             | 2065-09-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA/LONDON BRANCH                                   | CREDIT AGRICOLE LONDON REGS 07/27 4.4                   | CUSIP: ACI0W1R65<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     4300000 | PA      | $2919376.56    | 0.03%             | 2027-07-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                   | DEUTSCHE BANK NY 07/27 VAR                              | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    21497000 | PA      | $21643314.60   | 0.21%             | 2027-07-13      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                       | ING GROEP NV SR UNSECURED 03/28 VAR                     | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    10133000 | PA      | $10087684.01   | 0.10%             | 2028-03-28      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1479151.44    | 0.01%             | 2026-08-10      | Fixed         | 2.70%                 | 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        |        1066 | PA      | $1011.55       | 0.00%             | 2032-09-19      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TRUST 2004-2                                            | MORTGAGEIT TRUST MHL 2004 2 A1                          | CUSIP: 61913PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95607 | PA      | $96407.77      | 0.00%             | 2034-12-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $6445.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                              | HALEON US CAPITAL LLC COMPANY GUAR 03/27 3.375          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4358540.38    | 0.04%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                 | FORD MOTOR COMPANY SR UNSECURED 08/26 7.5               | CUSIP: 345370BP4<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4443124.27    | 0.04%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR GBP SONIO/3.50000 09/16/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $-3783270.01   | -0.04%            |  |  |  | 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        |        6246 | PA      | $6111.88       | 0.00%             | 2034-02-27      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC SR UNSECURED 09/28 VAR                | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     7700000 | PA      | $7424379.58    | 0.07%             | 2028-09-22      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                          | ONEOK INC COMPANY GUAR 09/27 4.25                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    15400000 | PA      | $15365455.03   | 0.15%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 21 AC           | CUSIP: 38382DMC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1320130 | PA      | $1177606.81    | 0.01%             | 2049-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICTORIA POWER NETWORKS (FINANCE) PTY LTD                          | VICTORIA POWER NETWORKS COMPANY GUAR 04/26 VAR          | CUSIP: ACI1X4YN1<br>LEI: 254900YISQHUZHEC9B94 | Long             | DBT              | CORP              | AU        |     9800000 | PA      | $6761216.34    | 0.07%             | 2026-04-21      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TR 2004-10                                               | IMPAC CMB TRUST IMM 2004 10 1A1                         | CUSIP: 45254NLJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      695703 | PA      | $684117.60     | 0.01%             | 2035-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B      | CUSIP: 02147DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      234922 | PA      | $232684.31     | 0.00%             | 2046-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                 | SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7              | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3130000 | PA      | $3133259.33    | 0.03%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ               | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H22 FA          | CUSIP: 38376RC95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      374542 | PA      | $375780.56     | 0.00%             | 2066-10-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV 2007-HE2                                | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A        | CUSIP: 59024LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      235682 | PA      | $65358.69      | 0.00%             | 2037-02-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MTGE FUNDING CORP 2004-3A                              | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A1 144A    | CUSIP: 16678RBU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       28610 | PA      | $28086.19      | 0.00%             | 2035-08-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC SR UNSECURED 11/27 VAR                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    15822000 | PA      | $15584673.32   | 0.15%             | 2027-11-24      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| INDIGO CREDIT MANAGEMENT I DAC 1A                                  | INDIGO CREDIT MANAGEMENT INDI 1A AR 144A                | CUSIP: ACI37FVH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     6000000 | PA      | $6932381.38    | 0.07%             | 2037-10-15      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING VI CLO LTD 2016-6A                                   | CEDAR FUNDING LTD CEDF 2016 6A AR3 144A                 | CUSIP: 15032DAZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    15700000 | PA      | $15711457.55   | 0.15%             | 2034-04-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-3                                   | TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A           | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7900126 | PA      | $7762784.19    | 0.07%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-9376.61      | -0.00%            |  |  |  | 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        |    87000000 | PA      | $88555793.16   | 0.85%             | 2056-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                            | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 09/27 VAR      | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2596649.75    | 0.02%             | 2027-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                              | WELLS FARGO + COMPANY SR UNSECURED 01/30 VAR            | CUSIP: 95000U4C4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $14222553.63   | 0.14%             | 2030-01-23      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                            | MERCEDES BENZ FIN NA COMPANY GUAR REGS 07/26 VAR        | CUSIP: U5876JAV7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      550000 | PA      | $550474.29     | 0.01%             | 2026-07-31      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2004-1                              | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 2A          | CUSIP: 41161PCY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4255 | PA      | $4229.15       | 0.00%             | 2034-04-19      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 5.85        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5038034.00    | 0.05%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                          | BANQUE FED CRED MUTUEL 144A 07/28 5.79                  | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     9000000 | PA      | $9236016.27    | 0.09%             | 2028-07-13      | Fixed         | 5.79%                 | 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        |       11959 | PA      | $11483.31      | 0.00%             | 2034-01-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3 2025-NQM3 | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM3 A1 144A   | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15237008 | PA      | $15289899.03   | 0.15%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                        | CITIBANK NA SR UNSECURED 12/26 VAR                      | CUSIP: 17325FBD9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    11850000 | PA      | $11903435.80   | 0.11%             | 2026-12-04      | Floating      | 4.71%                 | 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        |       11795 | PA      | $11046.26      | 0.00%             | 2034-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                       | SK HYNIX INC SR UNSECURED 144A 01/27 5.5                | CUSIP: 78392BAG2<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     7400000 | PA      | $7474140.60    | 0.07%             | 2027-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR                | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    19351000 | PA      | $19406905.43   | 0.19%             | 2027-08-14      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| PRKCM 2024-AFC1 TRUST                                              | PRKCM TRUST PRKCM 2024 AFC1 A1 144A                     | CUSIP: 69380WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2377504 | PA      | $2396197.33    | 0.02%             | 2059-03-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 785540 G2 05/71 FLOATING VAR               | CUSIP: 3622ABBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4503529 | PA      | $4631474.59    | 0.04%             | 2071-05-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-HX1 TRUST                                                | GCAT GCAT 2022 HX1 A1 144A                              | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19060967 | PA      | $17656068.45   | 0.17%             | 2066-12-27      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMIC-1997-76                                           | FANNIE MAE FNR 1997 76 FM                               | CUSIP: 31359QS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          99 | PA      | $99.42         | 0.00%             | 2027-09-17      | Floating      | 4.24%                 | 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      | $4145334.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-74176.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                        | LETRA TESOURO NACIONAL BILLS 07/26 0.00000              | CUSIP: ACI2CRX85<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   236800000 | PA      | $44272778.26   | 0.43%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080393 G2 04/30 FLOATING VAR               | CUSIP: 36225CNK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12235 | PA      | $12195.97      | 0.00%             | 2030-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD 2020-3A                                 | SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A              | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5853649 | PA      | $5850591.82    | 0.06%             | 2032-01-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2004-4                                  | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1         | CUSIP: 542514HN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      293580 | PA      | $287603.08     | 0.00%             | 2034-10-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                       | SABINE PASS LIQUEFACTION SR SECURED 03/27 5             | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     8912000 | PA      | $8929804.39    | 0.09%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                   | OCCIDENTAL PETROLEUM COR SR UNSECURED 02/27 3           | CUSIP: 674599CM5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     2417000 | PA      | $2388818.99    | 0.02%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC          | CUSIP: 38382Y5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4987193 | PA      | $5104987.44    | 0.05%             | 2073-05-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CLP BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $40136.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 841068 FN 11/34 FLOATING VAR                  | CUSIP: 31407UMR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13931 | PA      | $14580.49      | 0.00%             | 2034-11-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5532                                            | FREDDIE MAC FHR 5532 FA                                 | CUSIP: 3137HKPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32354927 | PA      | $32576118.13   | 0.31%             | 2055-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-29                                          | FANNIE MAE FNR 2012 29 FG                               | CUSIP: 3136A5FK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       65333 | PA      | $64956.85      | 0.00%             | 2042-04-25      | Floating      | 4.28%                 | 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        |      877542 | PA      | $480904.89     | 0.00%             | 2036-11-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-187946.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-95                                          | FANNIE MAE FNR 2025 95 F                                | CUSIP: 3136BXN67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8296385 | PA      | $8327635.55    | 0.08%             | 2053-12-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                 | HARBOUR ENERGY PLC COMPANY GUAR 144A 10/26 5.5          | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     7708000 | PA      | $7683044.58    | 0.07%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EURO-GALAXY III CLO BV 13-3A                                       | EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A             | CUSIP: ACI1W6FF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     3208421 | PA      | $3713055.36    | 0.04%             | 2034-04-24      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $76043.16      | 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        |       42976 | PA      | $40843.47      | 0.00%             | 2042-06-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                 | BMW US CAPITAL LLC COMPANY GUAR 144A 04/26 VAR          | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     1561000 | PA      | $1561017.05    | 0.02%             | 2026-04-02      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-77                                          | FANNIE MAE FNR 2024 77 DF                               | CUSIP: 3136BTWY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24199640 | PA      | $24427014.99   | 0.24%             | 2053-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-GA                  | NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A         | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3527059 | PA      | $3309267.68    | 0.03%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                        | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 5             | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2512000 | PA      | $2534226.43    | 0.02%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $10733.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                           | AMERICAN EXPRESS CO SR UNSECURED 02/29 VAR              | CUSIP: 025816EQ8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    31500000 | PA      | $31418961.53   | 0.30%             | 2029-02-09      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3245                                            | FREDDIE MAC FHR 3245 NF                                 | CUSIP: 31397CNM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7674 | PA      | $7625.43       | 0.00%             | 2036-11-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                        | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375   | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    39320000 | PA      | $39472869.08   | 0.38%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LTD 2018-33A                                           | VENTURE CDO LTD VENTR 2018 33A A1LR 144A                | CUSIP: 92330YAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      992305 | PA      | $993327.29     | 0.01%             | 2031-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 838769 FN 09/35 FLOATING VAR                  | CUSIP: 31407R2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3878 | PA      | $3987.73       | 0.00%             | 2035-09-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5496                                            | FREDDIE MAC FHR 5496 AF                                 | CUSIP: 3137HHZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31747434 | PA      | $31949214.24   | 0.31%             | 2055-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                                 | FANNIE MAE FNR 2025 35 FM                               | CUSIP: 3136BVJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9474491 | PA      | $9577609.78    | 0.09%             | 2055-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-101                                         | FANNIE MAE FNR 2024 101 FB                              | CUSIP: 3136BUFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32581763 | PA      | $32791482.29   | 0.32%             | 2055-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE SA 144A 10/27 VAR                                  | CUSIP: 05571AAP0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $704712.95     | 0.01%             | 2027-10-19      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XIX LTD 2018-19A                                      | SYMPHONY CLO LTD SYMP 2018 19A A 144A                   | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      469795 | PA      | $470260.82     | 0.00%             | 2031-04-16      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-AR2                                   | GSR MORTGAGE LOAN TRUST GSR 2006 AR2 2A1                | CUSIP: 36297TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       94057 | PA      | $55306.35      | 0.00%             | 2036-04-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H08                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H08 FC          | CUSIP: 38380L7K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      198904 | PA      | $199424.16     | 0.00%             | 2070-02-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2012-4A                                  | NELNET STUDENT LOAN TRUST NSLT 2012 4A A 144A           | CUSIP: 64033AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1643869 | PA      | $1639694.82    | 0.02%             | 2038-09-27      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 725695 FN 07/34 FLOATING VAR                  | CUSIP: 31402DGC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         538 | PA      | $549.06        | 0.00%             | 2034-07-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO CLO 2022-2 DAC 22-2A                             | BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A             | CUSIP: ACI2ZP3K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    24400000 | PA      | $28188999.36   | 0.27%             | 2038-01-22      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2003-J3                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2003 J3 2A1        | CUSIP: 12669FFD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42152 | PA      | $43036.09      | 0.00%             | 2033-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2009-87                                                 | FANNIE MAE FNR 2009 87 FA                               | CUSIP: 31398FJ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4235 | PA      | $4303.58       | 0.00%             | 2049-11-25      | Floating      | 4.78%                 | 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        |        8036 | PA      | $8156.83       | 0.00%             | 2035-05-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-104                                         | FANNIE MAE FNR 2024 104 FA                              | CUSIP: 3136BUEQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10051959 | PA      | $10099773.82   | 0.10%             | 2055-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| KKR CLO 42A LTD                                                    | KKR FINANCIAL CLO LTD KKR 42A AR 144A                   | CUSIP: 48255EAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5900000 | PA      | $5907199.30    | 0.06%             | 2034-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 866066 FN 03/36 FLOATING VAR                  | CUSIP: 31409BFF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11720 | PA      | $11981.00      | 0.00%             | 2036-03-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS GROUP AG SR UNSECURED 144A 08/27 4.703              | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    14267000 | PA      | $14271717.67   | 0.14%             | 2027-08-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080407 G2 05/30 FLOATING VAR               | CUSIP: 36225CNZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15770 | PA      | $15800.18      | 0.00%             | 2030-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LN TR 2003-2                               | RENAISSANCE HOME EQUITY LOAN T RAMC 2003 2 A            | CUSIP: 759950AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      196140 | PA      | $181714.46     | 0.00%             | 2033-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-136763.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95        | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    12506000 | PA      | $12535874.71   | 0.12%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                   | ABN AMRO BANK NV REGS 09/27 VAR                         | CUSIP: 00084EAF5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     5500000 | PA      | $5529425.66    | 0.05%             | 2027-09-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                               | LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9             | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7700633.27    | 0.07%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA/NEW YORK BRANCH                             | GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR           | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    32083000 | PA      | $32090490.10   | 0.31%             | 2027-05-21      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-INV3                                 | JP MORGAN MORTGAGE TRUST JPMMT 2019 INV3 A3 144A        | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1168182 | PA      | $1060212.42    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1       | CUSIP: 12668RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1302997 | PA      | $1065913.62    | 0.01%             | 2047-02-20      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR1                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1B        | CUSIP: 939336X57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      577306 | PA      | $560311.88     | 0.01%             | 2045-01-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                 | CREDIT AGRICOLE SA SR UNSECURED 144A 03/27 VAR          | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     5563000 | PA      | $5576854.21    | 0.05%             | 2027-03-11      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.42145 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $70502.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                 | AMERICAN HONDA FINANCE SR UNSECURED 07/27 VAR           | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    33700000 | PA      | $33727188.82   | 0.32%             | 2027-07-09      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 847996 FN 11/35 FLOATING VAR                  | CUSIP: 31408DC93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3117 | PA      | $3190.99       | 0.00%             | 2035-11-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080109 G2 08/27 FLOATING VAR               | CUSIP: 36225CDP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2519 | PA      | $2529.32       | 0.00%             | 2027-08-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR5                              | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2         | CUSIP: 86359LPE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8263 | PA      | $8038.36       | 0.00%             | 2035-07-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                    | SANTANDER UK GROUP HLDGS SR UNSECURED 06/27 VAR         | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     8100000 | PA      | $8050479.03    | 0.08%             | 2027-06-14      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                 | HP ENTERPRISE CO SR UNSECURED 03/28 VAR                 | CUSIP: 42824CCF4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    34400000 | PA      | $34389842.71   | 0.33%             | 2028-03-23      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                   | ALGONQUIN PWR + UTILITY SR UNSECURED 06/26 VAR          | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    44171000 | PA      | $44210098.84   | 0.43%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                  | AIRCASTLE LTD COMPANY GUAR 06/26 4.25                   | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     6444000 | PA      | $6436362.06    | 0.06%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-101                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 101 FC          | CUSIP: 38385GB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2739110 | PA      | $2759094.42    | 0.03%             | 2055-06-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-CA                  | NAVIENT STUDENT LOAN TRUST NAVSL 2020 CA A2B 144A       | CUSIP: 63941KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      366448 | PA      | $370138.09     | 0.00%             | 2068-11-15      | Floating      | 5.39%                 | 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        |      803382 | PA      | $420621.63     | 0.00%             | 2035-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H04                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H04 FA          | CUSIP: 38383KQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2154283 | PA      | $2163991.09    | 0.02%             | 2074-02-20      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                               | JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR              | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    24500000 | PA      | $24514428.05   | 0.24%             | 2027-09-22      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB6                             | CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A   | CUSIP: 1248RHAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      167701 | PA      | $112229.82     | 0.00%             | 2037-07-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                    | SBA TOWER TRUST ASSET BACKED 144A 04/27 1.84            | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7100000 | PA      | $6930359.70    | 0.07%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                              | ATHENE GLOBAL FUNDING SECURED 144A 01/27 4.95           | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10029916.20   | 0.10%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                 | SOUTHERN CAL EDISON 1ST MORTGAGE 09/26 4.4              | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    15589000 | PA      | $15587256.21   | 0.15%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                            | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/28 VAR      | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     4365000 | PA      | $4368625.39    | 0.04%             | 2028-01-13      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.32500 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $5724469.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080387 G2 03/30 FLOATING VAR               | CUSIP: 36225CND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27934 | PA      | $27986.43      | 0.00%             | 2030-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080291 G2 06/29 FLOATING VAR               | CUSIP: 36225CKD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15138 | PA      | $15107.86      | 0.00%             | 2029-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES3                                | TOWD POINT MORTGAGE TRUST TPMT 2025 CES3 A1A 144A       | CUSIP: 891949BU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8385186 | PA      | $8381914.98    | 0.08%             | 2065-08-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FE          | CUSIP: 38375UWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      577558 | PA      | $580059.98     | 0.01%             | 2066-04-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2003-WMC1                                | ASSET BACKED FUNDING CERTIFICA ABFC 2003 WMC1 M1        | CUSIP: 04542BEA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      308603 | PA      | $309366.27     | 0.00%             | 2033-06-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                        | PHILLIPS 66                                             | CUSIP: 71855BDL3<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $10576260.24   | 0.10%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.65000 09/11/26-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $59374.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM 34 LTD                                                         | LCM LTD PARTNERSHIP LCM 34A A1R 144A                    | CUSIP: 50203CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1550000 | PA      | $1551803.87    | 0.01%             | 2034-10-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $917.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                            | FREDDIE MAC FHR 5508 FB                                 | CUSIP: 3137HJGE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6544716 | PA      | $6557094.36    | 0.06%             | 2055-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-62                                          | FANNIE MAE FNR 2013 62 LI                               | CUSIP: 3136AEMK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      384624 | PA      | $4876.18       | 0.00%             | 2028-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR5                              | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 4A1        | CUSIP: 86360JAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      587452 | PA      | $186440.92     | 0.00%             | 2046-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                         | SYDNEY AIRPORT FINANCE SR SECURED 144A 04/26 3.625      | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     1841000 | PA      | $1839471.97    | 0.02%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $40286.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                 | CREDIT AGRICOLE SA 144A 09/28 VAR                       | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     5100000 | PA      | $5123465.15    | 0.05%             | 2028-09-11      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MTGES TRU 2004-13                            | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1         | CUSIP: 576433UF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      113849 | PA      | $113565.74     | 0.00%             | 2034-11-21      | Floating      | 5.60%                 | 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        |     2084746 | PA      | $1970287.85    | 0.02%             | 2046-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5565                                            | FREDDIE MAC FHR 5565 FA                                 | CUSIP: 3137HMGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1567464 | PA      | $1579468.72    | 0.02%             | 2055-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY IXIS RE CAP TR 2006-2                               | MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1           | CUSIP: 617463AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6985 | PA      | $2273.57       | 0.00%             | 2036-11-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | STANDARD CHARTERED PLC SR UNSECURED 144A 11/28 VAR      | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     1050000 | PA      | $1100784.03    | 0.01%             | 2028-11-16      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | US ULTRA BOND CBT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -1246 | NC      | $4600222.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN 2003-W4                                      | FANNIEMAE WHOLE LOAN FNW 2003 W4 2A                     | CUSIP: 31393AP68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       72157 | PA      | $72573.70      | 0.00%             | 2042-10-25      | Variable      | 6.50%                 | 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        |    57650000 | PA      | $58024725.00   | 0.56%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                | NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329            | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    16705000 | PA      | $16428874.87   | 0.16%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST 2022-1A                                   | GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A            | CUSIP: 380881FE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    35000000 | PA      | $34409277.00   | 0.33%             | 2029-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE COMPANY PTY LTD                                 | TRANSURBAN FINANCE CO SR SECURED REGS 03/27 3.375       | CUSIP: Q9194UAW2<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      954000 | PA      | $945733.15     | 0.01%             | 2027-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                             | MARVELL TECHNOLOGY INC COMPANY GUAR 04/26 1.65          | CUSIP: 573874AC8<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     2429000 | PA      | $2426321.61    | 0.02%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-2                                    | ANGEL OAK MORTGAGE TRUST AOMT 2025 2 A1 144A            | CUSIP: 03466QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4400933 | PA      | $4425139.54    | 0.04%             | 2070-02-25      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                               | JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    43347000 | PA      | $42757185.61   | 0.41%             | 2027-09-22      | Floating      | 1.47%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                            | MERCEDES BENZ FIN NA COMPANY GUAR REGS 11/27 VAR        | CUSIP: U5876JAY1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      780000 | PA      | $781986.86     | 0.01%             | 2027-11-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                    | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/27 3.25   | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     7031000 | PA      | $6953655.06    | 0.07%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO XII LTD 2021-12A                                       | VIBRANT CLO LTD VIBR 2021 12A A1A2 144A                 | CUSIP: 92558WBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7100000 | PA      | $7108667.47    | 0.07%             | 2034-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO LTD 2016-1A                                       | TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A                 | CUSIP: 87229WAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8666070 | PA      | $8675125.15    | 0.08%             | 2032-10-13      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P3                             | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3         | CUSIP: 146919AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19644353 | PA      | $19645896.58   | 0.19%             | 2029-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1                            | WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 2A2       | CUSIP: 939335N84<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          17 | PA      | $17.39         | 0.00%             | 2031-02-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2006-56                                                 | FANNIE MAE FNR 2006 56 FE                               | CUSIP: 31395NXU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8613 | PA      | $8575.32       | 0.00%             | 2036-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                   | BANK OF MONTREAL SR UNSECURED 09/28 VAR                 | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     6400000 | PA      | $6401627.97    | 0.06%             | 2028-09-22      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2008-7                                      | SLM STUDENT LOAN TRUST SLMA 2008 7 A4                   | CUSIP: 78445FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      801626 | PA      | $797990.47     | 0.01%             | 2049-07-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                   | DEUTSCHE BANK NY 01/28 VAR                              | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    26502000 | PA      | $26092896.58   | 0.25%             | 2028-01-07      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-C                          | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 C AFX 144A     | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5850819 | PA      | $5512980.00    | 0.05%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR10                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A2       | CUSIP: 93363EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2248 | PA      | $1991.08       | 0.00%             | 2036-09-25      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                 | SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 09/26 VAR    | CUSIP: J7771YSN8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     4000000 | PA      | $4010392.36    | 0.04%             | 2026-09-14      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-E                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A      | CUSIP: 78450XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4428433 | PA      | $4469783.70    | 0.04%             | 2056-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUND CORP 2002-TBC2                             | MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A         | CUSIP: 585525FX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6226 | PA      | $6230.14       | 0.00%             | 2032-08-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                          | BANQUE FED CRED MUTUEL REGS 02/28 VAR                   | CUSIP: F0803NAK8<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     8060000 | PA      | $8090003.03    | 0.08%             | 2028-02-16      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| CONTIMORTGAGE HOME EQUITY LN 1996-1                                | CONTIMORTGAGE HOME EQUITY LOAN CONHE 1996 1 A8          | CUSIP: 21075WCK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         253 | PA      | $236.02        | 0.00%             | 2027-03-15      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080310 G2 08/29 FLOATING VAR               | CUSIP: 36225CKY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51328 | PA      | $51482.87      | 0.00%             | 2029-08-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                         | LEIDOS INC                                              | CUSIP: 52533BDU3<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    15400000 | PA      | $15349926.90   | 0.15%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/27 VAR     | CUSIP: 44891CCZ4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      900000 | PA      | $903099.23     | 0.01%             | 2027-03-19      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-98                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF           | CUSIP: 38381NNT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13298802 | PA      | $13367240.42   | 0.13%             | 2055-06-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-NC2                                | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC2 M1        | CUSIP: 46629FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      987472 | PA      | $978485.16     | 0.01%             | 2036-07-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    67037000 | PA      | $66480177.27   | 0.64%             | 2027-07-22      | Floating      | 1.73%                 | 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        |      116147 | PA      | $102876.89     | 0.00%             | 2036-09-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                | CONSTELLATION ENERGY                                    | CUSIP: 21038QD19<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1199854.92    | 0.01%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                     | VAR ENERGI ASA SR UNSECURED 144A 05/27 5                | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    11016000 | PA      | $11071187.30   | 0.11%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | GOLDMAN SACHS GROUP INC SR UNSECURED 02/28 VAR          | CUSIP: 38141GZL1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13599000 | PA      | $13657936.84   | 0.13%             | 2028-02-24      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 2711                                            | FREDDIE MAC FHR 2711 FA                                 | CUSIP: 31394LYU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42358 | PA      | $42873.21      | 0.00%             | 2033-11-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | US 10YR ULTRA FUT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -3065 | NC      | $4609026.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                          | CANADIAN IMPERIAL BANK SR UNSECURED 01/28 VAR           | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    26319000 | PA      | $26333862.08   | 0.25%             | 2028-01-13      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FD          | CUSIP: 38383KHV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3785557 | PA      | $3880900.87    | 0.04%             | 2073-11-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A           | TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A      | CUSIP: ACI2NQX93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     5993779 | PA      | $7938337.64    | 0.08%             | 2053-07-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SGSP (AUSTRALIA) ASSETS PTY LTD                                    | SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/26 3.25      | CUSIP: BD9FJKII6<br>LEI: 254900BJJ12X7PJT5072 | Long             | DBT              | CORP              | AU        |     3612000 | PA      | $3602147.69    | 0.03%             | 2026-07-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2003-11                                                 | FANNIE MAE FNR 2003 11 DF                               | CUSIP: 31392HPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24200 | PA      | $24154.77      | 0.00%             | 2033-02-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO I DAC 1A                                          | INVESCO EURO CLO INVSC 1A A1R 144A                      | CUSIP: ACI1VT7W8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     1042193 | PA      | $1206116.72    | 0.01%             | 2031-07-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                              | ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR            | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     9755000 | PA      | $9772977.59    | 0.09%             | 2026-08-27      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SEC TRUST 2005-1                                | THORNBURG MORTGAGE SECURITIES TMST 2005 1 A3            | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16925 | PA      | $16710.78      | 0.00%             | 2045-04-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-D                           | WORLD OMNI AUTO RECEIVABLES TR WOART 2023 D A3          | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      970182 | PA      | $979602.71     | 0.01%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 6 DAC 6A                                         | TORO EUROPEAN CLO TCLO 6A AR 144A                       | CUSIP: ACI1ZW9V7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     5472333 | PA      | $6330593.09    | 0.06%             | 2032-01-12      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2820                                                   | FREDDIE MAC FHR 2820 FY                                 | CUSIP: 31395CEC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2022 | PA      | $2017.88       | 0.00%             | 2034-07-15      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/27 VAR     | CUSIP: 44891CDS9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3457698.33    | 0.03%             | 2027-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $65484.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2004-2                               | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 2 6A1          | CUSIP: 007036BU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11307 | PA      | $11261.31      | 0.00%             | 2035-02-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC 2023-1A                                  | CHESAPEAKE FUNDING II LLC CFII 2023 1A A2 144A          | CUSIP: 165183CV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2510150 | PA      | $2512109.87    | 0.02%             | 2035-05-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2023-3 LLC                              | ENTERPRISE FLEET FINANCING LLC EFF 2023 3 A2 144A       | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12478863 | PA      | $12592930.12   | 0.12%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2026-21                                          | FANNIE MAE FNR 2026 21 DF                               | CUSIP: 3136G5FE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50000000 | PA      | $49853735.00   | 0.48%             | 2055-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080264 G2 03/29 FLOATING VAR               | CUSIP: 36225CJJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1083 | PA      | $1084.30       | 0.00%             | 2029-03-20      | Floating      | 5.62%                 | 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        |    13331009 | PA      | $13169471.87   | 0.13%             | 2061-02-21      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A         | CUSIP: 93363DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      999605 | PA      | $881352.34     | 0.01%             | 2046-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-28474.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-24                                          | FANNIE MAE FNR 2025 24 FB                               | CUSIP: 3136BVSA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53419779 | PA      | $53675029.55   | 0.52%             | 2055-03-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD 2021-6A                                | BAIN CAPITAL CREDIT CLO  LIMIT BCC 2021 6A A1R 144A     | CUSIP: 05684PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4300000 | PA      | $4302603.39    | 0.04%             | 2034-10-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                      | BOEING CO SR UNSECURED 06/26 2.25                       | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      600000 | PA      | $597201.83     | 0.01%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                      | ENEL FINANCE INTL NV SR UNSECURED 144A 06/27 4.625      | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    11858000 | PA      | $11885151.26   | 0.11%             | 2027-06-15      | Fixed         | 4.62%                 | 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        |    20996445 | PA      | $20754394.25   | 0.20%             | 2054-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-3                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A         | CUSIP: 17307GTJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74700 | PA      | $71719.28      | 0.00%             | 2035-08-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-76                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1        | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      102675 | PA      | $95481.07      | 0.00%             | 2036-02-25      | Floating      | 4.86%                 | 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        |       92944 | PA      | $89785.86      | 0.00%             | 2045-11-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $22034.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                         | FIDELITY NATL INFO SERV SR UNSECURED 03/28 4.45         | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10473522.89   | 0.10%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2003-S9                              | RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1          | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3497 | PA      | $3533.83       | 0.00%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-51                                          | FANNIE MAE FNR 2013 51 JI                               | CUSIP: 3136AECE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      418294 | PA      | $3902.30       | 0.00%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                        | REPUBLIC OF PANAMA SR UNSECURED 09/27 8.875             | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    11026000 | PA      | $11729899.84   | 0.11%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CLP BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $478884.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-3 LTD                                 | BAIN CAPITAL CREDIT CLO LIMIT BCC 2021 3A AR 144A       | CUSIP: 05683NAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    13050000 | PA      | $13058742.98   | 0.13%             | 2034-07-24      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-12                                   | JP MORGAN MORTGAGE TRUST JPMMT 2021 12 A11 144A         | CUSIP: 46592WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8790504 | PA      | $8214694.49    | 0.08%             | 2052-02-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                  | KSA SUKUK LTD SR UNSECURED REGS 06/27 5.25              | CUSIP: ACI2PB2M9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | KY        |    59800000 | PA      | $60292004.50   | 0.58%             | 2027-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                            | MPLX LP SR UNSECURED 03/27 4.125                        | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    14575000 | PA      | $14541659.25   | 0.14%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                 | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/28 VAR    | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |      700000 | PA      | $701334.87     | 0.01%             | 2028-09-11      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL ZN1448 FR 11/48 FIXED 4               | CUSIP: 3131Y7TD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29617 | PA      | $28389.29      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC 2024-1A                                  | CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A          | CUSIP: 165183DE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5119693 | PA      | $5172258.08    | 0.05%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                              | WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR            | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7854000 | PA      | $7883860.83    | 0.08%             | 2028-04-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVI LTD 2021-16A                                     | JAMESTOWN CLO LTD JTWN 2021 16A AR 144A                 | CUSIP: 47048RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9500000 | PA      | $9508073.96    | 0.09%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                       | WP CAREY INC SR UNSECURED 10/26 4.25                    | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1699479.31    | 0.02%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $87321.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2019-2                                   | NELNET STUDENT LOAN TRUST NSLT 2019 2A A 144A           | CUSIP: 64034NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23225481 | PA      | $23199347.57   | 0.22%             | 2067-06-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXXII LTD                                             | SYMPHONY CLO LTD SYMP 2022 32A AR 144A                  | CUSIP: 87168NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     7250000 | PA      | $7250619.73    | 0.07%             | 2035-10-23      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | STANDARD CHARTERED PLC SR UNSECURED REGS 07/27 VAR      | CUSIP: G84228FT0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    14700000 | PA      | $14754827.33   | 0.14%             | 2027-07-06      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-HYB1                                   | SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A          | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9362098 | PA      | $9354888.05    | 0.09%             | 2063-11-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080107 G2 08/27 FLOATING VAR               | CUSIP: 36225CDM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         749 | PA      | $753.26        | 0.00%             | 2027-08-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 6.95    | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1548481.01    | 0.01%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                 | BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR          | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    44555000 | PA      | $44695879.79   | 0.43%             | 2028-03-21      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2                            | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4        | CUSIP: 83611MML9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4317553 | PA      | $4248955.76    | 0.04%             | 2036-05-25      | Floating      | 4.35%                 | 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        |       43948 | PA      | $41520.82      | 0.00%             | 2035-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1                  | BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1          | CUSIP: 07384YGX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4782 | PA      | $4782.65       | 0.00%             | 2042-11-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                 | AMERICAN HONDA FINANCE SR UNSECURED 07/26 VAR           | CUSIP: 02665WGC9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1735369.10    | 0.02%             | 2026-07-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL4                                                     | CREDIT SUISSE MORTGAGE TRUST CSMC 2022 RPL4 A1 144A     | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2341395 | PA      | $2242236.12    | 0.02%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                                | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A         | CUSIP: 04410RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2086703 | PA      | $2086833.12    | 0.02%             | 2035-04-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE COMPANY PTY LTD                                 | TRANSURBAN FINANCE CO SR SECURED 144A 03/27 3.375       | CUSIP: 89400PAG8<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      180000 | PA      | $178440.22     | 0.00%             | 2027-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                               | ROYAL BANK OF CANADA SR UNSECURED 07/27 VAR             | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    31900000 | PA      | $31931160.88   | 0.31%             | 2027-07-23      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FV          | CUSIP: 38380LPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6724989 | PA      | $6797669.80    | 0.07%             | 2068-12-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 5.25    | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3017362.95    | 0.03%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $10733.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                            | BANK OF NOVA SCOTIA SR UNSECURED 06/27 VAR              | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     3707000 | PA      | $3719407.48    | 0.04%             | 2027-06-04      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $7110.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 5.3     | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8567197.18    | 0.08%             | 2027-03-19      | Fixed         | 5.30%                 | 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      | $318848.60     | 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      | $-9674.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-15                                                 | FANNIE MAE FNR 2006 15 FC                               | CUSIP: 31395BVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8879 | PA      | $8759.22       | 0.00%             | 2036-03-25      | Floating      | 3.91%                 | 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        |     1250000 | PA      | $1250417.26    | 0.01%             | 2035-01-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR      | CUSIP: 853254CV0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      296000 | PA      | $297104.01     | 0.00%             | 2027-07-06      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.36895 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $318810.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIV LTD 2020-24A                                     | SYMPHONY CLO LTD SYMP 2020 24A A1R 144A                 | CUSIP: 87167QAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10300000 | PA      | $10287125.72   | 0.10%             | 2035-10-23      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 1997-43                                                 | FANNIE MAE FNR 1997 43 FM                               | CUSIP: 31359P3F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          82 | PA      | $81.55         | 0.00%             | 2027-07-18      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| DRYDEN XXVII-R EURO CLO BV 2017-27A                                | DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A         | CUSIP: ACI1W43B2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     3339951 | PA      | $3865283.09    | 0.04%             | 2033-04-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2004-11                                                 | FANNIE MAE FNR 2004 11 A                                | CUSIP: 31393T7H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1344 | PA      | $1342.51       | 0.00%             | 2034-03-25      | Floating      | 3.90%                 | 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        |       70662 | PA      | $67081.85      | 0.00%             | 2036-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-118                                                | FANNIE MAE FNR 2006 118 A2                              | CUSIP: 31396L4T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17779 | PA      | $17471.20      | 0.00%             | 2036-12-25      | Floating      | 3.84%                 | 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        |       14045 | PA      | $13674.76      | 0.00%             | 2035-10-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                  | UNITED AIR 2014 1 A PTT PASS THRU CE 10/27 4            | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1341623 | PA      | $1340428.62    | 0.01%             | 2027-10-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                   | DEUTSCHE BANK NY 11/27 VAR                              | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    48417000 | PA      | $47761981.42   | 0.46%             | 2027-11-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST 2006-RP1                                 | GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1A4 144A       | CUSIP: 3623413G2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       51211 | PA      | $50009.68      | 0.00%             | 2036-01-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                             | SKYWORKS SOLUTIONS INC SR UNSECURED 06/26 1.8           | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     5787000 | PA      | $5759869.44    | 0.06%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.37644 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $546357.36     | 0.01%             |  |  |  | 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        |       28862 | PA      | $27374.86      | 0.00%             | 2045-11-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                               | GENERAL MOTORS FINL CO SR UNSECURED 05/27 5.4           | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      341000 | PA      | $344084.21     | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2001-HYB1                                   | COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 3A2               | CUSIP: 12669B2Z4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1087 | PA      | $1081.86       | 0.00%             | 2031-07-19      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM4 TRUST                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 NQM4 A1 144A   | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2570851 | PA      | $2581837.61    | 0.02%             | 2069-12-26      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 817547 FN 10/35 FLOATING VAR                  | CUSIP: 31406RHY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3948 | PA      | $4017.97       | 0.00%             | 2035-10-01      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                 | F+G GLOBAL FUNDING SECURED 144A 06/26 1.75              | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    39851000 | PA      | $39563209.63   | 0.38%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271       | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    34327000 | PA      | $34177734.88   | 0.33%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                 | BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR          | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    23650000 | PA      | $23710533.12   | 0.23%             | 2027-03-19      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 2021-45A                 | NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A          | CUSIP: 64134MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3100000 | PA      | $3101996.21    | 0.03%             | 2036-10-14      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                    | AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5      | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1529250 | PA      | $1531360.34    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CLP BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $524388.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1                     | MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1        | CUSIP: 576433G42<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145520 | PA      | $137361.92     | 0.00%             | 2046-04-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| AREIT TRUST 2022-CRE7                                              | AREIT CRE TRUST AREIT 2022 CRE7 A 144A                  | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13530653 | PA      | $13537873.72   | 0.13%             | 2039-06-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QO3                                | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1         | CUSIP: 761118WP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      136086 | PA      | $33237.01      | 0.00%             | 2046-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-3272.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2020-IA                                 | NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A       | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4374731 | PA      | $4016803.82    | 0.04%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-1                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A        | CUSIP: 41161PA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      909404 | PA      | $856777.19     | 0.01%             | 2036-03-19      | Floating      | 4.27%                 | 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        |       12225 | PA      | $11159.94      | 0.00%             | 2036-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H20                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H20 FC          | CUSIP: 38380LQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      302561 | PA      | $302626.48     | 0.00%             | 2069-11-20      | Floating      | 4.28%                 | 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        |          61 | PA      | $60.69         | 0.00%             | 2026-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AHL3                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A       | CUSIP: 17312GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      171099 | PA      | $121159.28     | 0.00%             | 2045-07-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR     | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      149000 | PA      | $149390.59     | 0.00%             | 2027-06-24      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2024-A                                  | MMAF EQUIPMENT FINANCE LLC MMAF 2024 A A2 144A          | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2150098 | PA      | $2153794.31    | 0.02%             | 2027-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO VII LTD 2017-7A                                       | TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A                | CUSIP: 89641CAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5300000 | PA      | $5301689.91    | 0.05%             | 2035-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-54028.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080085 G2 06/27 FLOATING VAR               | CUSIP: 36225CCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6922 | PA      | $6932.10       | 0.00%             | 2027-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XIX LTD                                               | TRINITAS CLO LTD TRNTS 2022 19A A1R 144A                | CUSIP: 89642FAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    14199628 | PA      | $14200963.64   | 0.14%             | 2033-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC 2026-FL11                           | FS RIALTO ISSUER LTD FSRIA 2026 FL11 A 144A             | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12400000 | PA      | $12402367.41   | 0.12%             | 2044-01-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 VAR     | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    25300000 | PA      | $25474889.54   | 0.25%             | 2027-01-08      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-90                                          | FANNIE MAE FNR 2024 90 FB                               | CUSIP: 3136BTXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29000017 | PA      | $29319901.37   | 0.28%             | 2053-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2008-53                                                 | FANNIE MAE FNR 2008 53 LF                               | CUSIP: 31397LC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         471 | PA      | $474.72        | 0.00%             | 2038-07-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                | NATWEST MARKETS PLC SR UNSECURED REGS 09/26 VAR         | CUSIP: G6382GWU2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     4200000 | PA      | $4206353.51    | 0.04%             | 2026-09-29      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CITIGROUP REPO REPO                     5807            | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    28900000 | PA      | $28900000.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080395 G2 04/30 FLOATING VAR               | CUSIP: 36225CNM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29896 | PA      | $29841.48      | 0.00%             | 2030-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3898                                                   | FREDDIE MAC FHR 3898 TF                                 | CUSIP: 3137ADYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       58876 | PA      | $58602.37      | 0.00%             | 2039-07-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-34                                                 | FANNIE MAE FNR 2002 34 FA                               | CUSIP: 31392CM92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5098 | PA      | $5098.03       | 0.00%             | 2032-05-18      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080119 G2 10/27 FLOATING VAR               | CUSIP: 36225CDZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7373 | PA      | $7385.61       | 0.00%             | 2027-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1743596.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                 | DTE ENERGY CO SR UNSECURED 10/26 2.85                   | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4764205.97    | 0.05%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                               | GENERAL MOTORS FINL CO SR UNSECURED 05/27 VAR           | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    19103000 | PA      | $19217686.77   | 0.18%             | 2027-05-08      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2004-63                                                 | FANNIE MAE FNR 2004 63 FA                               | CUSIP: 31394ANT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8582 | PA      | $8431.58       | 0.00%             | 2034-08-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $9677.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2374                                                   | FREDDIE MAC FHR 2374 F                                  | CUSIP: 31339G5N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9388 | PA      | $9370.79       | 0.00%             | 2031-06-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-79                                          | FANNIE MAE FNR 2025 79 FA                               | CUSIP: 3136BXUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14659611 | PA      | $14754587.55   | 0.14%             | 2055-10-25      | Floating      | 4.91%                 | 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        |      533649 | PA      | $478457.23     | 0.00%             | 2046-05-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP/SYDNEY BRANCH                         | SUMITOMO MITSUI SYD CERT OF DEPO 07/26 VAR              | CUSIP: ACI2MP258<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    17010000 | PA      | $11761050.45   | 0.11%             | 2026-07-28      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-8                                                  | FANNIE MAE FNR 2006 8 NF                                | CUSIP: 31394VZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13119 | PA      | $13017.79      | 0.00%             | 2036-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                         | SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244         | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    26057000 | PA      | $25911266.85   | 0.25%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5472                                            | FREDDIE MAC FHR 5472 FA                                 | CUSIP: 3137HHEK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    57083278 | PA      | $57276607.54   | 0.55%             | 2054-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP 2004-4XS                          | STRUCTURED ASSET SECURITIES CO SASC 2004 4XS 1A6        | CUSIP: 86359BHM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         118 | PA      | $117.52        | 0.00%             | 2034-02-25      | Variable      | 5.05%                 | 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        |     4123981 | PA      | $4145796.26    | 0.04%             | 2061-02-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2017-5A                                 | NAVIENT STUDENT LOAN TRUST NAVSL 2017 5A A 144A         | CUSIP: 63940CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7304241 | PA      | $7259167.77    | 0.07%             | 2066-07-26      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                              | AIR LEASE CORP SR UNSECURED 06/26 5.3                   | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    14877000 | PA      | $14904495.08   | 0.14%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET BACKED 2006-HE5                            | WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1       | CUSIP: 93934XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       41098 | PA      | $14258.95      | 0.00%             | 2036-10-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP PARIBAS 144A 06/27 VAR                              | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     6339000 | PA      | $6292149.40    | 0.06%             | 2027-06-30      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                      | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7      | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     7984000 | PA      | $7920926.40    | 0.08%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                      | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7    | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4375618.94    | 0.04%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                        | LETRA TESOURO NACIONAL BILLS 10/26 0.00000              | CUSIP: ACI2Q7PM2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   706500000 | PA      | $127777982.68  | 1.23%             | 2026-10-01      | None          | 0.00%                 | 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        |     3100000 | PA      | $3149927.45    | 0.03%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-B                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2026 B A1B 144A      | CUSIP: 78451PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15300000 | PA      | $15198960.33   | 0.15%             | 2056-03-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                 | BANCO SANTANDER SA SR UNSECURED REGS 07/27 4.8          | CUSIP: ACI0W8PP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1600000 | PA      | $1093731.11    | 0.01%             | 2027-07-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                               | BRIGHTHSE FIN GLBL FUND SECURED 144A 04/27 5.55         | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     9940000 | PA      | $10006507.65   | 0.10%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LIMITED                                         | SIRIUS REAL ESTATE LTD SR UNSECURED REGS 06/26 1.125    | CUSIP: ACI1YMJ56<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |     5100000 | PA      | $5868550.76    | 0.06%             | 2026-06-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR6                                   | GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1                | CUSIP: 362341RX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200494 | PA      | $193420.67     | 0.00%             | 2035-09-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2                    | CAPITAL ONE PRIME AUTO RECEIVA COPAR 2023 2 A3          | CUSIP: 14044EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7265986 | PA      | $7333663.24    | 0.07%             | 2028-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                               | KYNDRYL HOLDINGS INC SR UNSECURED 10/26 2.05            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    75739000 | PA      | $74521168.38   | 0.72%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BWAY MORTGAGE TRUST 2021-1450                                      | BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A               | CUSIP: 12430YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9200000 | PA      | $9054938.08    | 0.09%             | 2036-09-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                | DOMINION ENERGY INC SR UNSECURED 04/26 1.45             | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2669000 | PA      | $2665770.72    | 0.03%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| OCTAGON 64 2022-1A LTD                                             | OCTAGON 64 LTD OCT64 2022 1A A1R 144A                   | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    25500000 | PA      | $25511057.31   | 0.25%             | 2035-07-21      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-6                                        | PAGAYA AI DEBT SELECTION TRUST PAID 2025 6 A2 144A      | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10898995 | PA      | $10864402.06   | 0.10%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC SR UNSECURED 05/30 VAR                     | CUSIP: 06738EDH5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    30000000 | PA      | $29931676.50   | 0.29%             | 2030-05-24      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2026-21                                          | FANNIE MAE FNR 2026 21 YF                               | CUSIP: 3136G5FC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27800000 | PA      | $27721451.10   | 0.27%             | 2055-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                               | JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR         | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $13482581.63   | 0.13%             | 2028-01-14      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $147009.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A       | CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A     | CUSIP: 22540VK43<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10885 | PA      | $10592.27      | 0.00%             | 2032-03-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-AR7                                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A       | CUSIP: 172987AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       65940 | PA      | $63053.37      | 0.00%             | 2046-07-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                          | COREBRIDGE GLOB FUNDING SECURED 144A 12/28 VAR          | CUSIP: 00138CBL1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7388899.48    | 0.07%             | 2028-12-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| THL CREDIT WIND RIVER CLO LTD 2017-3A                              | WIND RIVER CLO LTD WINDR 2017 3A AR2 144A               | CUSIP: 97316LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    23000000 | PA      | $23030452.69   | 0.22%             | 2035-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2003-4                               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 4 2A1         | CUSIP: 07384MVP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      290588 | PA      | $272337.22     | 0.00%             | 2033-07-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080599 G2 03/32 FLOATING VAR               | CUSIP: 36225CUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2358 | PA      | $2367.67       | 0.00%             | 2032-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-25.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                   | ABN AMRO BANK NV 144A 12/28 VAR                         | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    93945000 | PA      | $94335174.25   | 0.91%             | 2028-12-03      | Floating      | 4.66%                 | 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      | $5037026.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                  | BARCLAYS BANK PLC SR UNSECURED 11/27 VAR                | CUSIP: 06746BVA6<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     9000000 | PA      | $9018462.69    | 0.09%             | 2027-11-26      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    16396000 | PA      | $16395626.50   | 0.16%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-12549.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-1                                       | CCG RECEIVABLES TRUST CCG 2025 1 A2 144A                | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12416705 | PA      | $12463107.27   | 0.12%             | 2032-10-14      | Fixed         | 4.48%                 | 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        |      129750 | PA      | $113928.86     | 0.00%             | 2035-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-788887.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080604 G2 05/32 FLOATING VAR               | CUSIP: 36225CU61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1948 | PA      | $1973.59       | 0.00%             | 2032-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-13                              | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 13 2A2          | CUSIP: 126698AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      964830 | PA      | $897171.15     | 0.01%             | 2047-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUNDING CO 2001-TBC1                            | MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1        | CUSIP: 585525FC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       77418 | PA      | $75479.14      | 0.00%             | 2031-11-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                 | F+G GLOBAL FUNDING SECURED 144A 04/27 2.3               | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      699000 | PA      | $681828.11     | 0.01%             | 2027-04-11      | Fixed         | 2.30%                 | 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        |       47333 | PA      | $45968.40      | 0.00%             | 2042-11-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC 2024-1A                                  | CHESAPEAKE FUNDING II LLC CFII 2024 1A A2 144A          | CUSIP: 165183DJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3592767 | PA      | $3596991.15    | 0.03%             | 2036-05-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-7076.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL AL5548 FN 05/38 FLOATING VAR                  | CUSIP: 3138ENEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      342178 | PA      | $355820.66     | 0.00%             | 2038-05-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/26 5.95    | CUSIP: 44891CCM3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100626.07     | 0.00%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2003-AR1                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR1 A5         | CUSIP: 939336PB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10523 | PA      | $10438.72      | 0.00%             | 2033-03-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-9                           | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A    | CUSIP: 16160QAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5586910 | PA      | $5601144.59    | 0.05%             | 2055-09-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-38                                          | FANNIE MAE FNR 2024 38 AF                               | CUSIP: 3136BR5A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5012113 | PA      | $5017640.52    | 0.05%             | 2047-12-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                               | BRIGHTHSE FIN GLBL FUND SECURED REGS 04/27 5.55         | CUSIP: 10921V2J4<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $10167578.19   | 0.10%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 317UBU0A2 PIMCO SWAPTION 3.0 CALL USD 20260811          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   754200000 | NC      | $551998.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR7 TRUST                               | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR7 A 144A        | CUSIP: 74333PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8002285 | PA      | $7492429.45    | 0.07%             | 2040-08-17      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR         | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    16758000 | PA      | $16838891.20   | 0.16%             | 2027-08-07      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-6                                           | FANNIE MAE FNR 2025 6 FA                                | CUSIP: 3136BUTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7664483 | PA      | $7740392.02    | 0.07%             | 2055-02-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                              | CROWN CASTLE INC SR UNSECURED 03/27 4                   | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     2477000 | PA      | $2466606.09    | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                       | BECTON DICKINSON+CO.                                    | CUSIP: 07588MD11<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    39200000 | PA      | $39195707.60   | 0.38%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 26-1                                     | TOWD POINT MORTGAGE TRUST TPMT 2026 1 A1A 144A          | CUSIP: 891959AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11350251 | PA      | $11205368.12   | 0.11%             | 2066-01-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERT 2007-SEA1                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 SEA1 2A1 144A   | CUSIP: 23248AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108771 | PA      | $105353.61     | 0.00%             | 2047-05-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                               | ROYAL BANK OF CANADA SR UNSECURED 10/27 VAR             | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    16628000 | PA      | $16631146.35   | 0.16%             | 2027-10-18      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-313988.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-60                                                 | FANNIE MAE FNR 2002 60 F1                               | CUSIP: 31392EVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         615 | PA      | $614.27        | 0.00%             | 2032-06-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR2                              | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1        | CUSIP: 86359LJA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88058 | PA      | $84547.73      | 0.00%             | 2045-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                | NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/26 1.85    | CUSIP: U6547TAC4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      698000 | PA      | $686377.84     | 0.01%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                 | AMERICAN HONDA FINANCE SR UNSECURED 03/27 VAR           | CUSIP: 02665WGM7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    23300000 | PA      | $23305858.79   | 0.22%             | 2027-03-08      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/ SYDNEY BRANCH                                     | MIZUHO BANK LTD/SYDNEY CERT OF DEPO 09/26 VAR           | CUSIP: ACI2JNV22<br>LEI: 254900O5B06Y1EPP2H33 | Long             | DBT              | CORP              | JP        |    11300000 | PA      | $7811484.22    | 0.08%             | 2026-09-14      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                             | DIAMONDBACK ENERGY INC COMPANY GUAR 12/26 3.25          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    36163000 | PA      | $35935759.30   | 0.35%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO 2018-2 DAC 18-2A                                 | BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A              | CUSIP: ACI1WTQT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      973906 | PA      | $1126812.66    | 0.01%             | 2032-01-20      | Floating      | 2.77%                 | 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        |      236408 | PA      | $233780.44     | 0.00%             | 2033-09-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                        | LETRA TESOURO NACIONAL BILLS 04/26 0.00000              | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     5300000 | PA      | $1022639.16    | 0.01%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-118                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 118 FA          | CUSIP: 38381ND21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      476148 | PA      | $480497.55     | 0.00%             | 2055-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                              | ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR            | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    98345000 | PA      | $98467478.86   | 0.95%             | 2027-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2005-A                                     | FREMONT HOME LOAN TRUST FHLT 2005 A M3                  | CUSIP: 35729PHN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       46409 | PA      | $46281.70      | 0.00%             | 2035-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| MARGAY CLO II DAC 2A                                               | MARGAY CLO MARGA 2A AR 144A                             | CUSIP: ACI384PC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     8100000 | PA      | $9340565.87    | 0.09%             | 2037-07-15      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                               | GENERAL MOTORS FINL CO SR UNSECURED 02/27 2.35          | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      950000 | PA      | $932038.07     | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2005-2                                 | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5          | CUSIP: 542514KV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      355608 | PA      | $355442.27     | 0.00%             | 2035-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                             | DIAMONDBACK ENERGY INC COMPANY GUAR 04/27 5.2           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     5337000 | PA      | $5380223.67    | 0.05%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC / GLOBAL NET LEASE OPERATING PARTNERSHIP LP   | GLOBAL NET LEASE/GLOBAL COMPANY GUAR 144A 12/27 3.75    | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13428000 | PA      | $13020755.62   | 0.13%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD                   | TENGIZCHEVROIL FIN CO IN SR SECURED REGS 08/26 4        | CUSIP: G87602AA9<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     4800000 | PA      | $4788409.39    | 0.05%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                    | XCEL ENERGY INC SR UNSECURED 12/26 3.35                 | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      934000 | PA      | $928583.28     | 0.01%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | GOLDMAN SACHS GROUP INC SR UNSECURED 02/28 VAR          | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1476029.73    | 0.01%             | 2028-02-24      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES1                                                     | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A  | CUSIP: 26846VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2945474 | PA      | $2962333.24    | 0.03%             | 2060-01-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                         | FISERV INC SR UNSECURED 06/27 2.25                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1498000 | PA      | $1458182.19    | 0.01%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5560                                            | FREDDIE MAC FHR 5560 FB                                 | CUSIP: 3137HLZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3746902 | PA      | $3781330.63    | 0.04%             | 2055-06-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                  | EVERSOURCE ENERGY SR UNSECURED 03/27 2.9                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    14225000 | PA      | $14044703.96   | 0.14%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC 2023-1A                            | HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A        | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19200000 | PA      | $19237482.33   | 0.19%             | 2027-06-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080579 G2 02/32 FLOATING VAR               | CUSIP: 36225CUD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31438 | PA      | $31794.77      | 0.00%             | 2032-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                         | AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     4286000 | PA      | $4209897.78    | 0.04%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2021-18A                                | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A      | CUSIP: 04943EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10900000 | PA      | $10886375.76   | 0.10%             | 2035-01-18      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                               | GLENCORE FUNDING LLC COMPANY GUAR 144A 10/26 VAR        | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    31000000 | PA      | $31051884.08   | 0.30%             | 2026-10-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 806506 FN 10/44 FLOATING VAR                  | CUSIP: 31406DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      102166 | PA      | $103406.94     | 0.00%             | 2044-10-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $31.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                    | SANTANDER UK GROUP HLDGS SR UNSECURED 01/28 VAR         | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    23615000 | PA      | $23228819.42   | 0.22%             | 2028-01-11      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080536 G2 08/31 FLOATING VAR               | CUSIP: 36225CS23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1834 | PA      | $1832.94       | 0.00%             | 2031-08-20      | Floating      | 5.38%                 | 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        |     3332573 | PA      | $3394259.67    | 0.03%             | 2058-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL ZM6153 FR 04/48 FIXED 4               | CUSIP: 3131Y0ZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      649020 | PA      | $621938.07     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR 2004-8                                         | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 13A1        | CUSIP: 07384M2C5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2646968 | PA      | $2365786.67    | 0.02%             | 2034-11-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-20                                                 | FANNIE MAE FNR 2006 20 GF                               | CUSIP: 31395BU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9803 | PA      | $9724.05       | 0.00%             | 2036-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO III LTD                                                 | CARVAL CLO LTD CARVL 2019 2A AR2 144A                   | CUSIP: 14686WAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10130276 | PA      | $10123831.35   | 0.10%             | 2032-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2020-DUNE                             | GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE A 144A      | CUSIP: 36258BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6320053 | PA      | $6313450.13    | 0.06%             | 2036-12-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                         | FISERV INC SR UNSECURED 03/27 5.15                      | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3015239.82    | 0.03%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-17                           | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1         | CUSIP: 863579VM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      116702 | PA      | $101647.68     | 0.00%             | 2035-08-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| AMORTIZING RESIDENTIAL COLLAT 2001-BC6                             | AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A           | CUSIP: 86358RMY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       48347 | PA      | $48165.91      | 0.00%             | 2031-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $21325.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                          | FANNIE MAE FNR 2025 12 EF                               | CUSIP: 3136BVGN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      712363 | PA      | $716270.53     | 0.01%             | 2055-03-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W-8                                      | FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2                    | CUSIP: 31393CX40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8016 | PA      | $7991.81       | 0.00%             | 2042-05-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-HE4                                 | MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A1          | CUSIP: 576449AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43675 | PA      | $12459.55      | 0.00%             | 2036-11-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2015-BA                                 | NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A        | CUSIP: 63939KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1680873 | PA      | $1683513.82    | 0.02%             | 2040-07-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                   | SOCIETE GENERALE 144A 01/28 VAR                         | CUSIP: 83368RBU5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     7100000 | PA      | $7153855.13    | 0.07%             | 2028-01-19      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2010-39                                                 | FANNIE MAE FNR 2010 39 FE                               | CUSIP: 31398PU98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37592 | PA      | $37797.01      | 0.00%             | 2037-06-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                               | GLENCORE FUNDING LLC COMPANY GUAR REGS 10/26 VAR        | CUSIP: U37818BT4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250418.42     | 0.00%             | 2026-10-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                          | FANNIE MAE FNR 2025 18 FA                               | CUSIP: 3136BU7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13531268 | PA      | $13613402.39   | 0.13%             | 2053-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                          | FRESENIUS MED CARE III COMPANY GUAR 144A 12/26 1.875    | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    12790000 | PA      | $12544801.25   | 0.12%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECUR TRUST 2005-A15                             | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1        | CUSIP: 45660L4G1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       79913 | PA      | $28458.85      | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMW CANADA AUTO TRUST 2024-1A                                      | BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A              | CUSIP: 05570XCL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      564926 | PA      | $407018.34     | 0.00%             | 2027-07-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2004-OP1                                       | ACE SECURITIES CORP. ACE 2004 OP1 M1                    | CUSIP: 004421EW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9460457 | PA      | $8997357.11    | 0.09%             | 2034-04-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 317UBPSA3 PIMCO SWAPTION 3.0 CALL USD 20260803          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    96400000 | NC      | $64944.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                              | VICI PROPERTIES / NOTE COMPANY GUAR 144A 09/26 4.5      | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15548000 | PA      | $15531888.07   | 0.15%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A                         | OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A  | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    19150000 | PA      | $19156194.45   | 0.18%             | 2035-01-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                 | CNO GLOBAL FUNDING SECURED 144A 10/26 1.75              | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |     2879000 | PA      | $2842943.20    | 0.03%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $8078.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                | NOMURA HOLDINGS INC SR UNSECURED 07/26 1.653            | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    14000000 | PA      | $13899094.72   | 0.13%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-INV1 TRUST                                               | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A11 144A    | CUSIP: 12661XBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9406750 | PA      | $8811588.32    | 0.08%             | 2056-07-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $45.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                     | EPR PROPERTIES COMPANY GUAR 12/26 4.75                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    10620000 | PA      | $10615967.48   | 0.10%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                    | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 04/29 4.2    | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     8300000 | PA      | $8147172.76    | 0.08%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                            | NATIONAL BANK OF CANADA COMPANY GUAR 07/27 VAR          | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    75590000 | PA      | $75696312.80   | 0.73%             | 2027-07-02      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                           | SVENSKA HANDELSBANKEN AB 144A 05/27 VAR                 | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    12235000 | PA      | $12256425.20   | 0.12%             | 2027-05-28      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II 2025-1A                              | TRILLIUM CREDIT CARD TRUST II TCCT 2025 1A A 144A       | CUSIP: 89621ACC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    43300000 | PA      | $43492044.16   | 0.42%             | 2030-09-26      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| CARLYLE EURO CLO 2021-2 DAC 21-2A                                  | CARLYLE EURO CLO CGMSE 2021 2A A1 144A                  | CUSIP: ACI20V184<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     7370000 | PA      | $8515571.57    | 0.08%             | 2035-10-15      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-3                                      | COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1                  | CUSIP: 12669GTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1028 | PA      | $1010.50       | 0.00%             | 2035-04-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                        | CITIBANK NA SR UNSECURED 08/26 VAR                      | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    29550000 | PA      | $29581752.95   | 0.28%             | 2026-08-06      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| AMRESCO RES SEC 1999-1                                             | AMRESCO RESIDENTIAL SECURITIES AMRES 1999 1 A           | CUSIP: 03215PFN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       64255 | PA      | $67275.73      | 0.00%             | 2029-06-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING XV LLC 2023-1A                                    | OSCAR US FUNDING TRUST OSCAR 2023 1A A3 144A            | CUSIP: 68785CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |     4983601 | PA      | $4995966.96    | 0.05%             | 2027-12-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080116 G2 09/27 FLOATING VAR               | CUSIP: 36225CDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         796 | PA      | $800.54        | 0.00%             | 2027-09-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2005-3                                      | SEQUOIA MORTGAGE TRUST SEMT 2005 3 A1                   | CUSIP: 81744FHK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      476908 | PA      | $446742.57     | 0.00%             | 2035-05-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                 | SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875            | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1604245.44    | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9622000 | PA      | $9535606.48    | 0.09%             | 2026-06-30      | None          | 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      | $35070.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | 317UBPOA7 PIMCO SWAPTION 3.0 CALL USD 20260803          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   702900000 | NC      | $473543.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 413                                             | FREDDIEMAC STRIP FHS 413 F25                            | CUSIP: 3133Q3LH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33970467 | PA      | $34217425.04   | 0.33%             | 2054-05-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5479                                            | FREDDIE MAC FHR 5479 FA                                 | CUSIP: 3137HHMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      658661 | PA      | $664293.26     | 0.01%             | 2054-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2015-3A                                  | NELNET STUDENT LOAN TRUST NSLT 2015 3A A2 144A          | CUSIP: 64033TAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      780805 | PA      | $780621.27     | 0.01%             | 2051-02-27      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                            | HCA INC DISC COML PAPER 05/26 ZCP                       | CUSIP: 40412DE13<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3586564.44    | 0.03%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                       | ENBRIDGE INC COMPANY GUAR 12/26 4.25                    | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      699000 | PA      | $698823.65     | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | ICE 3MTH SONIA FU DEC26 IFLL 20270316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        3128 | NC      | $-4997447.49   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                    | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 04/26 4.25   | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     6101000 | PA      | $6100728.99    | 0.06%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-10734.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                              | UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5       | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    29607000 | PA      | $29372012.20   | 0.28%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-6                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3           | CUSIP: 17307GXR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         701 | PA      | $699.54        | 0.00%             | 2035-09-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                    | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/26 4.375  | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     6645000 | PA      | $6644843.98    | 0.06%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                  | REPUBLIC OF SOUTH AFRICA SR UNSECURED 04/26 4.875       | CUSIP: 836205AT1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    33328000 | PA      | $33351652.88   | 0.32%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                   | EQUITABLE AMERICA GLOBAL SECURED 144A 09/27 VAR         | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5610686.98    | 0.05%             | 2027-09-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                          | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/27 3.2         | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     9300000 | PA      | $9187236.94    | 0.09%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.32500 07/06/26-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $727414.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR9 TRUST                               | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR9 A 144A        | CUSIP: 74333QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4336780 | PA      | $4070747.00    | 0.04%             | 2040-11-17      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                          | CANADIAN IMPERIAL BANK SR UNSECURED 09/27 VAR           | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     6815000 | PA      | $6821045.18    | 0.07%             | 2027-09-11      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 835058 FN 06/35 FLOATING VAR                  | CUSIP: 31407MWT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11434 | PA      | $11688.80      | 0.00%             | 2035-06-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                       | ING GROEP NV SR UNSECURED 03/27 3.95                    | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3570000 | PA      | $3559950.88    | 0.03%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                              | CROWN CASTLE INC SR UNSECURED 07/26 1.05                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    14269000 | PA      | $14133516.42   | 0.14%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                 | AMERICAN TOWER CORP SR UNSECURED 09/26 1.45             | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4308000 | PA      | $4252411.85    | 0.04%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2019-1A                              | ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A     | CUSIP: 26829XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5734174 | PA      | $5734434.71    | 0.06%             | 2069-07-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LN TRUST 2006-I                            | COUNTRYWIDE HOME EQUITY LOAN T CWHEL 2006 I 2A          | CUSIP: 12668FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3229 | PA      | $3127.89       | 0.00%             | 2037-01-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                  | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.125  | CUSIP: ACI2T0199<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    32410000 | PA      | $32762159.61   | 0.32%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                            | FREDDIE MAC FHR 5517 FE                                 | CUSIP: 3137HKGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30107560 | PA      | $30463551.64   | 0.29%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                               | KEURIG DR PEPPER INC COMPANY GUAR 03/27 VAR             | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    27673000 | PA      | $27711534.65   | 0.27%             | 2027-03-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                          | STELLANTIS FIN US INC COMPANY GUAR 144A 03/28 5.35      | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     8900000 | PA      | $8966711.02    | 0.09%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-38425.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $145240.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                        | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    20402000 | PA      | $20639591.70   | 0.20%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES 2004-OPT1                            | MASTR ASSET BACKED SECURITIES MABS 2004 OPT1 M1         | CUSIP: 57643LCH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      641040 | PA      | $687102.07     | 0.01%             | 2034-02-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $127365.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX               | BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A    | CUSIP: 05493LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4200000 | PA      | $4046652.96    | 0.04%             | 2038-09-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD 2016-1KRA                                       | WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A            | CUSIP: 97314DAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7459745 | PA      | $7464199.12    | 0.07%             | 2034-10-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2008-20D                           | SMALL BUSINESS ADMINISTRATION SBAP 2008 20D 1           | CUSIP: 83162CRS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        7733 | PA      | $7786.00       | 0.00%             | 2028-04-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MTGE LN ASSET BK 2002-3                              | CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 3 2A1          | CUSIP: 161546DB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13737 | PA      | $13681.59      | 0.00%             | 2032-08-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                | NEXTERA ENERGY CAPITAL COMPANY GUAR 02/28 VAR           | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     4657000 | PA      | $4664012.00    | 0.04%             | 2028-02-04      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                            | MERCEDES BENZ FIN NA COMPANY GUAR 144A 07/26 VAR        | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    31400000 | PA      | $31427077.48   | 0.30%             | 2026-07-31      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2                       | GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A9 144A    | CUSIP: 36262JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21753563 | PA      | $20335035.34   | 0.20%             | 2052-02-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CHF SOLD USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-920.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-CH2                                | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5       | CUSIP: 46629QAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      364973 | PA      | $364863.39     | 0.00%             | 2036-10-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2006-1                             | NEW CENTURY HOME EQUITY LOAN T NCHET 2006 1 A2B         | CUSIP: 64352VQR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       49857 | PA      | $49865.52      | 0.00%             | 2036-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BSST 2021-1818 MORTGAGE TRUST                                      | BSST MORTGAGE TRUST BSST 2021 1818 A 144A               | CUSIP: 07403PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2300000 | PA      | $2050043.59    | 0.02%             | 2036-03-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.40694 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $52295.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOANS TR 2003-5                                  | MASTR ALTERNATIVE LOANS TRUST MALT 2003 5 6A1           | CUSIP: 576434FH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      131417 | PA      | $133067.04     | 0.00%             | 2033-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-92                                          | FANNIE MAE FNR 2025 92 FA                               | CUSIP: 3136BXU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6617672 | PA      | $6679711.41    | 0.06%             | 2055-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST SERIES 2025-1A                         | EVERGREEN CREDIT CARD TRUST EVGRN 2025 1A A 144A        | CUSIP: 30023JCZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    48600000 | PA      | $48762333.72   | 0.47%             | 2029-10-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 10/26 0.00000                             | CUSIP: 912797SA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   947000000 | PA      | $929742108.75  | 8.95%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-2380                                                   | FREDDIE MAC FHR 2380 FI                                 | CUSIP: 31339GVJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9661 | PA      | $9482.30       | 0.00%             | 2031-06-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2006-AR3                                | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A       | CUSIP: 93934FQP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      149438 | PA      | $134448.17     | 0.00%             | 2046-05-25      | Floating      | 4.83%                 | 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        |      387404 | PA      | $377734.65     | 0.00%             | 2035-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 844000 FN 11/35 FLOATING VAR                  | CUSIP: 31407XUZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22724 | PA      | $23076.14      | 0.00%             | 2035-11-01      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-9                                           | FANNIE MAE FNR 2019 9 FA                                | CUSIP: 3136B33L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      301190 | PA      | $298706.23     | 0.00%             | 2049-03-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                | NATWEST MARKETS PLC SR UNSECURED 144A 05/27 VAR         | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1505184.60    | 0.01%             | 2027-05-17      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR          | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    12128000 | PA      | $11963497.14   | 0.12%             | 2027-10-21      | Floating      | 1.95%                 | 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        |       52817 | PA      | $51847.53      | 0.00%             | 2042-08-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                     | WESTERN MIDSTREAM OPERAT SR UNSECURED 07/26 4.65        | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     8777000 | PA      | $8777000.00    | 0.08%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2005-2                               | MORGAN STANLEY HOME EQUITY LOA MSHEL 2005 2 M5          | CUSIP: 61744CQP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      216605 | PA      | $215583.40     | 0.00%             | 2035-05-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-473914.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-160883.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BDS 2025-FL14 LLC                                                  | BDS LTD BDS 2025 FL14 A 144A                            | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6800000 | PA      | $6778871.11    | 0.07%             | 2042-10-17      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2007-1                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A        | CUSIP: 41164MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      276154 | PA      | $258580.08     | 0.00%             | 2037-03-19      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                            | FREDDIE MAC FHR 5500 AF                                 | CUSIP: 3137HJ7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5617517 | PA      | $5628241.58    | 0.05%             | 2055-02-25      | Floating      | 4.66%                 | 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      | $-11132.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                | NATWEST MARKETS PLC SR UNSECURED 144A 09/26 VAR         | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     3410000 | PA      | $3415158.44    | 0.03%             | 2026-09-29      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $17503.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-205146.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES INC                             | HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 02/27 3.05   | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     1547000 | PA      | $1524897.30    | 0.01%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                   | FIRSTENERGY CORP SR UNSECURED 07/27 3.9                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    18308000 | PA      | $18163424.47   | 0.17%             | 2027-07-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A                        | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A      | CUSIP: 64830KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4717790 | PA      | $4599636.73    | 0.04%             | 2058-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA/LONDON BRANCH                                   | CREDIT AGRICOLE LONDON 144A 01/27 4.125                 | CUSIP: 22535WAB3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     9364000 | PA      | $9352565.34    | 0.09%             | 2027-01-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                               | BAYER US FINANCE LLC COMPANY GUAR REGS 11/26 6.125      | CUSIP: U07264AH4<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |      800000 | PA      | $807395.06     | 0.01%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2021-NMR1                            | MILL CITY MORTGAGE TRUST MCMLT 2021 NMR1 A1 144A        | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4757328 | PA      | $4601779.87    | 0.04%             | 2060-11-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                | NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR              | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    19632000 | PA      | $19755065.55   | 0.19%             | 2027-07-02      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 317UADGA4 PIMCO SWAPTION 3.65 PUT USD 20260909          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  1687800000 | NC      | $4581870.66    | 0.04%             |  |  |  | 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        |       28958 | PA      | $28072.69      | 0.00%             | 2035-05-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR                | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     7300000 | PA      | $7336053.39    | 0.07%             | 2027-08-14      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                               | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $8686068.34    | 0.08%             | 2027-04-22      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.33675 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $49212.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL ZM7428 FR 07/48 FIXED 4               | CUSIP: 3131Y2HD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27253 | PA      | $26098.88      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $19319.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $139883.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-CA                  | NAVIENT STUDENT LOAN TRUST NAVSL 2021 CA A 144A         | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      380624 | PA      | $346035.66     | 0.00%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-3                                  | VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A         | CUSIP: 92540MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1872969 | PA      | $1889633.86    | 0.02%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2000-34                                                 | FANNIE MAE FNR 2000 34 F                                | CUSIP: 31358SSV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         672 | PA      | $671.81        | 0.00%             | 2030-10-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CLP BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $127115.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                            | FREDDIE MAC FHR 5500 GF                                 | CUSIP: 3137HJB30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12886747 | PA      | $12977124.11   | 0.12%             | 2054-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                  | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 07/27 0.75   | CUSIP: ACI1D2NZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    13950000 | PA      | $15608784.00   | 0.15%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 317UBTZA7 PIMCO SWAPTION 3.0 CALL USD 20260811          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   827500000 | NC      | $605647.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD 2021-43A                 | NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A          | CUSIP: 64134AAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3300000 | PA      | $3301758.70    | 0.03%             | 2036-07-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-WMC1                             | MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C           | CUSIP: 61744CXM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      183893 | PA      | $182060.97     | 0.00%             | 2035-12-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                  | EVERSOURCE ENERGY SR UNSECURED 07/27 4.6                | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      691000 | PA      | $691867.04     | 0.01%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                      | ENEL FINANCE INTL NV COMPANY GUAR 144A 05/27 3.625      | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     8685000 | PA      | $8612025.76    | 0.08%             | 2027-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF          | CUSIP: 38383KYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3820756 | PA      | $3866523.71    | 0.04%             | 2074-05-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-C                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1B 144A      | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7490448 | PA      | $7572785.77    | 0.07%             | 2052-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR16                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1       | CUSIP: 92925GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       85971 | PA      | $79616.27      | 0.00%             | 2036-12-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2001-24                                                 | FANNIE MAE FNR 2001 24 FB                               | CUSIP: 31359S5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16798 | PA      | $16413.91      | 0.00%             | 2031-04-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290                            | NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A      | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    55900000 | PA      | $55814288.53   | 0.54%             | 2038-11-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                | GLOBAL PAYMENTS INC SR UNSECURED 04/26 4.8              | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      836000 | PA      | $836000.00     | 0.01%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2018-1A DAC                              | ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A        | CUSIP: ACI2ZP3T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     8000000 | PA      | $9241854.72    | 0.09%             | 2036-08-29      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                         | HARDWOOD FUNDING LLC 4A2                                | CUSIP: 990ACFQD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7563680.66    | 0.07%             | 2029-06-08      | Fixed         | 4.36%                 | Yes           |                  3 | On Loan: No      |
| MORGAN STANLEY BANK NA                                             | MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR           | CUSIP: 61690U7Z7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    21100000 | PA      | $21194163.18   | 0.20%             | 2028-01-14      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                 | CREDIT AGRICOLE SA SR UNSECURED REGS 03/27 VAR          | CUSIP: 22535EAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     2920000 | PA      | $2927272.03    | 0.03%             | 2027-03-11      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W6                                       | FANNIEMAE WHOLE LOAN FNW 2003 W6 F                      | CUSIP: 31393BX75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90246 | PA      | $89907.16      | 0.00%             | 2042-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-6              | MORGAN STANLEY RESIDENTIAL MOR MSRM 2021 6 A6 144A      | CUSIP: 61772QAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9869157 | PA      | $9226970.94    | 0.09%             | 2051-09-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2006-FF15                              | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A5         | CUSIP: 32028GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24247 | PA      | $25852.22      | 0.00%             | 2036-11-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 4.3     | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     3155000 | PA      | $3143842.37    | 0.03%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       21000 | PA      | $20987.36      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-54                                          | FANNIE MAE FNR 2025 54 FM                               | CUSIP: 3136BWNW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2635508 | PA      | $2650918.19    | 0.03%             | 2055-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2021-RPL4                                               | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL4 A1 144A     | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8124824 | PA      | $8102355.81    | 0.08%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/28 VAR     | CUSIP: 44891CEB5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      500000 | PA      | $500537.04     | 0.00%             | 2028-09-18      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1397.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR3                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 A2         | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      214644 | PA      | $205688.89     | 0.00%             | 2034-06-25      | Floating      | 5.30%                 | 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        |    24800000 | PA      | $24675666.44   | 0.24%             | 2028-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                      | UNIVERSAL HEALTH SVCS SR SECURED 09/26 1.65             | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    20348000 | PA      | $20107320.19   | 0.19%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A      | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7794238 | PA      | $7871288.49    | 0.08%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 802714 FN 09/34 FLOATING VAR                  | CUSIP: 31405XYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26400 | PA      | $26918.06      | 0.00%             | 2034-09-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                      | UNICREDIT SPA REGS 06/27 VAR                            | CUSIP: ACI1Y1WH1<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $298621.86     | 0.00%             | 2027-06-03      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080114 G2 09/27 FLOATING VAR               | CUSIP: 36225CDU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3266 | PA      | $3283.96       | 0.00%             | 2027-09-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1A                  | SFS AUTO RECEIVABLES SECURITIZ SFAST 2026 1A A2A 144A   | CUSIP: 81885FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4500000 | PA      | $4490315.10    | 0.04%             | 2029-08-20      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP PARIBAS REGS 11/27 3.5                              | CUSIP: 09659X2C5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     7900000 | PA      | $7779441.97    | 0.07%             | 2027-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC ARM TRUST 2001-H2                                          | INDYMAC ARM TRUST INARM 2001 H2 A2                      | CUSIP: 45660UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          58 | PA      | $56.21         | 0.00%             | 2032-01-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-13                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 13 FA           | CUSIP: 38384GP87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      824870 | PA      | $830540.93     | 0.01%             | 2054-01-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR12                            | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1        | CUSIP: 45661VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      431690 | PA      | $404761.94     | 0.00%             | 2046-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR15                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A        | CUSIP: 93363QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61648 | PA      | $51519.80      | 0.00%             | 2046-11-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3397                                                   | FREDDIE MAC FHR 3397 FC                                 | CUSIP: 31397PLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32508 | PA      | $32469.06      | 0.00%             | 2037-12-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                            | GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25         | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     8479000 | PA      | $8339237.93    | 0.08%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-19221.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 95 CLO LTD                                                  | DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A          | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $1400309.43    | 0.01%             | 2034-08-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                        | PHILLIPS 66                                             | CUSIP: 71855BD17<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299966.85     | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-1 TRUST                            | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A       | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      866721 | PA      | $868721.12     | 0.01%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM6 TRUST                                                | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM6 A1 144A          | CUSIP: 67118XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9561066 | PA      | $9657175.38    | 0.09%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-1                                  | VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A         | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10257938 | PA      | $10287279.52   | 0.10%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| GSR MTGE LOAN TRUST 2003-2F                                        | GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1                 | CUSIP: 36228FNB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          31 | PA      | $32.15         | 0.00%             | 2032-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 846941 FN 01/36 FLOATING VAR                  | CUSIP: 31408B5A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1979 | PA      | $2014.96       | 0.00%             | 2036-01-01      | Floating      | 5.79%                 | 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        |    36500000 | PA      | $37164124.07   | 0.36%             | 2056-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2007-OA3                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA3 2A1A       | CUSIP: 93364AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      286797 | PA      | $265416.09     | 0.00%             | 2047-04-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 668220 FN 02/33 FLOATING VAR                  | CUSIP: 31391JK90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         143 | PA      | $145.75        | 0.00%             | 2033-02-01      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| LUMINENT MORTGAGE TRUST 2006-6                                     | LUMINENT MORTGAGE TRUST LUM 2006 6 A1                   | CUSIP: 55027YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       64252 | PA      | $59764.25      | 0.00%             | 2046-10-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| VENTURE 36 CLO LTD                                                 | VENTURE CDO LTD VENTR 2019 36A A1AR 144A                | CUSIP: 92332LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5600358 | PA      | $5607107.10    | 0.05%             | 2032-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 795718 FN 09/34 FLOATING VAR                  | CUSIP: 31405QAT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4249 | PA      | $4359.48       | 0.00%             | 2034-09-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $199457.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD 2021-2A                                         | WIND RIVER CLO LTD WINDR 2021 2A A1R 144A               | CUSIP: 97315VAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    18300000 | PA      | $18312307.30   | 0.18%             | 2034-07-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5580                                            | FREDDIE MAC FHR 5580 FP                                 | CUSIP: 3137HMXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      466603 | PA      | $470074.49     | 0.00%             | 2055-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2009-96                                                 | FANNIE MAE FNR 2009 96 FA                               | CUSIP: 31398FXF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5099 | PA      | $5156.42       | 0.00%             | 2049-11-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST 2025-INV3                                 | OCEANVIEW MORTGAGE TRUST BVINV 2025 3 AF1 144A          | CUSIP: 67648CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8856118 | PA      | $8879506.71    | 0.09%             | 2055-05-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CLP BOUGHT USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $99610.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | CITIGROUP INC SR UNSECURED 06/27 VAR                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6065021.62    | 0.06%             | 2027-06-09      | Floating      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                                 | FANNIE MAE FNR 2025 35 FB                               | CUSIP: 3136BVF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12052119 | PA      | $12146177.45   | 0.12%             | 2055-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-A                   | NAVIENT STUDENT LOAN TRUST NAVSL 2020 A A2A 144A        | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      771226 | PA      | $748318.14     | 0.01%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                 | BANK OF AMERICA NA SR UNSECURED 08/26 VAR               | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |      700000 | PA      | $701366.65     | 0.01%             | 2026-08-18      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM CLO 2022-2A LTD                                         | GUGGENHEIM 1888 FUND LTD GUGG 2022 2A A1R 144A          | CUSIP: 40172PAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5400000 | PA      | $5401848.69    | 0.05%             | 2035-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A A2A1 144A     | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4286771 | PA      | $4249988.51    | 0.04%             | 2053-01-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC SR UNSECURED 11/28 VAR         | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $15067388.70   | 0.15%             | 2028-11-26      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 317UBOIA7 PIMCO SWAPTION 3.0 CALL USD 20260728          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  1639500000 | NC      | $1040262.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A        | CUSIP: 92925DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      198206 | PA      | $175326.29     | 0.00%             | 2046-12-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                    | NY STATE ELECTRIC + GAS SR UNSECURED 144A 12/26 3.25    | CUSIP: 649840CQ6<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6354273.47    | 0.06%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-205                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 205 FH          | CUSIP: 38385K4D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4247788 | PA      | $4251454.89    | 0.04%             | 2054-04-20      | Floating      | 4.52%                 | 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        |      670262 | PA      | $619819.96     | 0.01%             | 2044-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL, INC 26-FL3                                    | BRIGHTSPIRE CAPITAL  INC BRSP 2026 FL3 A 144A           | CUSIP: 116686AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11000000 | PA      | $10979887.16   | 0.11%             | 2043-08-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                              | AIR LEASE CORP SR UNSECURED 06/26 3.75                  | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1232000 | PA      | $1230117.74    | 0.01%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                               | KEURIG DR PEPPER                                        | CUSIP: 49271KDD3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    13700000 | PA      | $13679299.30   | 0.13%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $6127.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR3                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A        | CUSIP: 92925CDA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      564913 | PA      | $525891.81     | 0.01%             | 2046-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                | EMERA US FINANCE LP COMPANY GUAR 06/26 3.55             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4620000 | PA      | $4609692.96    | 0.04%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PRO INC 2004-RS1                            | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS1 MII1       | CUSIP: 760985N80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210850 | PA      | $222718.75     | 0.00%             | 2034-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2010-74                                                 | FANNIE MAE FNR 2010 74 AF                               | CUSIP: 31398RV36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       52300 | PA      | $52166.41      | 0.00%             | 2037-07-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2006-CB9                             | CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1        | CUSIP: 12465MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30944 | PA      | $14336.15      | 0.00%             | 2036-11-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-10                                   | BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1             | CUSIP: 07386HZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      271009 | PA      | $260069.43     | 0.00%             | 2036-01-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GALAXY XXII CLO LTD 2016-22A                                       | GALAXY CLO LTD GALXY 2016 22A AR4 144A                  | CUSIP: 36320TBM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $699724.66     | 0.01%             | 2034-04-16      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $5.24          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-2                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A        | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      301185 | PA      | $293291.47     | 0.00%             | 2035-05-19      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5593                                            | FREDDIE MAC FHR 5593 FB                                 | CUSIP: 3137HNV47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3498313 | PA      | $3517967.62    | 0.03%             | 2055-11-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR3                              | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2        | CUSIP: 86359LBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1249 | PA      | $1204.88       | 0.00%             | 2034-07-19      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL X LTD 2021-1A                                  | FORTRESS CREDIT BSL LIMITED FCBSL 2021 1A AR 144A       | CUSIP: 34962HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3413708 | PA      | $3415537.92    | 0.03%             | 2033-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-146967.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 795297 FN 07/44 FLOATING VAR                  | CUSIP: 31405PRS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22322 | PA      | $22372.76      | 0.00%             | 2044-07-01      | Floating      | 5.06%                 | 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        |     7900000 | PA      | $7905823.01    | 0.08%             | 2034-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 04/29 2.125                             | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30943291 | PA      | $31776544.53   | 0.31%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                       | ING GROEP NV SR UNSECURED 04/27 VAR                     | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    36069000 | PA      | $36069000.00   | 0.35%             | 2027-04-01      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                             | SAMMONS FINANCIAL GLOBAL SR SECURED 144A 09/27 VAR      | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    31510000 | PA      | $31651627.68   | 0.30%             | 2027-09-02      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $75160.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK INC                                                         | AMETEK INC DISC COML                                    | CUSIP: 03111CD91<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8791218.48    | 0.08%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-21                                                 | FANNIE MAE FNR 2002 21 FD                               | CUSIP: 31392CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         268 | PA      | $268.80        | 0.00%             | 2032-04-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES 2026-1A                                       | LAD AUTO RECEIVABLES TRUST LADAR 2026 1A A2 144A        | CUSIP: 505708AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5950000 | PA      | $5930467.34    | 0.06%             | 2029-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                    | WEA FINANCE LLC COMPANY GUAR 144A 01/27 2.875           | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $6865477.85    | 0.07%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-66                                          | FANNIE MAE FNR 2025 66 FK                               | CUSIP: 3136BWYL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2084042 | PA      | $2102582.39    | 0.02%             | 2055-08-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                       | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A       | CUSIP: 12564NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5392522 | PA      | $5341050.57    | 0.05%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $48.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                   | SOCIETE GENERALE REGS 06/27 VAR                         | CUSIP: 83368TBC1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    12025000 | PA      | $11962300.09   | 0.12%             | 2027-06-09      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                      | BOEING CO SR UNSECURED 02/27 2.7                        | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2465570.23    | 0.02%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 VAR     | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    15400000 | PA      | $15441726.61   | 0.15%             | 2027-09-24      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-10                                          | FANNIE MAE FNR 2024 10 AF                               | CUSIP: 3136BQ6A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3826801 | PA      | $3812025.35    | 0.04%             | 2050-12-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR18                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1       | CUSIP: 933637AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      124329 | PA      | $109141.61     | 0.00%             | 2037-01-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                               | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR              | CUSIP: 46647PCY0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11085000 | PA      | $11147035.65   | 0.11%             | 2028-02-24      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC SR UNSECURED 09/27 VAR                     | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     7348000 | PA      | $7377303.46    | 0.07%             | 2027-09-13      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                          | FANNIE MAE FNR 2025 18 FM                               | CUSIP: 3136BVKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   105783534 | PA      | $106212602.58  | 1.02%             | 2054-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                            | MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 VAR        | CUSIP: 58769JBF3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $12247085.29   | 0.12%             | 2028-03-31      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV3                        | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A  | CUSIP: 17329VDF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10318751 | PA      | $9644746.73    | 0.09%             | 2051-05-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1696602.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2003-5                               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 2A1         | CUSIP: 07384MWN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      259493 | PA      | $241023.08     | 0.00%             | 2033-08-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 821915 FN 06/35 FLOATING VAR                  | CUSIP: 31406WDU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6266 | PA      | $6415.37       | 0.00%             | 2035-06-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                          | FANNIE MAE FNR 2025 12 FG                               | CUSIP: 3136BVFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3305221 | PA      | $3328557.63    | 0.03%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                               | GLENCORE FUNDING LLC                                    | CUSIP: 37790BDW8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    73100000 | PA      | $72855721.73   | 0.70%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA          | CUSIP: 38383KHN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1939307 | PA      | $1966757.72    | 0.02%             | 2073-11-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR     | CUSIP: 44891ADS3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    30796000 | PA      | $30864718.19   | 0.30%             | 2027-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2023-1                             | CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A     | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2665684 | PA      | $2676072.75    | 0.03%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR         | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     7557000 | PA      | $7581197.44    | 0.07%             | 2027-08-07      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM2 TRUST                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 NQM2 A1 144A   | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3251130 | PA      | $3282172.37    | 0.03%             | 2069-06-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | US 10YR NOTE (CBT)JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -1986 | NC      | $4436005.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR7                              | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR7 A1A        | CUSIP: 86359LFN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      236216 | PA      | $233119.78     | 0.00%             | 2035-04-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2001-HE17                            | CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1        | CUSIP: 22540A7A0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         449 | PA      | $444.38        | 0.00%             | 2032-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080779 G2 12/33 FLOATING VAR               | CUSIP: 36225C2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9058 | PA      | $9243.44       | 0.00%             | 2033-12-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| JTI FINANCIAL SERVICES (NORTH AMERICA) LLC                         | JTI FINL SVCS NORTH AMER LLC 05/26 ZCP                  | CUSIP: 48130PE44<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    49900000 | PA      | $49723019.67   | 0.48%             | 2026-05-04      | None          | 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      | $-452037.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A      | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5222475 | PA      | $4948238.09    | 0.05%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                               | ROYAL BANK OF CANADA SR UNSECURED 10/28 VAR             | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     7394000 | PA      | $7400154.69    | 0.07%             | 2028-10-18      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD 2018-3A                                       | BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A             | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2337469 | PA      | $2339892.50    | 0.02%             | 2030-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FIRST NLC TRUST 2007-1                                             | FIRST NLC TRUST FNLC 2007 1 A1 144A                     | CUSIP: 32115BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      291945 | PA      | $147554.53     | 0.00%             | 2037-08-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                          | JABIL INC                                               | CUSIP: 46652MED3<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    80100000 | PA      | $79660275.03   | 0.77%             | 2026-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                  | NATWEST GROUP PLC SR UNSECURED 04/26 4.8                | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     9880000 | PA      | $9879610.53    | 0.10%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                   | BANK OF MONTREAL SR UNSECURED 09/27 VAR                 | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    20816000 | PA      | $20834301.64   | 0.20%             | 2027-09-10      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2002-3                                 | HOME EQUITY ASSET TRUST HEAT 2002 3 A4                  | CUSIP: 22541NHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         798 | PA      | $779.60        | 0.00%             | 2033-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF6 LLC                                                 | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF6 A1 144A   | CUSIP: 69393BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3428351 | PA      | $3399945.77    | 0.03%             | 2055-12-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM3 TRUST                                                | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM3 A1 144A          | CUSIP: 67118KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14868005 | PA      | $14953637.06   | 0.14%             | 2063-12-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC SR UNSECURED 03/28 VAR                     | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    14200000 | PA      | $14300547.08   | 0.14%             | 2028-03-12      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                            | HCA INC COMPANY GUAR 02/27 4.5                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   107364000 | PA      | $107375786.42  | 1.03%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRSLF-2017-54A                                                     | DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A          | CUSIP: 26244RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      141527 | PA      | $141701.62     | 0.00%             | 2029-10-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1042793.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST 2023-A2                              | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2023 A2 A           | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $5044573.50    | 0.05%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 1L0183 FH 08/35 FLOATING VAR          | CUSIP: 3128Q2FY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         748 | PA      | $768.10        | 0.00%             | 2035-08-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 545204 FN 05/36 FLOATING VAR                  | CUSIP: 31385HU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       65423 | PA      | $64677.71      | 0.00%             | 2036-05-01      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                             | BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM1 A1 144A     | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13684848 | PA      | $13751274.46   | 0.13%             | 2064-01-25      | Fixed         | 5.90%                 | 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        |     3323000 | PA      | $3290259.58    | 0.03%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP PARIBAS 144A 01/28 VAR                              | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    11268000 | PA      | $11096846.18   | 0.11%             | 2028-01-20      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                | NATWEST MARKETS PLC SR UNSECURED REGS 05/27 VAR         | CUSIP: G6382G7Q9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    13913000 | PA      | $13961088.89   | 0.13%             | 2027-05-17      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-INV1                                 | JP MORGAN MORTGAGE TRUST JPMMT 2020 INV1 A3 144A        | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      222400 | PA      | $201247.11     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | 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      | $-1997589.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A                    | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A   | CUSIP: ACI1YDTG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     1513113 | PA      | $1750677.26    | 0.02%             | 2031-01-15      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-1437.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-AB2                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 AB2 M3          | CUSIP: 126673QH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       94836 | PA      | $94036.17      | 0.00%             | 2036-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2008-RR1                                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2008 RR1 A1A1 144A  | CUSIP: 173145AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       73784 | PA      | $66076.67      | 0.00%             | 2037-01-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO XIII DAC 13A                                            | ARBOUR CLO ARBR 13A AR 144A                             | CUSIP: ACI38J3K2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     8500000 | PA      | $9795134.80    | 0.09%             | 2038-08-15      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-4                                           | FANNIE MAE FNR 2025 4 FB                                | CUSIP: 3136BUU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8379816 | PA      | $8451295.98    | 0.08%             | 2053-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2 LLC                              | ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A       | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2539045 | PA      | $2542617.91    | 0.02%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                        | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |        1504 | PA      | $14651.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDYMAC ARM TRUST 2001-H2                                          | INDYMAC ARM TRUST INARM 2001 H2 A1                      | CUSIP: 45660UAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         315 | PA      | $309.50        | 0.00%             | 2032-01-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 1G0867 FH 08/35 FLOATING VAR          | CUSIP: 3128NC6C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3006 | PA      | $3079.93       | 0.00%             | 2035-08-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-C                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A      | CUSIP: 78449CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2736042 | PA      | $2781435.73    | 0.03%             | 2050-05-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS                                               | STONEPEAK SALTT 2021 1A AA 144A                         | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2983562 | PA      | $2921710.07    | 0.03%             | 2033-02-28      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR         | CUSIP: 53944YAY9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    21500000 | PA      | $21671024.12   | 0.21%             | 2028-01-05      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                | INTESA SANPAOLO SPA 144A 07/27 3.875                    | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     5200000 | PA      | $5163789.90    | 0.05%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 LTD                                                   | MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A      | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10659409 | PA      | $10666624.60   | 0.10%             | 2036-10-16      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                            | MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 VAR        | CUSIP: 58769JBK2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10001478.00   | 0.10%             | 2028-03-10      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2007-AR2                              | STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1        | CUSIP: 86363DAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      213267 | PA      | $83447.11      | 0.00%             | 2037-03-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL RA1197 FR 08/49 FIXED 4               | CUSIP: 3133KGKJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      107152 | PA      | $102434.68     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | 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        |       10988 | PA      | $10803.39      | 0.00%             | 2035-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                      | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A     | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5557035 | PA      | $5588301.00    | 0.05%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                   | SOCIETE GENERALE 144A 02/27 5.25                        | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1195000 | PA      | $1202630.43    | 0.01%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-2                               | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 2 2A1           | CUSIP: 02660XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      223889 | PA      | $217583.91     | 0.00%             | 2046-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                             | MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR           | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    74868000 | PA      | $74813546.26   | 0.72%             | 2027-10-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                 | RGA GLOBAL FUNDING SR SECURED 144A 11/26 2              | CUSIP: 76209PAA1<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     6247000 | PA      | $6152172.54    | 0.06%             | 2026-11-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL ZT1904 FR 03/49 FIXED 4               | CUSIP: 3132AEDH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      137325 | PA      | $131576.86     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR8                              | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A        | CUSIP: 86359LRW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5875 | PA      | $5033.94       | 0.00%             | 2036-02-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | AUST 3YR BOND FUT JUN26 XSFE 20260615                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        7649 | NC      | $-2146496.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-21444.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FB          | CUSIP: 38376RRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      778088 | PA      | $780890.13     | 0.01%             | 2066-01-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H01                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H01 FB          | CUSIP: 38383KNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25457001 | PA      | $25841396.15   | 0.25%             | 2074-01-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-745884.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | 317UBAJA6 PIMCO SWAPTION 4.25 PUT USD 20261209          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  2544000000 | NC      | $2695113.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY 2026-FL4 ISSUER LLC                        | ACRES PLC ACRES 2026 FL4 A 144A                         | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6600000 | PA      | $6595747.95    | 0.06%             | 2044-08-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN 2004-19                                 | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1         | CUSIP: 863579JG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17176 | PA      | $16044.76      | 0.00%             | 2035-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                  | NATWEST GROUP PLC SR UNSECURED 03/28 VAR                | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    15459000 | PA      | $15613912.17   | 0.15%             | 2028-03-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 370687 FN 01/27 FLOATING VAR                  | CUSIP: 31376ZXQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         128 | PA      | $127.48        | 0.00%             | 2027-01-01      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-95                                          | FANNIE MAE FNR 2024 95 KF                               | CUSIP: 3136BTS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13651154 | PA      | $13737163.98   | 0.13%             | 2054-12-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                      | UNICREDIT SPA 144A 06/27 VAR                            | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1640000 | PA      | $1632466.15    | 0.02%             | 2027-06-03      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2005-A2                                   | JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 2A1              | CUSIP: 466247NM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      494799 | PA      | $415076.69     | 0.00%             | 2035-04-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                              | CROWN CASTLE                                            | CUSIP: 22823QDE8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    39000000 | PA      | $38936254.50   | 0.37%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                         | CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67             | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14593000 | PA      | $14425519.35   | 0.14%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FIRSTMAC MORTGAGE FUNDING TRUST NO. 4 SERIES 2021-2                | FIRSTMAC MORTGAGE FUNDING TRUS FMACB 2021 2 A1 REGS     | CUSIP: ACI1XHY51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    10034584 | PA      | $6894307.48    | 0.07%             | 2052-09-24      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ENEL AMERICAS SA (AKA: ENERSIS SA)                                 | ENEL AMERICAS SA SR UNSECURED 10/26 4                   | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |     1239000 | PA      | $1236832.00    | 0.01%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                        | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                 | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |    48599198 | PA      | $477001124.08  | 4.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFONICA EMISIONES SA                                            | TELEFONICA EMISIONES SAU COMPANY GUAR 03/27 4.103       | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    41151000 | PA      | $40988362.61   | 0.39%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $450472.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 07/26 0.00000                             | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1894000000 | PA      | $1876587302.66 | 18.06%            | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2007-3                               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1         | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      229068 | PA      | $207949.71     | 0.00%             | 2047-05-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                | SOUTHWESTERN ELEC POWER SR UNSECURED 10/26 2.75         | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     9378000 | PA      | $9304739.25    | 0.09%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                               | JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR              | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14194000 | PA      | $14254429.11   | 0.14%             | 2028-01-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                            | FREDDIE MAC FHR 5508 QF                                 | CUSIP: 3137HJVX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19061273 | PA      | $19182376.81   | 0.18%             | 2055-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS CLP 4.71000 01/14/26-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $97492.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                 | BMW US CAPITAL LLC COMPANY GUAR 144A 08/26 VAR          | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    30342000 | PA      | $30373404.88   | 0.29%             | 2026-08-13      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                   | DEUTSCHE BANK NY 11/27 VAR                              | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    18891000 | PA      | $18943507.91   | 0.18%             | 2027-11-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-3                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 3 A29 144A     | CUSIP: 17332RCX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6545649 | PA      | $6584099.24    | 0.06%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A    | CUSIP: 78449DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16418538 | PA      | $16360184.89   | 0.16%             | 2054-09-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| TRITON BOND TRUST 2021-2 IN RESPECT OF SERIES 1                    | TRITON TRUST TRTN 2021 2 A1AU                           | CUSIP: ACI1ZJH47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     6654450 | PA      | $4589203.63    | 0.04%             | 2053-02-09      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                 | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/26 VAR    | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     3255000 | PA      | $3263456.78    | 0.03%             | 2026-09-14      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-SJ2                                 | TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A        | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6288053 | PA      | $6154614.96    | 0.06%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $36.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $146.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 01/27 VAR     | CUSIP: 44891CCW1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      500000 | PA      | $503456.32     | 0.00%             | 2027-01-08      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2025-C                                | NAVIENT REFINANCE LOAN TRUST NAVRL 2025 C A 144A        | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19962833 | PA      | $19877956.81   | 0.19%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO XI DAC 11A                                        | INVESCO EURO CLO XI DAC INVSC 11A A1R 144A              | CUSIP: ACI318SX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    12200000 | PA      | $14093058.52   | 0.14%             | 2036-10-22      | Floating      | 3.29%                 | 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        |      468545 | PA      | $426987.93     | 0.00%             | 2037-02-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2005-4                                      | SEQUOIA MORTGAGE TRUST SEMT 2005 4 2A1                  | CUSIP: 81744FJG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7158 | PA      | $7289.61       | 0.00%             | 2035-04-20      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $779048.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                 | BMW US CAPITAL LLC COMPANY GUAR 144A 08/27 VAR          | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      500000 | PA      | $500099.13     | 0.00%             | 2027-08-11      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTO-2006-RM4                            | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A        | CUSIP: 59023QAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2928 | PA      | $570.34        | 0.00%             | 2037-09-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                 | ENERGY TRANSFER LP SR UNSECURED 06/27 5.5               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2726000 | PA      | $2751831.55    | 0.03%             | 2027-06-01      | Fixed         | 5.50%                 | 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      | $-21203.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LANEBROOK MORTGAGE TRANSACTION 2024-1 PLC 24-1                     | LANEBROOK MORTGAGE TRANSACTION LNBRK 2024 1 A REGS      | CUSIP: ACI2NZVX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     8912546 | PA      | $11794641.32   | 0.11%             | 2061-03-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR5                              | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1         | CUSIP: 86359LPD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13827 | PA      | $12994.88      | 0.00%             | 2035-07-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                 | AMERICAN HONDA FINANCE SR UNSECURED 05/26 VAR           | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2245000.92    | 0.02%             | 2026-05-21      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FK          | CUSIP: 38376RRL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1905647 | PA      | $1917677.38    | 0.02%             | 2066-03-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-129253.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-100                                         | FANNIE MAE FNR 2024 100 FA                              | CUSIP: 3136BUFY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6099739 | PA      | $6136014.19    | 0.06%             | 2054-06-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   184000000 | PA      | $184423424.48  | 1.78%             | 2056-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                   | ABN AMRO BANK NV REGS 12/28 VAR                         | CUSIP: 00084EAJ7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1250000 | PA      | $1255191.53    | 0.01%             | 2028-12-03      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5484                                            | FREDDIE MAC FHR 5484 FA                                 | CUSIP: 3137HHKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16747299 | PA      | $16889989.10   | 0.16%             | 2054-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $158437.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                 | ORACLE CORP SR UNSECURED 07/26 2.65                     | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    14053000 | PA      | $13977765.58   | 0.13%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                        | SWEDBANK AB REGS 09/27 5.337                            | CUSIP: ACI286S09<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    19598000 | PA      | $19876957.34   | 0.19%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-25006.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                        | FED CAISSES DESJARDINS SR UNSECURED 144A 01/27 VAR      | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    24350000 | PA      | $24378742.01   | 0.23%             | 2027-01-27      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2004-HE2                                       | ACE SECURITIES CORP. ACE 2004 HE2 M1                    | CUSIP: 004421GT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1196349 | PA      | $1184336.38    | 0.01%             | 2034-10-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL ZM6683 FR 05/48 FIXED 4               | CUSIP: 3131Y1M80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60442 | PA      | $57920.04      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1B3      | CUSIP: 92922F4S4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      293837 | PA      | $285501.99     | 0.00%             | 2045-10-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)    | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     2831000 | PA      | $2822917.52    | 0.03%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS CLP 4.67600 01/09/26-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $91803.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM8           | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM8 A1 144A   | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6993216 | PA      | $6983954.82    | 0.07%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| POST CLO 2021-1 LTD                                                | POST CLO LTD POST 2021 1A AR 144A                       | CUSIP: 73742FAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8150000 | PA      | $8158278.85    | 0.08%             | 2034-10-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 008894 G2 06/26 FLOATING VAR               | CUSIP: 36202K3B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           5 | PA      | $4.69          | 0.00%             | 2026-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD                                                    | PFP III PFP 2024 11 A 144A                              | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     3920144 | PA      | $3928699.92    | 0.04%             | 2039-09-17      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-8                                    | BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1               | CUSIP: 07387QAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      118677 | PA      | $113122.13     | 0.00%             | 2034-02-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-C                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A      | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3842827 | PA      | $3921724.23    | 0.04%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR2                                | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1         | CUSIP: 39538RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35522 | PA      | $28376.05      | 0.00%             | 2045-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FAIR OAKS LOAN FUNDING V DAC 5A                                    | FAIR OAKS LOAN FUNDING FOAKS 5A AR 144A                 | CUSIP: ACI384R29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     6200000 | PA      | $7162244.64    | 0.07%             | 2036-10-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2007-7                                           | FANNIE MAE FNR 2007 7 FJ                                | CUSIP: 31396PSN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      179730 | PA      | $177305.74     | 0.00%             | 2037-02-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-D                                  | CPS AUTO TRUST CPS 2024 D A 144A                        | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      407148 | PA      | $407252.96     | 0.00%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SRC SUKUK LIMITED                                                  | SRC SUKU LTD GOVT GUARANT REGS 02/28 5                  | CUSIP: ACI2V27J4<br>LEI: 254900F2OG3526JLAV10 | Long             | DBT              | CORP              | KY        |      500000 | PA      | $500820.06     | 0.00%             | 2028-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                                 | COCA COLA EUROPACIFIC SR UNSECURED 144A 01/27 1.5       | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |     4060000 | PA      | $3969022.59    | 0.04%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2001-4                                  | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2A1         | CUSIP: 542514BQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16184 | PA      | $16227.08      | 0.00%             | 2032-03-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-4                                    | ANGEL OAK MORTGAGE TRUST AOMT 2025 4 A1 144A            | CUSIP: 034935AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15092801 | PA      | $15215849.32   | 0.15%             | 2070-04-25      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| OBX TRUST 2018-1                                                   | ONSLOW BAY FINANCIAL LLC OBX 2018 1 A2 144A             | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      387441 | PA      | $383478.53     | 0.00%             | 2057-06-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-OPT3                                 | HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 M1        | CUSIP: 40430HFN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1207950 | PA      | $1186139.54    | 0.01%             | 2036-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| LUMINENT MORTGAGE TRUST 2006-7                                     | LUMINENT MORTGAGE TRUST LUM 2006 7 1A1                  | CUSIP: 55028BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       26877 | PA      | $26484.01      | 0.00%             | 2036-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $409387.12     | 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      | $-399910.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5564                                            | FREDDIE MAC FHR 5564 PF                                 | CUSIP: 3137HMDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1062470 | PA      | $1073642.34    | 0.01%             | 2055-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5544                                            | FREDDIE MAC FHR 5544 F                                  | CUSIP: 3137HLNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30188195 | PA      | $30446261.93   | 0.29%             | 2055-06-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                | CONSTELLATION ENERGY                                    | CUSIP: 21038QDQ4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    17100000 | PA      | $17049337.83   | 0.16%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $989.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTG SEC 2002-G                                     | BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A3         | CUSIP: 06050HKR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1283 | PA      | $1260.66       | 0.00%             | 2032-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-103                                         | FANNIE MAE FNR 2024 103 FC                              | CUSIP: 3136BUQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36075986 | PA      | $36359139.68   | 0.35%             | 2055-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUST RT MTGE TR 2000-                               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1          | CUSIP: 07384MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8935 | PA      | $8919.28       | 0.00%             | 2030-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-C                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A      | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1657690 | PA      | $1657009.83    | 0.02%             | 2052-06-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                               | GENERAL MOTORS FINL CO SR UNSECURED 07/27 VAR           | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7308905.64    | 0.07%             | 2027-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                               | GENERAL MOTORS FINL CO SR UNSECURED 04/26 5.4           | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    14880000 | PA      | $14881451.40   | 0.14%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3013                                                   | FREDDIE MAC FHR 3013 HZ                                 | CUSIP: 31395XRF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      317374 | PA      | $321380.12     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H24                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F           | CUSIP: 38376RJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1350242 | PA      | $1355540.40    | 0.01%             | 2066-11-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP PARIBAS REGS 06/27 VAR                              | CUSIP: 09659X2Q4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2400000 | PA      | $2382261.96    | 0.02%             | 2027-06-30      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXII LTD                                              | SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A                | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4102734 | PA      | $4106352.51    | 0.04%             | 2033-04-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| JDE PEETS NV                                                       | JDE PEET S NV COMPANY GUAR 144A 01/27 1.375             | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    20388000 | PA      | $19887598.15   | 0.19%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                               | GCAT GCAT 2021 NQM3 A1 144A                             | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9617995 | PA      | $8483967.55    | 0.08%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-AGLN                    | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AGLN A 144A    | CUSIP: 94990HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7100000 | PA      | $7093744.90    | 0.07%             | 2037-07-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| RAAC SERIES 2006-RP4                                               | RAAC SERIES RAAC 2006 RP4 M1 144A                       | CUSIP: 74919TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      914865 | PA      | $915975.60     | 0.01%             | 2046-01-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                              | VICI PROPERTIES / NOTE COMPANY GUAR REGS 09/26 4.5      | CUSIP: U9T83JAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      143000 | PA      | $142851.81     | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                          | CANADIAN IMPERIAL BANK SR UNSECURED 10/26 VAR           | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    16400000 | PA      | $16452241.87   | 0.16%             | 2026-10-02      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR11                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 2A        | CUSIP: 93363TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132870 | PA      | $126612.88     | 0.00%             | 2046-09-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY          | SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 10/26 1.9    | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     4309000 | PA      | $4249185.52    | 0.04%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR          | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7549000 | PA      | $7552023.75    | 0.07%             | 2027-09-10      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/27 VAR     | CUSIP: 44891CDY6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4014291.00    | 0.04%             | 2027-06-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS  STRUC PROD INC 2007-R6                               | BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1         | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1313687 | PA      | $940094.94     | 0.01%             | 2036-01-26      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDUC FINANCING AUTH 2008-1                           | MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1           | CUSIP: 57563NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      127613 | PA      | $127609.62     | 0.00%             | 2038-04-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                          | FANNIE MAE FNR 2025 16 FA                               | CUSIP: 3136BU5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18035881 | PA      | $18177094.45   | 0.17%             | 2055-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS CLP 4.59000 01/09/26-4Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $94561.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H01                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H01 FC          | CUSIP: 38376RN85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      371384 | PA      | $373804.09     | 0.00%             | 2066-12-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 240                                             | FREDDIEMAC STRIP FHS 240 F31                            | CUSIP: 3128HVSA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       82026 | PA      | $81472.36      | 0.00%             | 2036-07-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8                 | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1         | CUSIP: 07384MZV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42321 | PA      | $41092.49      | 0.00%             | 2034-01-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A      | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8822142 | PA      | $8910576.53    | 0.09%             | 2055-02-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A    | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4495532 | PA      | $4252271.50    | 0.04%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                      | ENEL FINANCE INTL NV COMPANY GUAR 144A 04/28 3.5        | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     4400000 | PA      | $4315812.69    | 0.04%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                            | BLACK HILLS CORP SR UNSECURED 01/27 3.15                | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    14252000 | PA      | $14140696.30   | 0.14%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2020-1 LTD                                              | CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A           | CUSIP: 13876LAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4200000 | PA      | $4204391.86    | 0.04%             | 2034-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-7                                      | GSAA HOME EQUITY TRUST GSAA 2007 7 A4                   | CUSIP: 36249BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       79337 | PA      | $77948.83      | 0.00%             | 2037-07-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR             | CUSIP: 06051GJV2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      915000 | PA      | $916154.80     | 0.01%             | 2027-07-22      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A    | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1133062 | PA      | $1103883.33    | 0.01%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 21 LTD                                       | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A        | CUSIP: 03331KAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    17500000 | PA      | $17507107.28   | 0.17%             | 2034-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                            | GA GLOBAL FUNDING TRUST SECURED 144A 09/27 4.4          | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    48405000 | PA      | $48113533.65   | 0.46%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR6                              | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1        | CUSIP: 86360UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      720976 | PA      | $514002.39     | 0.00%             | 2046-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MTG LN 2004-1                           | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A1          | CUSIP: 86359BGF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         596 | PA      | $580.26        | 0.00%             | 2034-02-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 530683 FN 07/29 FLOATING VAR                  | CUSIP: 31384QRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4465 | PA      | $4493.87       | 0.00%             | 2029-07-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4948                                            | FREDDIE MAC FHR 4948 E                                  | CUSIP: 3137FQZF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3861782 | PA      | $3536313.47    | 0.03%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                       | BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7     | CUSIP: ACI13NCW6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 13210000000 | PA      | $13972142.81   | 0.13%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 3 MONTH SOFR FUT  DEC27 XCME 20280314                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        3539 | NC      | $-1350705.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                               | JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR              | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    25916000 | PA      | $26001183.04   | 0.25%             | 2028-04-22      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                            | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 VAR    | CUSIP: 928668CT7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    27600000 | PA      | $27658392.49   | 0.27%             | 2027-03-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2022-1 LTD                                      | ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A           | CUSIP: 77340JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     8300000 | PA      | $8304150.00    | 0.08%             | 2035-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 545010 FN 05/36 FLOATING VAR                  | CUSIP: 31385HN32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1681 | PA      | $1662.12       | 0.00%             | 2036-05-01      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                | CONSTELLATION ENERGY 04/26 ZCP                          | CUSIP: 21038QD68<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    19600000 | PA      | $19585733.16   | 0.19%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2007-WMC1                                | MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2         | CUSIP: 55275TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      241336 | PA      | $66491.89      | 0.00%             | 2037-01-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                           | COREBRIDGE FINANCIAL INC SR UNSECURED 04/27 3.65        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1328193.05    | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                              | STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/28 VAR    | CUSIP: 85855FAC7<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |     2798000 | PA      | $2804501.32    | 0.03%             | 2028-09-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2017-2                               | ECMC GROUP STUDENT LOAN TRUST ECMC 2017 2A A 144A       | CUSIP: 26828VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      792931 | PA      | $794724.94     | 0.01%             | 2067-05-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-34                                                 | FANNIE MAE FNR 2002 34 FE                               | CUSIP: 31392CQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3451 | PA      | $3449.17       | 0.00%             | 2032-05-18      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2017-4A                                           | CIFC FUNDING LTD CIFC 2017 4A A1R 144A                  | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      370991 | PA      | $371359.09     | 0.00%             | 2030-10-24      | Floating      | 4.88%                 | 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        |      851113 | PA      | $768932.97     | 0.01%             | 2046-12-20      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY MASTER FUNDING 2016-R1                                    | FIRSTKEY MASTER FUNDING RESECU FKMF 2016 R1 AD 144A     | CUSIP: 33767FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1234619 | PA      | $1169427.21    | 0.01%             | 2036-05-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | GOLDMAN SACHS GROUP INC SR UNSECURED 01/29 VAR          | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    18900000 | PA      | $18881847.31   | 0.18%             | 2029-01-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXI DAC 21A                                            | HARVEST CLO HARVT 21A A1R 144A                          | CUSIP: ACI1WSV44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     3208206 | PA      | $3712060.48    | 0.04%             | 2031-07-15      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                               | KEURIG DR PEPPER INC COMPANY GUAR 09/26 2.55            | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3815379.99    | 0.04%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORPORATION                                             | MITSUBISHI CORP SR UNSECURED 144A 09/28 VAR             | CUSIP: 606769AQ0<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    10300000 | PA      | $10303344.93   | 0.10%             | 2028-09-09      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H23                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 JF          | CUSIP: 38383KFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8755232 | PA      | $8890807.33    | 0.09%             | 2073-09-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5573                                            | FREDDIE MAC FHR 5573 FB                                 | CUSIP: 3137HMSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3143711 | PA      | $3161200.90    | 0.03%             | 2055-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A                 | GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A     | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7497065 | PA      | $7504978.45    | 0.07%             | 2031-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR1                              | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2        | CUSIP: 86359LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       39070 | PA      | $37568.29      | 0.00%             | 2034-03-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                          | CANADIAN IMPERIAL BANK SR UNSECURED 09/28 VAR           | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    52400000 | PA      | $52418782.78   | 0.50%             | 2028-09-08      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 821365 FN 05/35 FLOATING VAR                  | CUSIP: 31406VQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5644 | PA      | $5769.49       | 0.00%             | 2035-05-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| PRKCM 2025-AFC1 TRUST                                              | PRKCM TRUST PRKCM 2025 AFC1 A1 144A                     | CUSIP: 69392YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8804844 | PA      | $8787201.12    | 0.08%             | 2060-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                   | PROJECT CASHMERE CLASS A1 144A                          | CUSIP: 990ABJRT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    75300000 | PA      | $51953248.98   | 0.50%             | 2057-12-30      | Floating      | 4.54%                 | No            |                  3 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2008-2                                      | SLM STUDENT LOAN TRUST SLMA 2008 2 A3                   | CUSIP: 784442AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       18669 | PA      | $18668.95      | 0.00%             | 2049-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                 | AMERICAN HONDA FINANCE SR UNSECURED 10/27 VAR           | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1120386.38    | 0.01%             | 2027-10-22      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2008-20C                           | SMALL BUSINESS ADMINISTRATION SBAP 2008 20C 1           | CUSIP: 83162CRR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        3798 | PA      | $3834.53       | 0.00%             | 2028-03-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NSLT-2021-DA                                                       | NELNET STUDENT LOAN TRUST NSLT 2021 DA AFL 144A         | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7614440 | PA      | $7588076.21    | 0.07%             | 2062-04-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FUNDING LLC 2022-4                                | ENTERPRISE FLEET FINANCING LLC EFF 2022 4 A2 144A       | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      909225 | PA      | $910328.74     | 0.01%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY MORTGAGE LOAN TRUST 2021-INV2                           | ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A11 144A         | CUSIP: 67114KAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5091234 | PA      | $4767030.06    | 0.05%             | 2051-10-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES1                                      | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A     | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3997155 | PA      | $4016666.79    | 0.04%             | 2044-02-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES INC                             | HARLEY DAVIDSON FINL SER COMPANY GUAR REGS 02/27 3.05   | CUSIP: U24652AU0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1409568.93    | 0.01%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                        | NATIONWIDE BLDG SOCIETY REGS 02/28 VAR                  | CUSIP: 63861WAG0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $702773.63     | 0.01%             | 2028-02-16      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                          | EXPAND ENERGY CORP COMPANY GUAR 144A 04/29 6.75         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2584000 | PA      | $2585860.89    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GPMT LTD 2021-FL4                                                  | GPMT LTD. GPMT 2021 FL4 A 144A                          | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7586639 | PA      | $7576980.48    | 0.07%             | 2036-12-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-4                                  | VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A         | CUSIP: 92540GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4832210 | PA      | $4874780.48    | 0.05%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2004-1                                     | HOME EQUITY ASSET TRUST HEAT 2004 1 M1                  | CUSIP: 437084AV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      753790 | PA      | $754179.93     | 0.01%             | 2034-06-25      | Floating      | 4.74%                 | 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        |     6130270 | PA      | $6109947.83    | 0.06%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                       | ILLUMINA INC SR UNSECURED 09/26 4.65                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    17200000 | PA      | $17204112.35   | 0.17%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1665428.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                               | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5             | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    14111000 | PA      | $14065105.38   | 0.14%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125       | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3455734.35    | 0.03%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR 2004-8                                         | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2        | CUSIP: 07384MZ96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       62334 | PA      | $59797.83      | 0.00%             | 2034-11-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                          | FANNIE MAE FNR 2025 16 FM                               | CUSIP: 3136BU5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      573052 | PA      | $577071.15     | 0.01%             | 2055-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIX LTD                                              | SYMPHONY CLO LTD SYMP 2021 29A AR 144A                  | CUSIP: 87168GAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5450000 | PA      | $5443187.88    | 0.05%             | 2035-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2018-BGS                             | COMMONBOND STUDENT LOAN TRUST CBSLT 2018 BGS A1 144A    | CUSIP: 20268MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      536725 | PA      | $515982.82     | 0.00%             | 2045-09-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES2                                | TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A       | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      834572 | PA      | $838580.97     | 0.01%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 3MO EURO EURIBOR  DEC26 IFLL 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        3621 | NC      | $-2090902.97   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                              | WELLS FARGO + COMPANY SR UNSECURED REGS 05/27 1.5       | CUSIP: ACI0V7KT0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7526000 | PA      | $8554672.42    | 0.08%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                        | NATIONWIDE BLDG SOCIETY 144A 02/28 VAR                  | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     9220000 | PA      | $9256532.68    | 0.09%             | 2028-02-16      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| PENTA CLO 9 DAC                                                    | PENTA CLO S.A. PENTA 2021 9A A 144A                     | CUSIP: ACI1Y3GV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     9900000 | PA      | $11413603.86   | 0.11%             | 2036-07-25      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                          | STELLANTIS FIN US INC COMPANY GUAR REGS 01/27 1.711     | CUSIP: U85861AA7<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    11150000 | PA      | $10876867.26   | 0.10%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORP LOAN TRUST 2004-AR2                             | GMAC MORTGAGE CORPORATION LOAN GMACM 2004 AR2 5A1       | CUSIP: 36185N3V0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      161448 | PA      | $151326.88     | 0.00%             | 2034-08-19      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES3                                      | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A     | CUSIP: 749420AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5571169 | PA      | $5606316.72    | 0.05%             | 2055-03-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | STANDARD CHARTERED PLC SR UNSECURED REGS 05/28 VAR      | CUSIP: G84228GG7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     3200000 | PA      | $3238250.98    | 0.03%             | 2028-05-14      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                        | ROYAL CARIBBEAN CRUISES SR UNSECURED 10/27 7.5          | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1189000 | PA      | $1239911.45    | 0.01%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2013-2                                      | SLM STUDENT LOAN TRUST SLMA 2013 2 A                    | CUSIP: 78446CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5300125 | PA      | $5189408.11    | 0.05%             | 2043-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A      | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13845211 | PA      | $13837690.00   | 0.13%             | 2053-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020-1                                   | TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A           | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7108133 | PA      | $6870405.91    | 0.07%             | 2060-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 846937 FN 01/36 FLOATING VAR                  | CUSIP: 31408B4W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3725 | PA      | $3795.01       | 0.00%             | 2036-01-01      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85    | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    42896000 | PA      | $42181753.29   | 0.41%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-1                                 | ALLY AUTO RECEIVABLES TRUST ALLYA 2024 1 A3             | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1260797 | PA      | $1266355.09    | 0.01%             | 2028-12-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                               | FRONTIER COMMUNICATIONS SR SECURED 144A 05/28 5         | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14700000 | PA      | $14705634.51   | 0.14%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 735084 FN 02/34 FLOATING VAR                  | CUSIP: 31402QUH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4333 | PA      | $4431.83       | 0.00%             | 2034-02-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-81                                                 | FANNIE MAE FNR 2006 81 FA                               | CUSIP: 31396KM33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12602 | PA      | $12502.96      | 0.00%             | 2036-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST          | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    70862000 | PA      | $70092754.72   | 0.67%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-HE4                                       | ACE SECURITIES CORP. ACE 2006 HE4 A2A                   | CUSIP: 00442BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7386 | PA      | $2845.45       | 0.00%             | 2036-10-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR19                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1      | CUSIP: 92925CBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       28469 | PA      | $28790.13      | 0.00%             | 2045-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                         | SANTANDER HOLDINGS USA SR UNSECURED 01/28 VAR           | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    11937000 | PA      | $11736004.44   | 0.11%             | 2028-01-06      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12   | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A   | CUSIP: 46651QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4189872 | PA      | $4183078.95    | 0.04%             | 2031-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                           | BAXTER INTERNATIONAL INC SR UNSECURED 02/27 1.915       | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     4756000 | PA      | $4644654.00    | 0.04%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                   | SOCIETE GENERALE 144A 02/27 VAR                         | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2530000 | PA      | $2539163.00    | 0.02%             | 2027-02-19      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2395                                                   | FREDDIE MAC FHR 2395 FT                                 | CUSIP: 31339LMA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         415 | PA      | $414.92        | 0.00%             | 2031-12-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H22                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H22 F           | CUSIP: 38384LA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2635439 | PA      | $2657396.91    | 0.03%             | 2075-10-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                   | GATX CORP SR UNSECURED 03/27 5.4                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    10640000 | PA      | $10720230.60   | 0.10%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                 | AMERICAN TOWER CORP SR UNSECURED 03/27 3.65             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1659000 | PA      | $1647468.77    | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 535550 FN 08/29 FLOATING VAR                  | CUSIP: 31384V5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7865 | PA      | $7876.69       | 0.00%             | 2029-08-01      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                          | STELLANTIS FIN US INC COMPANY GUAR 144A 01/27 1.711     | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    35261000 | PA      | $34397239.14   | 0.33%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                               | GCAT GCAT 2021 NQM3 A2 144A                             | CUSIP: 36167HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      965886 | PA      | $856591.21     | 0.01%             | 2066-05-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-HE4                                               | GSAMP TRUST GSAMP 2006 HE4 A2D                          | CUSIP: 362439AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1948794 | PA      | $1914053.94    | 0.02%             | 2036-06-25      | Floating      | 4.31%                 | 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        |      569249 | PA      | $564434.60     | 0.01%             | 2036-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 317UADSA1 PIMCO SWAPTION 3.65 PUT USD 20260909          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   181500000 | NC      | $492718.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                | GLOBAL PAYMENTS INC SR UNSECURED 01/27 2.15             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    17391000 | PA      | $17079412.41   | 0.16%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080379 G2 02/30 FLOATING VAR               | CUSIP: 36225CM52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10789 | PA      | $10819.97      | 0.00%             | 2030-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ7                       | GS MORTGAGE BACKED SECURITIES GSMBS 2024 PJ7 A25 144A   | CUSIP: 362949BR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14003729 | PA      | $14040858.02   | 0.14%             | 2054-11-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| LUMINENT MORTGAGE TRUST 2006-7                                     | LUMINENT MORTGAGE TRUST LUM 2006 7 2A1                  | CUSIP: 55028BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      266259 | PA      | $238761.65     | 0.00%             | 2036-12-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2477                                                   | FREDDIE MAC FHR 2477 FZ                                 | CUSIP: 31392PU94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22809 | PA      | $22827.21      | 0.00%             | 2031-06-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS 2003-A1                           | MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A1 3A          | CUSIP: 589929F37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         686 | PA      | $677.32        | 0.00%             | 2032-12-25      | Floating      | 5.55%                 | 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        |    22300000 | PA      | $22040162.85   | 0.21%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2020-2 LTD                                          | CARLYLE GLOBAL MARKET STRATEGI CGMS 2020 2A A1R2 144A   | CUSIP: 14315GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3550000 | PA      | $3542936.60    | 0.03%             | 2035-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $107921.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-142896.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-6                               | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A1           | CUSIP: 126673AW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2507951 | PA      | $2461141.80    | 0.02%             | 2034-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                          | COREBRIDGE GLOB FUNDING SECURED 144A 01/28 VAR          | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    33500000 | PA      | $33485407.74   | 0.32%             | 2028-01-07      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-4                                  | VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A         | CUSIP: 92539TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3125247 | PA      | $3120083.44    | 0.03%             | 2068-05-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                            | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95   | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3816257.50    | 0.04%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | STANDARD CHARTERED PLC SR UNSECURED 144A 05/28 VAR      | CUSIP: 853254DD9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    14600000 | PA      | $14674823.39   | 0.14%             | 2028-05-14      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                 | BANCO SANTANDER SA 07/28 VAR                            | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    32800000 | PA      | $32940705.77   | 0.32%             | 2028-07-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA                  | NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A         | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6284702 | PA      | $5891943.63    | 0.06%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-E                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A      | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2635049 | PA      | $2657145.19    | 0.03%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1076000 | PA      | $1073074.22    | 0.01%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR US CLO I LTD 2021-1A                                  | CAPITAL FOUR US CLO C4US 2021 1A AR 144A                | CUSIP: 14016TAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    21700000 | PA      | $21667451.52   | 0.21%             | 2035-01-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3807                                                   | FREDDIE MAC FHR 3807 FM                                 | CUSIP: 3137A6NJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      431161 | PA      | $429070.34     | 0.00%             | 2041-02-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 5.125       | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    26344000 | PA      | $26403359.88   | 0.25%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU           | CUSIP: 38382CP47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1491651 | PA      | $1323996.05    | 0.01%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MTG LN 2004-1                           | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2          | CUSIP: 86359BGG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7750 | PA      | $7532.05       | 0.00%             | 2034-02-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $1187138.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CITIGROUP REVERSE REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -437975415 | PA      | $-438021766.98 | -4.22%            |  |  |  | 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        |       65223 | PA      | $57906.11      | 0.00%             | 2035-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE SA 144A 10/27 VAR                                  | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     2270000 | PA      | $2295439.89    | 0.02%             | 2027-10-19      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES3                                | TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A        | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4271826 | PA      | $4309463.39    | 0.04%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | DEUTSCHE BANK REPO REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     6400000 | PA      | $6400000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                            | FREDDIE MAC FHR 5517 FP                                 | CUSIP: 3137HKNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2369086 | PA      | $2385510.06    | 0.02%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-410008.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5538                                            | FREDDIE MAC FHR 5538 AF                                 | CUSIP: 3137HKXR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1000493 | PA      | $1007751.61    | 0.01%             | 2055-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                          | MITSUBISHI UFJ FIN GRP SR UNSECURED 09/31 VAR           | CUSIP: 606822DM3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1004672.89    | 0.01%             | 2031-09-12      | Floating      | 4.78%                 | 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      | $18406.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                          | FELLS POINT FUNDING TR SR UNSECURED 144A 01/27 3.046    | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13900000 | PA      | $13746262.94   | 0.13%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                            | MERCEDES BENZ FIN NA COMPANY GUAR REGS 03/28 VAR        | CUSIP: U5876JBF1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    15400000 | PA      | $15459435.53   | 0.15%             | 2028-03-31      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 317UADDA7 PIMCO SWAPTION 3.65 PUT USD 20260909          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   956800000 | NC      | $2597424.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC HOME EQTY LN 2006-HE5                             | ASSET BACKED SECURITIES CORP H ABSHE 2006 HE5 A5        | CUSIP: 04544PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      143056 | PA      | $142323.51     | 0.00%             | 2036-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                             | SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6           | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8508355.50    | 0.08%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST          | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/27 6.1         | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    16493000 | PA      | $16676136.29   | 0.16%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-130362.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                           | COOPERAT RABOBANK UA/NY 01/28 VAR                       | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2004033.62    | 0.02%             | 2028-01-21      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                          | STELLANTIS FIN US INC COMPANY GUAR 144A 01/28 5.625     | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     6033000 | PA      | $6096745.58    | 0.06%             | 2028-01-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2026-25                                          | FANNIE MAE FNR 2026 25 FD                               | CUSIP: 3136G5JT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    78400000 | PA      | $78022590.24   | 0.75%             | 2056-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-C                              | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A2A          | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1257547 | PA      | $1258440.66    | 0.01%             | 2027-09-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF5 LLC                                                 | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF5 A1 144A   | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3689474 | PA      | $3651944.50    | 0.04%             | 2055-10-25      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| AVON FINANCE 4A                                                    | AVON FINANCE AVON 4A A 144A                             | CUSIP: ACI2JTXR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    32318110 | PA      | $42810619.30   | 0.41%             | 2049-12-28      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                            | FREDDIE MAC FHR 5508 FC                                 | CUSIP: 3137HJGF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24274945 | PA      | $24492074.84   | 0.24%             | 2055-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| ICG-2021-3A                                                        | ICG US CLO LTD ICG 2021 3A AR 144A                      | CUSIP: 449249AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    17200000 | PA      | $17220981.94   | 0.17%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC SR UNSECURED 05/27 VAR                     | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    23400000 | PA      | $23425793.82   | 0.23%             | 2027-05-09      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A       | CUSIP: 126680AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      828671 | PA      | $774464.79     | 0.01%             | 2047-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                               | ROYAL BANK OF CANADA SR UNSECURED 07/27 VAR             | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     5094000 | PA      | $5104240.62    | 0.05%             | 2027-07-23      | Floating      | 5.07%                 | 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        |    10600000 | PA      | $10586304.27   | 0.10%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTGE PASS-THRU TR 2005-AR3                           | FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1       | CUSIP: 32051GQL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       78864 | PA      | $51877.78      | 0.00%             | 2035-08-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUND CORP 2000-TBC3                             | MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1        | CUSIP: 585525EN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75732 | PA      | $74351.78      | 0.00%             | 2030-12-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2019-4A                                             | PIKES PEAK CLO PIPK 2019 4A ARR 144A                    | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6100000 | PA      | $6108167.23    | 0.06%             | 2034-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-187376.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERTS 2004-OPT5                               | ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1        | CUSIP: 04542BJY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      171295 | PA      | $172208.56     | 0.00%             | 2034-06-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 2 DAC 2A                                         | TORO EUROPEAN CLO TCLO 2A ARRE 144A                     | CUSIP: ACI37WPZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    10700000 | PA      | $12365190.62   | 0.12%             | 2034-07-25      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM16 TRUST                                               | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM16 A1 144A         | CUSIP: 67120GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6780925 | PA      | $6809578.60    | 0.07%             | 2064-10-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                      | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/26 3.4    | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1024000 | PA      | $1016781.49    | 0.01%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2018-2A                                             | PIKES PEAK CLO PIPK 2018 2A ARR 144A                    | CUSIP: 72133JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    17300000 | PA      | $17323869.85   | 0.17%             | 2034-10-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 2A3        | CUSIP: 92925VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      178304 | PA      | $166880.87     | 0.00%             | 2037-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 10                                          | SEQUOIA MORTGAGE TRUST SEMT 10 2A1                      | CUSIP: 81743VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1501 | PA      | $1493.65       | 0.00%             | 2027-10-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS  STRUC PROD INC 2007-R6                               | BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1         | CUSIP: 07402FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      996802 | PA      | $773786.30     | 0.01%             | 2046-12-26      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR          | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2695000 | PA      | $2701109.97    | 0.03%             | 2027-10-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERTIFICATES 2007-HY4                                | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1        | CUSIP: 933636AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       91390 | PA      | $83394.97      | 0.00%             | 2037-04-25      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TR 2004-IP2                                  | RESIDENTIAL ASSET SECURITIZATI RAST 2004 IP2 4A         | CUSIP: 45660LAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      566787 | PA      | $538154.41     | 0.01%             | 2034-12-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                       | REPUBLIC OF CHILE SR UNSECURED 01/27 2.75               | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      900000 | PA      | $888255.00     | 0.01%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-OA22                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1       | CUSIP: 23245PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       46317 | PA      | $43161.91      | 0.00%             | 2047-02-25      | Floating      | 4.11%                 | 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        |     4550000 | PA      | $4502555.60    | 0.04%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 905694 FN 12/36 FLOATING VAR                  | CUSIP: 31411EGB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1761 | PA      | $1835.34       | 0.00%             | 2036-12-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5493                                            | FREDDIE MAC FHR 5493 FK                                 | CUSIP: 3137HHWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24073868 | PA      | $24264398.42   | 0.23%             | 2055-01-25      | Floating      | 4.81%                 | 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        |    11446812 | PA      | $11515692.01   | 0.11%             | 2072-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1 TRUST                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 NQM1 A1 144A   | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2429829 | PA      | $2445112.15    | 0.02%             | 2068-12-25      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/28 VAR     | CUSIP: 44891ADN4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5371007.45    | 0.05%             | 2028-01-07      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MFA 2021-RPL1 TRUST                                                | MFRA TRUST MFRA 2021 RPL1 A1 144A                       | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      980760 | PA      | $899771.16     | 0.01%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC4                | BEAR STEARNS ASSET BACKED SECU BSABS 2003 AC4 A         | CUSIP: 07384YKF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3194084 | PA      | $2847306.45    | 0.03%             | 2033-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 781955 FH 05/34 FLOATING VAR          | CUSIP: 31349TE49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4803 | PA      | $4934.12       | 0.00%             | 2034-05-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                               | ROYAL BANK OF CANADA SR UNSECURED 03/28 VAR             | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    52267000 | PA      | $52330564.51   | 0.50%             | 2028-03-27      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                | SUMITOMO MITSUI FINL GRP SR UNSECURED 07/26 VAR         | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     2495000 | PA      | $2500548.90    | 0.02%             | 2026-07-13      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                 | F+G GLOBAL FUNDING SECURED 144A 06/27 5.875             | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    10357000 | PA      | $10481476.23   | 0.10%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT SERIES 2026-CES1                       | WOODWARD CAPITAL MANAGEMENT RCKT 2026 CES1 A1A 144A     | CUSIP: 74939BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4290332 | PA      | $4260979.31    | 0.04%             | 2056-01-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1        | CUSIP: 92925VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160393 | PA      | $144398.11     | 0.00%             | 2037-02-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2009-66                                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2009 66 UF           | CUSIP: 38376FRF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77913 | PA      | $78474.76      | 0.00%             | 2039-08-16      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-6                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A        | CUSIP: 41161UAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4092 | PA      | $3903.68       | 0.00%             | 2036-08-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $5.69          | 0.00%             |  |  |  | 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        |       10920 | PA      | $10886.68      | 0.00%             | 2037-08-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A      | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4080753 | PA      | $4121307.69    | 0.04%             | 2056-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                      | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     9200000 | PA      | $9252929.44    | 0.09%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-A                                | BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1          | CUSIP: 058927AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      143561 | PA      | $138054.15     | 0.00%             | 2036-02-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FE          | CUSIP: 38376R6F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1076429 | PA      | $1092158.90    | 0.01%             | 2067-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-INV2                               | VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A      | CUSIP: 92540BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2243824 | PA      | $2247444.78    | 0.02%             | 2068-08-25      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $414881.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H24                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H24 FA          | CUSIP: 38383KGP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12928519 | PA      | $13150911.21   | 0.13%             | 2073-10-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ARES LXV CLO LTD                                                   | ARES CLO LTD ARES 2022 65A A1R 144A                     | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4300000 | PA      | $4301196.60    | 0.04%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-4550.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                          | CANADIAN IMPERIAL BANK SR UNSECURED 06/27 VAR           | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1450000 | PA      | $1457780.40    | 0.01%             | 2027-06-28      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC SR UNSECURED 11/28 VAR                | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3103000 | PA      | $3113097.19    | 0.03%             | 2028-11-19      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HY4                                    | COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1                | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43994 | PA      | $40009.19      | 0.00%             | 2047-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESID 2005-BC2                            | SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3         | CUSIP: 84751PFW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99724 | PA      | $99577.72      | 0.00%             | 2035-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-7T2                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A9        | CUSIP: 02147BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99605 | PA      | $39008.07      | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                       | BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8         | CUSIP: ACI2QBM79<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  7075000000 | PA      | $7778482.28    | 0.07%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-18201.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRALEE CLO V LTD 2018-5A                                           | TRALEE CLO LTD TRAL 2018 5A A1RR 144A                   | CUSIP: 89300JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4300000 | PA      | $4293550.22    | 0.04%             | 2034-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $1026126.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                             | MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR           | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    19200000 | PA      | $19208529.98   | 0.18%             | 2028-05-26      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| ARES LIX CLO LTD 2021-59A                                          | ARES CLO LTD ARES 2021 59A A 144A                       | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $600842.53     | 0.01%             | 2034-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR1                                | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2         | CUSIP: 39538RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       45654 | PA      | $40824.91      | 0.00%             | 2045-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES1                                | TOWD POINT MORTGAGE TRUST TPMT 2024 CES1 A1A 144A       | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4065895 | PA      | $4075654.01    | 0.04%             | 2064-01-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR4                             | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A        | CUSIP: 45661EAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60682 | PA      | $56491.83      | 0.00%             | 2046-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2020-IA                                 | NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A       | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4564234 | PA      | $4543583.14    | 0.04%             | 2069-04-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                               | GENERAL MOTORS FINL CO SR UNSECURED 07/27 5             | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7239305.45    | 0.07%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-37554.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL/GENPACT USA INC                            | GEN LUX SARL/GEN USA INC COMPANY GUAR 04/26 1.75        | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2175000 | PA      | $2172479.57    | 0.02%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                              | AIR LEASE CORP SR UNSECURED 12/27 3.625                 | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      592000 | PA      | $583365.83     | 0.01%             | 2027-12-01      | Fixed         | 3.62%                 | 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        |      209529 | PA      | $188603.00     | 0.00%             | 2037-02-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| FHR-3582                                                           | FREDDIE MAC FHR 3582 FA                                 | CUSIP: 31398KBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5764 | PA      | $5855.08       | 0.00%             | 2049-10-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                        | PHILLIPS 66                                             | CUSIP: 71855BD25<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      400000 | PA      | $399911.48     | 0.00%             | 2026-04-02      | None          | 0.00%                 | 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      | $1016610.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                 | BMW US CAPITAL LLC COMPANY GUAR 144A 08/27 VAR          | CUSIP: 05565ECT0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      881000 | PA      | $882526.84     | 0.01%             | 2027-08-13      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                          | ROGERS COMMUNICATIONS                                   | CUSIP: 77511MDG3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    23150000 | PA      | $23108093.87   | 0.22%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 317UBAKA4 PIMCO SWAPTION 4.25 PUT USD 20261209          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    23800000 | NC      | $25213.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $4561.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5607                                            | FREDDIE MAC FHR 5607 FA                                 | CUSIP: 3137HNZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3281122 | PA      | $3292841.94    | 0.03%             | 2055-12-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                  | EVERSOURCE ENERGY SR UNSECURED 01/27 5                  | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2507773.13    | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 317UBODA2 PIMCO SWAPTION 3.0 CALL USD 20260728          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   441200000 | NC      | $279941.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                               | KEURIG DR PEPPER                                        | CUSIP: 49271KD84<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    28300000 | PA      | $28273918.72   | 0.27%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE BACKED SEC 2007-1                           | MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1          | CUSIP: 59024NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      119968 | PA      | $104390.51     | 0.00%             | 2037-04-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2012-3                                      | SLM STUDENT LOAN TRUST SLMA 2012 3 A                    | CUSIP: 78447AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      924899 | PA      | $916091.08     | 0.01%             | 2038-12-27      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                  | PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR            | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    16671000 | PA      | $16683653.96   | 0.16%             | 2026-06-10      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A2       | CUSIP: 12668BE33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       87187 | PA      | $80922.43      | 0.00%             | 2046-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5480                                            | FREDDIE MAC FHR 5480 FG                                 | CUSIP: 3137HHUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8256317 | PA      | $8316590.15    | 0.08%             | 2054-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                               | KEURIG DR PEPPER                                        | CUSIP: 49271KE83<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    50900000 | PA      | $50668145.41   | 0.49%             | 2026-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                 | SOUTHERN CAL EDISON 1ST MORTGAGE 11/27 5.85             | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1120683.43    | 0.01%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1290955.59   | -0.01%            |  |  |  | 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        |      381133 | PA      | $332594.96     | 0.00%             | 2046-07-20      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM4 TRUST                                                | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM4 A1 144A          | CUSIP: 67118TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8390600 | PA      | $8441005.23    | 0.08%             | 2064-01-25      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 813599 FN 01/36 FLOATING VAR                  | CUSIP: 31406L3G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10821 | PA      | $11133.70      | 0.00%             | 2036-01-01      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                  | BROWN + BROWN INC SR UNSECURED 12/26 4.6                | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2507921.15    | 0.02%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-86                                                 | FANNIE MAE FNR 2007 86 FA                               | CUSIP: 31396XNX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12672 | PA      | $12620.54      | 0.00%             | 2037-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                          | BANQUE FED CRED MUTUEL 144A 02/28 VAR                   | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    29589000 | PA      | $29699143.87   | 0.29%             | 2028-02-16      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XI 2012-11A                                             | APIDOS CLO APID 2012 11A AR4 144A                       | CUSIP: 03763YBY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11900000 | PA      | $11915512.36   | 0.11%             | 2034-04-17      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 NQM1 A1 144A    | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      644578 | PA      | $608252.58     | 0.01%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | GOLDMAN SACHS GROUP INC SR UNSECURED 04/28 VAR          | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2730000 | PA      | $2746674.81    | 0.03%             | 2028-04-23      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                         | SANTANDER HOLDINGS USA SR UNSECURED 07/27 4.4           | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     4140000 | PA      | $4131739.21    | 0.04%             | 2027-07-13      | Fixed         | 4.40%                 | 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        |      449096 | PA      | $426928.02     | 0.00%             | 2037-09-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080011 G2 11/26 FLOATING VAR               | CUSIP: 36225CAM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3424 | PA      | $3427.38       | 0.00%             | 2026-11-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-19                                                 | FANNIE MAE FNR 2002 19 FG                               | CUSIP: 31392CFU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1335 | PA      | $1334.58       | 0.00%             | 2032-03-17      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-73                                                 | FANNIE MAE FNR 2007 73 A1                               | CUSIP: 31396V4Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57993 | PA      | $56946.96      | 0.00%             | 2037-07-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $25.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMARK CLO IV LTD 2021-4A                                          | ROMARK CLO LTD RMRK 2021 4A A1R 144A                    | CUSIP: 77588LAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    11450000 | PA      | $11462078.03   | 0.11%             | 2034-07-10      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-A                   | NAVIENT STUDENT LOAN TRUST NAVSL 2020 A A2B 144A        | CUSIP: 63941FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1115311 | PA      | $1113446.00    | 0.01%             | 2068-11-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                        | PHILLIPS 66                                             | CUSIP: 71855BD82<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    60100000 | PA      | $60046300.65   | 0.58%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-70                                          | FANNIE MAE FNR 2024 70 FA                               | CUSIP: 3136BS6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      976906 | PA      | $981599.81     | 0.01%             | 2054-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-62                                          | FANNIE MAE FNR 2013 62 DI                               | CUSIP: 3136AEMA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      370605 | PA      | $3003.53       | 0.00%             | 2028-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-R2                                 | VERUS SECURITIZATION TRUST VERUS 2025 R2 A1 144A        | CUSIP: 92541EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10795481 | PA      | $10768894.05   | 0.10%             | 2067-07-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-B                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A      | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4283182 | PA      | $4373632.13    | 0.04%             | 2056-10-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080546 G2 10/31 FLOATING VAR               | CUSIP: 36225CTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11103 | PA      | $11292.17      | 0.00%             | 2031-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | STANDARD CHARTERED PLC SR UNSECURED REGS 02/28 VAR      | CUSIP: G84228GA0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     9880000 | PA      | $9992080.89    | 0.10%             | 2028-02-08      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-99                                          | FANNIE MAE FNR 2025 99 KF                               | CUSIP: 3136BXY40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8768887 | PA      | $8796675.07    | 0.08%             | 2055-11-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 065579 FN 07/28 FLOATING VAR                  | CUSIP: 31362M2L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         416 | PA      | $413.80        | 0.00%             | 2028-07-01      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                 | CREDIT AGRICOLE SA REGS 07/26 VAR                       | CUSIP: 22535EAF4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    16500000 | PA      | $16539371.15   | 0.16%             | 2026-07-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TRUST                                        | UPX HIL 2025 1 ISSUER TRUST UPXHI 2025 1 A 144A         | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1248327 | PA      | $1244129.19    | 0.01%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MTGE LN TRUST 2007-HOA1                               | INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11       | CUSIP: 45670LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      235162 | PA      | $158713.56     | 0.00%             | 2047-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $3254.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LIMITED                                | ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 08/28 4.2 | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    55275000 | PA      | $54258164.42   | 0.52%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $38074.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LTD                       | ROYAL BK SCOTLAND INTL LTD USD SR NT SER E              | CUSIP: 929QCQII3<br>LEI: 21380078CCZSEEIIKA41 | Long             | DBT              | CORP              | JE        |    25000000 | PA      | $24679382.75   | 0.24%             | 2028-12-16      | Fixed         | 4.66%                 | Yes           |                  3 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LIMITED                                | ISRAEL ELECTRIC CORP LTD SR SECURED REGS 12/26 7.875    | CUSIP: M60170AB9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     1683000 | PA      | $1720851.09    | 0.02%             | 2026-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AGL CLO 14 LTD 2021-14A                                            | AGL CLO 14, LTD. AGL 2021 14A AR 144A                   | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7900000 | PA      | $7907999.15    | 0.08%             | 2034-12-02      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                   | BERRY GLOBAL INC SR SECURED 144A 07/26 4.875            | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    39536000 | PA      | $39540601.20   | 0.38%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2007-1                                      | SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1                  | CUSIP: 81744HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       41334 | PA      | $28183.70      | 0.00%             | 2047-01-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                            | HCA INC COMPANY GUAR 03/28 VAR                          | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1387087.00    | 0.01%             | 2028-03-01      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                              | AIR LEASE CORP SR UNSECURED 08/26 1.875                 | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    35229000 | PA      | $34874173.51   | 0.34%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                | CONSTELLATION ENERGY                                    | CUSIP: 21038QD27<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1299685.40    | 0.01%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR6                             | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A       | CUSIP: 456612AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      179916 | PA      | $163380.28     | 0.00%             | 2046-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES2                                | TOWD POINT MORTGAGE TRUST TPMT 2025 CES2 A1 144A        | CUSIP: 89183KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4277763 | PA      | $4281057.45    | 0.04%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                       | ROMANIA SR UNSECURED REGS 11/27 5.25                    | CUSIP: ACI25THB0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4600000 | PA      | $4596086.60    | 0.04%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR19                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A      | CUSIP: 933638AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       91386 | PA      | $88822.95      | 0.00%             | 2047-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FINANCE AMERICA MTGE LOAN TRUST 2004-2                             | FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M1            | CUSIP: 317350BD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4133424 | PA      | $4029872.71    | 0.04%             | 2034-08-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                     | MORGAN STANLEY SR UNSECURED 05/27 VAR                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1967000 | PA      | $1961568.80    | 0.02%             | 2027-05-04      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | US 5YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         508 | NC      | $-438880.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2017-3A                                  | NELNET STUDENT LOAN TRUST NSLT 2017 3A A 144A           | CUSIP: 64032KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1307667 | PA      | $1303107.07    | 0.01%             | 2066-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080317 G2 09/29 FLOATING VAR               | CUSIP: 36225CK70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8099 | PA      | $8118.99       | 0.00%             | 2029-09-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2432                                                   | FREDDIE MAC FHR 2432 FH                                 | CUSIP: 31339NNP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34525 | PA      | $34658.83      | 0.00%             | 2032-03-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                | NATWEST MARKETS PLC SR UNSECURED 144A 03/28 VAR         | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    15525000 | PA      | $15588770.96   | 0.15%             | 2028-03-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| DELTA FUNDING HOME EQ LN TR 1999-3                                 | DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 A1A         | CUSIP: 24763LFX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11330 | PA      | $10983.72      | 0.00%             | 2029-09-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORP/SYDNEY BRANCH                         | OCBC/SYDNEY SR UNSECURED 05/26 VAR                      | CUSIP: ACI2G08Q8<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |     5500000 | PA      | $3795756.33    | 0.04%             | 2026-05-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-R1                                 | VERUS SECURITIZATION TRUST VERUS 2025 R1 A1A 144A       | CUSIP: 92541AAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10054521 | PA      | $10089177.73   | 0.10%             | 2065-05-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-104                                                | FANNIE MAE FNR 2006 104 FV                              | CUSIP: 31396LNC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28012 | PA      | $27753.50      | 0.00%             | 2036-11-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                        | TEXTRON INC SR UNSECURED 03/27 3.65                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $8639624.09    | 0.08%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-B                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 B A1B 144A      | CUSIP: 83208BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4277022 | PA      | $4297171.66    | 0.04%             | 2053-03-17      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR         | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    11100000 | PA      | $11183139.67   | 0.11%             | 2028-01-05      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3927                                                   | FREDDIE MAC FHR 3927 FH                                 | CUSIP: 3137AFEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      215269 | PA      | $213493.91     | 0.00%             | 2041-09-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-438683.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2024-2                                | DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A2 144A        | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4020336 | PA      | $4024826.00    | 0.04%             | 2030-08-22      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL BM                                            | BANK LEUMI LE ISRAEL SR UNSECURED 144A REGS 07/27 5     | CUSIP: ACI274K45<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    11508000 | PA      | $11502254.06   | 0.11%             | 2027-07-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                              | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 3.75     | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2480000 | PA      | $2461734.08    | 0.02%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-77957.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SGSP (AUSTRALIA) ASSETS PTY LTD                                    | SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/27 3.5       | CUSIP: ACI0W27H1<br>LEI: 254900BJJ12X7PJT5072 | Long             | DBT              | CORP              | AU        |     7700000 | PA      | $7611036.90    | 0.07%             | 2027-07-07      | Fixed         | 3.50%                 | 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        |      413756 | PA      | $372743.54     | 0.00%             | 2046-12-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | US 2YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       12851 | NC      | $5052497.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-46                                                 | FANNIE MAE FNR 2006 46 FC                               | CUSIP: 31395D5F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25225 | PA      | $25046.29      | 0.00%             | 2036-06-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 1G1114 FH 09/35 FLOATING VAR          | CUSIP: 3128QJGX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8388 | PA      | $8617.72       | 0.00%             | 2035-09-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                        | PNC BANK NA SR UNSECURED 07/28 VAR                      | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $13824704.62   | 0.13%             | 2028-07-21      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2019-4 LTD                                 | BAIN CAPITAL CREDIT CLO  LIMIT BCC 2019 4A A1RR 144A    | CUSIP: 05684AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     6600000 | PA      | $6601613.11    | 0.06%             | 2035-04-23      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                            | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/26 VAR    | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    39475000 | PA      | $39577745.14   | 0.38%             | 2026-08-14      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FP          | CUSIP: 38380LPD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2629677 | PA      | $2658302.61    | 0.03%             | 2068-12-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST 2006-2                              | ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 A4           | CUSIP: 00437NAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      378848 | PA      | $378063.46     | 0.00%             | 2036-09-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK/CINCINNATI BRANCH                                 | FIFTH THIRD BANK INC SR UNSECURED 01/28 VAR             | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |     5871000 | PA      | $5875352.64    | 0.06%             | 2028-01-28      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5564                                            | FREDDIE MAC FHR 5564 FB                                 | CUSIP: 3137HMD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1683383 | PA      | $1700270.92    | 0.02%             | 2055-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 725886 FN 05/34 FLOATING VAR                  | CUSIP: 31402DNB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         478 | PA      | $485.31        | 0.00%             | 2034-05-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-2 TRUST                            | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 2 A 144A       | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10265671 | PA      | $10301377.36   | 0.10%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MELLON RES FUND CORP 1999-TBC3                                     | MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2        | CUSIP: 585525DF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69064 | PA      | $67425.33      | 0.00%             | 2029-10-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 847321 FH 08/34 FLOATING VAR          | CUSIP: 3128JRD29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6293 | PA      | $6437.62       | 0.00%             | 2034-08-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-22090.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                   | SOCIETE GENERALE REGS 01/28 VAR                         | CUSIP: 83368TBH0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     5800000 | PA      | $5717596.33    | 0.06%             | 2028-01-19      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2004-3                             | RENAISSANCE HOME EQUITY LOAN T RAMC 2004 3 AV2A         | CUSIP: 759950DY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       94532 | PA      | $84352.09      | 0.00%             | 2034-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                             | COX COMMUNICATIONS INC SR UNSECURED 144A 09/26 3.35     | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    32634000 | PA      | $32487818.93   | 0.31%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-6XS                                 | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A1M        | CUSIP: 61751JAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      614442 | PA      | $144424.10     | 0.00%             | 2047-02-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $51310.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-118972.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-AON    | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 AON A 144A    | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4133077.50    | 0.04%             | 2031-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1                  | SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2         | CUSIP: 81375WCT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      355662 | PA      | $326765.55     | 0.00%             | 2035-01-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                          | BANQUE FED CRED MUTUEL 144A 01/27 VAR                   | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    20700000 | PA      | $20798948.90   | 0.20%             | 2027-01-23      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                 | CREDIT AGRICOLE SA REGS 09/28 VAR                       | CUSIP: 22536PAM3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     4590000 | PA      | $4611118.64    | 0.04%             | 2028-09-11      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-P1                      | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2026 P1 A2 144A    | CUSIP: 96043AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7500000 | PA      | $7485140.25    | 0.07%             | 2029-01-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO 2019-2 LTD                                      | CANYON CAPITAL CLO LTD CANYC 2019 2A AR2 144A           | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12100000 | PA      | $12082572.37   | 0.12%             | 2034-10-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01                  | FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 2A        | CUSIP: 3137G1BL0<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |     4603353 | PA      | $4058248.26    | 0.04%             | 2046-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-GS2                             | MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A         | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5102369 | PA      | $4979308.80    | 0.05%             | 2059-08-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH    | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 PHH A 144A    | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4554703 | PA      | $3028968.36    | 0.03%             | 2035-06-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2012-2                                      | SLM STUDENT LOAN TRUST SLMA 2012 2 A                    | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2169520 | PA      | $2120617.08    | 0.02%             | 2029-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 545255 FN 12/40 FLOATING VAR                  | CUSIP: 31385HWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2700 | PA      | $2733.73       | 0.00%             | 2040-12-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-52                                          | FANNIE MAE FNR 2025 52 FB                               | CUSIP: 3136BWUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50779694 | PA      | $51235142.12   | 0.49%             | 2055-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL ZN4867 FR 04/49 FIXED 4               | CUSIP: 3131YBMQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5123 | PA      | $4901.48       | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                   | SKANDINAVISKA ENSKILDA SR UNSECURED 144A 03/27 VAR      | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     1432000 | PA      | $1437744.93    | 0.01%             | 2027-03-05      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2018-1A                              | ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A       | CUSIP: 26828HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10977006 | PA      | $10923626.16   | 0.11%             | 2068-02-27      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $1451605.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 790802 FN 09/34 FLOATING VAR                  | CUSIP: 31405JRX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3142 | PA      | $3218.95       | 0.00%             | 2034-09-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2018-RP3                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP3 A1 144A    | CUSIP: 17327DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      481459 | PA      | $475151.60     | 0.00%             | 2061-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-A                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 A A1B 144A      | CUSIP: 83207EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18716086 | PA      | $18955929.01   | 0.18%             | 2054-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                      | VISTRA OPERATIONS CO LLC SR SECURED 144A 12/26 5.05     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    40168000 | PA      | $40310516.06   | 0.39%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RELIANCE STANDARD LIFE GLOBAL FUNDING II                           | RELIANCE STAND LIFE II SECURED 144A 01/27 2.75          | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2958976.05    | 0.03%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   214700000 | PA      | $215412127.70  | 2.07%             | 2056-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM1                          | JP MORGAN MORTGAGE TRUST JPMMT 2025 NQM1 A1 144A        | CUSIP: 46593QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5559404 | PA      | $5586133.47    | 0.05%             | 2065-06-25      | Fixed         | 5.59%                 | 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      | $-311266.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                    | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/28 6.375  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    18112000 | PA      | $18648781.72   | 0.18%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2019-3A                                  | NELNET STUDENT LOAN TRUST NSLT 2019 3A A 144A           | CUSIP: 64031DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11514451 | PA      | $11492611.93   | 0.11%             | 2067-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2005-QO1 TRUST                                         | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1         | CUSIP: 761118EN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      246178 | PA      | $168189.51     | 0.00%             | 2035-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 847262 FH 07/33 FLOATING VAR          | CUSIP: 3128JRB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3199 | PA      | $3263.69       | 0.00%             | 2033-07-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2004-W2                                       | FANNIEMAE WHOLE LOAN FNW 2004 W2 5AF                    | CUSIP: 31393XGV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30131 | PA      | $30053.85      | 0.00%             | 2044-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                               | JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR              | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2405233.20    | 0.02%             | 2028-07-22      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | STANDARD CHARTERED PLC SR UNSECURED REGS 05/28 VAR      | CUSIP: G84228GJ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     7430000 | PA      | $7468077.93    | 0.07%             | 2028-05-14      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      219000 | PA      | $218713.32     | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CLP SOLD USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-41636.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/27 VAR     | CUSIP: 44891CDJ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     2878000 | PA      | $2885798.00    | 0.03%             | 2027-09-24      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB          | CUSIP: 38375UZ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      593875 | PA      | $601128.89     | 0.01%             | 2067-11-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2022-16A LTD                                         | ELEVATION CLO LTD AWPT 2022 16A A1AR 144A               | CUSIP: 28623YAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    19200000 | PA      | $19219716.67   | 0.18%             | 2034-07-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 905759 FN 12/36 FLOATING VAR                  | CUSIP: 31411EJC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         617 | PA      | $634.02        | 0.00%             | 2036-12-01      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 07/26 0.00000                             | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1661000 | PA      | $1642588.51    | 0.02%             | 2026-07-21      | None          | 0.00%                 | 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        |    32247842 | PA      | $32454967.04   | 0.31%             | 2055-05-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-890.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2005-3                                 | MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A              | CUSIP: 59020UL78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61807 | PA      | $59750.87      | 0.00%             | 2035-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5534                                            | FREDDIE MAC FHR 5534 FD                                 | CUSIP: 3137HLEG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8094306 | PA      | $8138686.60    | 0.08%             | 2055-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                               | BRIGHTHSE FIN GLBL FUND SECURED 144A 05/26 1.55         | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     7753000 | PA      | $7719086.13    | 0.07%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-HE4                              | MORGAN STANLEY CAPITAL INC MSAC 2004 HE4 M1             | CUSIP: 61746RGK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9176430 | PA      | $9919896.91    | 0.10%             | 2034-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                            | BPCE SA REGS 10/27 VAR                                  | CUSIP: F11494BW4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     6960000 | PA      | $7006860.22    | 0.07%             | 2027-10-19      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                            | DUKE ENERGY CORP SR UNSECURED 01/27 4.85                | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    22385000 | PA      | $22488919.45   | 0.22%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                              | ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR            | CUSIP: 04685A4Q1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    24400000 | PA      | $24411675.89   | 0.23%             | 2026-08-10      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                       | CUBESMART LP COMPANY GUAR 09/26 3.125                   | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    16054000 | PA      | $15971924.41   | 0.15%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2008-88                                                 | FANNIE MAE FNR 2008 88 FA                               | CUSIP: 31397MXL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9673 | PA      | $9863.96       | 0.00%             | 2038-10-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR19                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 2A        | CUSIP: 933638AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69183 | PA      | $62771.61      | 0.00%             | 2047-01-25      | Floating      | 5.11%                 | 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        |    38585000 | PA      | $38486065.74   | 0.37%             | 2026-12-01      | Fixed         | 4.25%                 | 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        |     1663327 | PA      | $1396267.61    | 0.01%             | 2036-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $-6532032.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                 | AMERICAN HONDA FINANCE SR UNSECURED 11/27 VAR           | CUSIP: 02665WGP0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    14914000 | PA      | $14858022.24   | 0.14%             | 2027-11-19      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| EMCM MORTGAGE LOAN TRUST 2001-A                                    | EMC MORTGAGE LOAN TRUST EMCM 2001 A A 144A              | CUSIP: 268668AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12305 | PA      | $12195.11      | 0.00%             | 2040-05-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                 | AMERICAN TOWER CORP SR UNSECURED 04/26 1.6              | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9989525.20    | 0.10%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES2                                                     | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES2 A1A 144A  | CUSIP: 28225GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2386689 | PA      | $2400138.46    | 0.02%             | 2060-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2005-QO2                            | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1         | CUSIP: 761118HU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122851 | PA      | $106523.01     | 0.00%             | 2045-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| HSI ASSET LOAN OBLIGATION 2007-WF1                                 | HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1              | CUSIP: 40431KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       78162 | PA      | $21992.31      | 0.00%             | 2036-12-25      | Floating      | 3.91%                 | 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        |    17300000 | PA      | $17288743.24   | 0.17%             | 2034-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                   | SOCIETE GENERALE 144A 06/27 VAR                         | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    11023000 | PA      | $10965524.65   | 0.11%             | 2027-06-09      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                            | HCA INC COMPANY GUAR 09/26 5.375                        | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    12257000 | PA      | $12266783.29   | 0.12%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5511                                            | FREDDIE MAC FHR 5511 FG                                 | CUSIP: 3137HKKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21045016 | PA      | $21196792.52   | 0.20%             | 2055-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5526                                            | FREDDIE MAC FHR 5526 FA                                 | CUSIP: 3137HKT46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41622633 | PA      | $41838238.03   | 0.40%             | 2054-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-88                                          | FANNIE MAE FNR 2025 88 KF                               | CUSIP: 3136BXZS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5490354 | PA      | $5517865.09    | 0.05%             | 2055-09-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA LIMITED                                   | TOYOTA FINANCE AUSTRALIA SR UNSECURED 09/26 VAR         | CUSIP: ACI2JQJ11<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |     3050000 | PA      | $2108304.24    | 0.02%             | 2026-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                            | MERCEDES BENZ FIN NA COMPANY GUAR REGS 04/27 VAR        | CUSIP: U5876JBD6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    29297000 | PA      | $29347783.42   | 0.28%             | 2027-04-01      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2004-FM2                                               | GSAMP TRUST GSAMP 2004 FM2 M1                           | CUSIP: 36228FN28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      660343 | PA      | $686661.30     | 0.01%             | 2034-01-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 317UBPRA4 PIMCO SWAPTION 3.0 CALL USD 20260803          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   786800000 | NC      | $530067.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                | GLOBAL PAYMENTS INC SR UNSECURED 03/28 4.55             | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    22600000 | PA      | $22508825.95   | 0.22%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL 080283 G2 05/29 FLOATING VAR               | CUSIP: 36225CJ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6413 | PA      | $6402.81       | 0.00%             | 2029-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                     | PACIFIC LIFE GF II SR SECURED 144A 06/26 VAR            | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     2322000 | PA      | $2323718.86    | 0.02%             | 2026-06-04      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $132702.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                              | CROWN CASTLE                                            | CUSIP: 22823QDG3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    46900000 | PA      | $46812372.04   | 0.45%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-PLND                           | MORGAN STANLEY CAPITAL I TRUST MSC 2019 PLND A 144A     | CUSIP: 61691XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11400000 | PA      | $1624245.78    | 0.02%             | 2036-05-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-R1                                 | VERUS SECURITIZATION TRUST VERUS 2025 R1 A1 144A        | CUSIP: 92541AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5644652 | PA      | $5662634.07    | 0.05%             | 2065-05-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS CLP 4.49000 01/09/26-3Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $35928.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2003-AR26                            | CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR26 6A1       | CUSIP: 22541QZU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       26820 | PA      | $26405.63      | 0.00%             | 2033-11-25      | Floating      | 6.50%                 | 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        |     9230000 | PA      | $9284664.03    | 0.09%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 745173 FN 09/34 FLOATING VAR                  | CUSIP: 31403C2E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         342 | PA      | $350.28        | 0.00%             | 2034-09-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF TOKYO-MITSUBISHI UFJ LTD/SYDNEY BRANCH                     | MUFG BANK LTD SYDNEY MUFG BANK LTD SYDNEY               | CUSIP: ACI2R4XB3<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |    15000000 | PA      | $10385992.63   | 0.10%             | 2027-09-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC HOME EQTY LN 2007-HE2                             | ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2        | CUSIP: 04544TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16005 | PA      | $11557.45      | 0.00%             | 2037-05-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                          | ONEOK INC                                               | CUSIP: 68269FDA4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $14483902.10   | 0.14%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                               | CANTOR FITZGERALD LP SR UNSECURED 144A 04/27 4.5        | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     4673000 | PA      | $4659975.18    | 0.04%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H12                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FC          | CUSIP: 38383KZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4515392 | PA      | $4586559.70    | 0.04%             | 2074-07-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2004-AR11                             | INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A        | CUSIP: 45660N6S9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6252 | PA      | $5966.44       | 0.00%             | 2034-12-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                       | ING GROEP NV SR UNSECURED 09/27 VAR                     | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $401808.29     | 0.00%             | 2027-09-11      | Floating      | 5.20%                 | 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        |      253101 | PA      | $247340.51     | 0.00%             | 2045-02-25      | Floating      | 5.06%                 | 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        |       16182 | PA      | $5558.59       | 0.00%             | 2036-09-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5549                                            | FREDDIE MAC FHR 5549 CF                                 | CUSIP: 3137HLSA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46803903 | PA      | $47519169.24   | 0.46%             | 2052-10-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| GCAT LLC 2019-RPL1                                                 | GCAT GCAT 2019 RPL1 A1 144A                             | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      488340 | PA      | $477441.11     | 0.00%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-CA                                  | NELNET STUDENT LOAN TRUST NSLT 2025 CA A1B 144A         | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    36409810 | PA      | $36717705.80   | 0.35%             | 2065-06-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE6                              | MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1             | CUSIP: 61755CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68157 | PA      | $62569.82      | 0.00%             | 2037-05-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY5                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1        | CUSIP: 92990GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155128 | PA      | $128924.64     | 0.00%             | 2037-05-25      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO LTD 2024-1                                    | VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A          | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     5952621 | PA      | $5958746.34    | 0.06%             | 2032-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                           | WOODSIDE FINANCE LTD COMPANY GUAR REGS 09/26 3.7        | CUSIP: Q98236AC8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $249122.99     | 0.00%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RELIANCE STANDARD LIFE GLOBAL FUNDING II                           | RELIANCE STAND LIFE II SECURED 144A 09/26 1.512         | CUSIP: 75951AAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1344000 | PA      | $1324680.08    | 0.01%             | 2026-09-28      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2004-3                             | NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1          | CUSIP: 64352VHV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1370039 | PA      | $1372359.68    | 0.01%             | 2034-11-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC SR UNSECURED 02/30 VAR         | CUSIP: 53944YBH5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    19200000 | PA      | $19108261.44   | 0.18%             | 2030-02-10      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1A                       | VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A2 144A      | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4349242 | PA      | $4351746.04    | 0.04%             | 2027-05-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      676000 | PA      | $672244.08     | 0.01%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-14372.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                   | DEUTSCHE BANK NY 02/28 VAR                              | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    11400000 | PA      | $11496869.45   | 0.11%             | 2028-02-08      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2017-A                               | COLLEGE AVE STUDENT LOANS CASL 2017 A A1 144A           | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      706540 | PA      | $713363.23     | 0.01%             | 2046-11-26      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A        | CUSIP: 92925DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      253711 | PA      | $235836.46     | 0.00%             | 2046-12-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2003-R4                                     | COUNTRYWIDE HOME LOANS CWHL 2003 R4 2A 144A             | CUSIP: 12669FFS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4622 | PA      | $4195.85       | 0.00%             | 2034-01-25      | Variable      | 4.72%                 | 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        |    27750000 | PA      | $27759102.28   | 0.27%             | 2034-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5439                                            | FREDDIE MAC FHR 5439 FJ                                 | CUSIP: 3137HF3R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      905915 | PA      | $911270.52     | 0.01%             | 2054-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2004-OPT2                                | MASTR ASSET BACKED SECURITIES MABS 2004 OPT2 A1         | CUSIP: 57643LFG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4676529 | PA      | $4283855.11    | 0.04%             | 2034-09-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-89                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 PF           | CUSIP: 38385GMK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2421712 | PA      | $2437806.66    | 0.02%             | 2055-05-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $66234.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 817452 FN 08/35 FLOATING VAR                  | CUSIP: 31406REZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2818 | PA      | $2866.28       | 0.00%             | 2035-08-01      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2017-AGS                             | COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A1 144A    | CUSIP: 20267VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      461971 | PA      | $444116.28     | 0.00%             | 2041-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A    | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1018818 | PA      | $980926.25     | 0.01%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR     | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      400000 | PA      | $401429.10     | 0.00%             | 2027-06-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                              | CROWN CASTLE INC SR UNSECURED 06/26 3.7                 | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    13742000 | PA      | $13720979.69   | 0.13%             | 2026-06-15      | Fixed         | 3.70%                 | 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      | $14218542.54   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2025-A                         | PENFED AUTO RECEIVABLES OWNER PNFED 2025 A A3 144A      | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5300000 | PA      | $5290135.11    | 0.05%             | 2030-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                               | GSAMP TRUST GSAMP 2007 FM1 A2A                          | CUSIP: 3622MAAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      231382 | PA      | $114382.44     | 0.00%             | 2036-12-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QH7                                | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH7 1A1        | CUSIP: 75115LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       71442 | PA      | $69772.95      | 0.00%             | 2037-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                               | GENERAL MOTORS FINL CO SR UNSECURED 02/27 VAR           | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    13727000 | PA      | $13725126.54   | 0.13%             | 2027-02-26      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/27 VAR     | CUSIP: 44891CDE0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $11329621.71   | 0.11%             | 2027-06-24      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                              | AIR LEASE CORP SR UNSECURED 01/27 2.2                   | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    40616000 | PA      | $39871767.44   | 0.38%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                               | KEURIG DR PEPPER INC COMPANY GUAR 11/26 VAR             | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    27109000 | PA      | $27066517.49   | 0.26%             | 2026-11-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | STANDARD CHARTERED PLC SR UNSECURED 144A 02/28 VAR      | CUSIP: 853254CY4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     9900000 | PA      | $10012307.78   | 0.10%             | 2028-02-08      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                 | AMERICAN HONDA FINANCE SR UNSECURED 08/27 VAR           | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    35500000 | PA      | $35473810.59   | 0.34%             | 2027-08-13      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1                      | GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A9 144A   | CUSIP: 36263KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8277546 | PA      | $7738577.00    | 0.07%             | 2051-12-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MTGE LN TR 2007-1                                       | LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A    | CUSIP: 52521MAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      196439 | PA      | $130502.22     | 0.00%             | 2037-06-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2004-AR7                             | CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR7 2A1        | CUSIP: 22541SRP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       77407 | PA      | $75222.71      | 0.00%             | 2034-11-25      | Floating      | 4.94%                 | 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        |     5407000 | PA      | $5345017.94    | 0.05%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR19                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A        | CUSIP: 933638AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      188323 | PA      | $176360.82     | 0.00%             | 2047-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                            | HCA INC DISC COML PAPER 05/26 ZCP                       | CUSIP: 40412DED7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6267025.17    | 0.06%             | 2026-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5557                                            | FREDDIE MAC FHR 5557 FM                                 | CUSIP: 3137HLZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4345581 | PA      | $4370960.26    | 0.04%             | 2055-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM1 TRUST                                                | MFRA TRUST MFRA 2020 NQM1 A1 144A                       | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      475238 | PA      | $464367.54     | 0.00%             | 2065-03-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                         | AVIATION CAPITAL GROUP SR UNSECURED 144A 09/26 1.95     | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    35141000 | PA      | $34728348.37   | 0.33%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-5                                  | VERUS SECURITIZATION TRUST VERUS 2023 5 A1 144A         | CUSIP: 924934AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6077656 | PA      | $6079964.12    | 0.06%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                       | NEW YORK LIFE GLOBAL FDG SR SECURED 144A 08/26 VAR      | CUSIP: 64953BBQ0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      249000 | PA      | $248997.08     | 0.00%             | 2026-08-28      | Floating      | 4.24%                 | 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        |       79673 | PA      | $82234.89      | 0.00%             | 2043-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                       | BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5           | CUSIP: ACI1YYXQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  2580000000 | PA      | $2771830.16    | 0.03%             | 2028-10-01      | 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      | $-107543.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                           | WOODSIDE FINANCE LTD COMPANY GUAR 144A 09/26 3.7        | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      614000 | PA      | $611841.31     | 0.01%             | 2026-09-15      | Fixed         | 3.70%                 | 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        |    29300000 | PA      | $28962965.91   | 0.28%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                         | SPECTRA ENERGY PARTNERS COMPANY GUAR 10/26 3.375        | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    13645000 | PA      | $13579100.93   | 0.13%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                  | NATWEST GROUP PLC SR UNSECURED 03/28 VAR                | CUSIP: 639057AM0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    11277000 | PA      | $11326236.85   | 0.11%             | 2028-03-01      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01                  | FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 1A        | CUSIP: 3137G1BK2<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |     2026498 | PA      | $1746819.23    | 0.02%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5557                                            | FREDDIE MAC FHR 5557 UF                                 | CUSIP: 3137HLZ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38664838 | PA      | $39049313.68   | 0.38%             | 2055-06-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2026-A                                    | TOYOTA LEASE OWNER TRUST TLOT 2026 A A2B 144A           | CUSIP: 89240MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23200000 | PA      | $23170654.32   | 0.22%             | 2028-02-22      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-54                                                 | FANNIE MAE FNR 2002 54 FD                               | CUSIP: 31392D5Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5934 | PA      | $5923.05       | 0.00%             | 2032-09-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                        | QATAR ENERGY SR UNSECURED REGS 09/26 1.375              | CUSIP: ACI1YZ073<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    12150000 | PA      | $11988988.20   | 0.12%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-77368.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CORP (KHFC)                                  | KOREA HOUSING FINANCE CO COVERED REGS 04/26 4.475       | CUSIP: ACI2F15L1<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | CORP              | KR        |     1000000 | PA      | $689950.19     | 0.01%             | 2026-04-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS3                               | LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS3 A1 144A       | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2469796 | PA      | $2472433.96    | 0.02%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR          | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4313000 | PA      | $4257418.54    | 0.04%             | 2027-09-10      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2003-AR9                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 2A         | CUSIP: 92922FBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       38730 | PA      | $38095.33      | 0.00%             | 2033-09-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                               | BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125      | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    21539000 | PA      | $21738102.64   | 0.21%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H12                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H12 FA          | CUSIP: 38382Y5K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21279915 | PA      | $21659612.44   | 0.21%             | 2073-05-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-19                                          | FANNIE MAE FNR 2025 19 FC                               | CUSIP: 3136BVBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25735854 | PA      | $25953334.46   | 0.25%             | 2055-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB          | CUSIP: 38375UZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      938384 | PA      | $950277.81     | 0.01%             | 2067-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2008-5                                      | SLM STUDENT LOAN TRUST SLMA 2008 5 A4                   | CUSIP: 78444YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      955786 | PA      | $959901.39     | 0.01%             | 2027-01-27      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                 | COOPERATIEVE RABOBANK UA 144A 12/27 VAR                 | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    14600000 | PA      | $14363510.22   | 0.14%             | 2027-12-15      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| TOWD POINT ASSET TRUST 2021-SL1                                    | TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A            | CUSIP: 89179XAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4695600 | PA      | $4688170.60    | 0.05%             | 2061-11-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                              | CAMPBELLS COMPANY/THE SR UNSECURED 03/27 5.2            | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10559479.98   | 0.10%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM5 TRUST                                                | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM5 A1 144A          | CUSIP: 67448NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6895346 | PA      | $6936755.26    | 0.07%             | 2064-01-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                        | SAMMONS FINANCIAL GROUP SR UNSECURED 144A 05/27 4.45    | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2460686.83    | 0.02%             | 2027-05-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 773314 FN 05/35 FLOATING VAR                  | CUSIP: 31404NDT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32663 | PA      | $33461.04      | 0.00%             | 2035-05-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 775852 FN 03/44 FLOATING VAR                  | CUSIP: 31404Q5M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      347278 | PA      | $351455.59     | 0.00%             | 2044-03-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL SD8012 FR 09/49 FIXED 4               | CUSIP: 3132DV3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      142117 | PA      | $136005.67     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                           | HYATT HOTELS CORP SR UNSECURED 01/27 5.75               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     9651000 | PA      | $9737413.12    | 0.09%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HANWHA SOLUTIONS CORPORATION                                       | HANWHA SOLUTIONS CORP COMPANY GUAR REGS 10/28 VAR       | CUSIP: ACI37P766<br>LEI: 549300M2V0ZS71BRNR68 | Long             | DBT              | CORP              | KR        |    10000000 | PA      | $10105000.00   | 0.10%             | 2028-10-13      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                 | PLAINS ALL AMER PIPELINE SR UNSECURED 12/26 4.5         | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    30732000 | PA      | $30749833.47   | 0.30%             | 2026-12-15      | Fixed         | 4.50%                 | 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        |     2603558 | PA      | $2650047.87    | 0.03%             | 2053-09-15      | Floating      | 5.32%                 | 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        |     2989000 | PA      | $2985217.00    | 0.03%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                            | BANK OF NOVA SCOTIA SR UNSECURED 09/28 VAR              | CUSIP: 06418GAM9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     5005000 | PA      | $5025114.09    | 0.05%             | 2028-09-08      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLIX LTD 2021-49A                             | MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A          | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     7500000 | PA      | $7503256.50    | 0.07%             | 2034-10-19      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                       | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A2B         | CUSIP: 36271VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10111955 | PA      | $10115548.48   | 0.10%             | 2027-05-20      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2006-HE3                               | NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1          | CUSIP: 65536QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1779662 | PA      | $1688380.39    | 0.02%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-621331.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                            | GOLDMAN SACHS GROUP INC SR UNSECURED 06/27 VAR          | CUSIP: BM9C9TII5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2209430.24    | 0.02%             | 2027-06-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| COLT 2024-1 MORTGAGE LOAN TRUST                                    | COLT FUNDING LLC COLT 2024 1 A1 144A                    | CUSIP: 19688TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14289250 | PA      | $14333626.48   | 0.14%             | 2069-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                 | SOUTHERN CAL EDISON 1ST MORTGAGE 06/26 4.9              | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4332000 | PA      | $4326583.31    | 0.04%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5481                                            | FREDDIE MAC FHR 5481 FJ                                 | CUSIP: 3137HHQ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19843946 | PA      | $19990755.78   | 0.19%             | 2054-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD 2019-1A                                           | FLATIRON CLO LTD FLAT 2019 1A AR2 144A                  | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4044171 | PA      | $4047280.60    | 0.04%             | 2034-11-16      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                       | ENBRIDGE INC COMPANY GUAR 10/26 1.6                     | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3625000 | PA      | $3577101.24    | 0.03%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                          | ONEOK INC COMPANY GUAR 11/26 5.55                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    12832000 | PA      | $12908399.42   | 0.12%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                          | BANQUE FED CRED MUTUEL REGS 05/27 VAR                   | CUSIP: ACI2P5QJ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1750000 | PA      | $1210672.84    | 0.01%             | 2027-05-24      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                          | NATIONAL FUEL GAS CO SR UNSECURED 10/26 5.5             | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    20946000 | PA      | $21041875.92   | 0.20%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4579                                            | FREDDIE MAC FHR 4579 SD                                 | CUSIP: 3137BPS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3177901 | PA      | $150693.53     | 0.00%             | 2038-01-15      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                              | AIR LEASE CORP SR UNSECURED 04/27 3.625                 | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    10089000 | PA      | $9942504.49    | 0.10%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2004-OP2                  | SECURITIZED ASSET BACKED RECEI SABR 2004 OP2 A1         | CUSIP: 81375WBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3243067 | PA      | $3098478.13    | 0.03%             | 2034-08-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| FORTIS INC/CANADA                                                  | FORTIS INC SR UNSECURED 10/26 3.055                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    32000000 | PA      | $31780324.80   | 0.31%             | 2026-10-04      | Fixed         | 3.06%                 | 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        |      163053 | PA      | $153150.97     | 0.00%             | 2047-02-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $61448.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                | CONSTELLATION ENERGY                                    | CUSIP: 21038QDU5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    33200000 | PA      | $33084626.68   | 0.32%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                 | SMITH + NEPHEW PLC SMITH + NEPHEW PLC                   | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     5862000 | PA      | $5893007.52    | 0.06%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1028538.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                            | VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 08/26 VAR    | CUSIP: U9273AEE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3408849.49    | 0.03%             | 2026-08-14      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC SR UNSECURED 03/28 VAR                     | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $302871.54     | 0.00%             | 2028-03-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF          | CUSIP: 38383KVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5951893 | PA      | $6003825.47    | 0.06%             | 2074-04-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| EUROHOME UK MORTGAGES 2007-1 A                                     | EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS            | CUSIP: B1VBS4II2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       36912 | PA      | $48799.36      | 0.00%             | 2044-06-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LN TR-2006-8AR                             | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4         | CUSIP: 61749LAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16277 | PA      | $15917.76      | 0.00%             | 2036-06-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| NAVIENT EDUCATION LOAN TRUST 2025-A                                | NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A        | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5697556 | PA      | $5714290.07    | 0.06%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANK OF AMERICA CORP SR UNSECURED 04/27 VAR             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    40070000 | PA      | $40049554.28   | 0.39%             | 2027-04-23      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                        | REPUBLIC OF PANAMA SR UNSECURED 03/28 3.875             | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     6700000 | PA      | $6598361.00    | 0.06%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)        | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375    | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22876000 | PA      | $22796795.05   | 0.22%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                              | WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR            | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    25847000 | PA      | $25842884.90   | 0.25%             | 2028-01-24      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-414772.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                      | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 01/27 5.35   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17705000 | PA      | $17802980.71   | 0.17%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2024-3                  | FORD CREDIT FLOORPLAN MASTER O FORDF 2024 3 A2 144A     | CUSIP: 34528QJL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29000000 | PA      | $29165320.30   | 0.28%             | 2029-09-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    62000000 | PA      | $63084507.72   | 0.61%             | 2056-07-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 847995 FN 11/35 FLOATING VAR                  | CUSIP: 31408DC85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2281 | PA      | $2334.86       | 0.00%             | 2035-11-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                            | FREDDIE MAC FHR 5513 MF                                 | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   103984271 | PA      | $104666604.94  | 1.01%             | 2054-11-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 826128 FN 07/35 FLOATING VAR                  | CUSIP: 31407BYZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3763 | PA      | $3863.19       | 0.00%             | 2035-07-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-4          | GM FINANCIAL SECURITIZED TERM GMCAR 2022 4 A4           | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5740000 | PA      | $5755342.45    | 0.06%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY3                                 | TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A        | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2073091 | PA      | $2074093.39    | 0.02%             | 2059-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1      | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      176663 | PA      | $172177.14     | 0.00%             | 2045-10-25      | Floating      | 4.37%                 | 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        |       81326 | PA      | $75526.81      | 0.00%             | 2046-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      283000 | PA      | $282033.73     | 0.00%             | 2026-05-05      | None          | 0.00%                 | 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        |    21100000 | PA      | $21079955.00   | 0.20%             | 2029-06-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LENDLEASE FINANCE LIMITED                                          | LENDLEASE FINANCE LTD COMPANY GUAR REGS 10/27 3.4       | CUSIP: ACI1S9SQ6<br>LEI: 5493002EE2IQRQ3JUP44 | Long             | DBT              | CORP              | AU        |     1800000 | PA      | $1197052.53    | 0.01%             | 2027-10-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS5                               | LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS5 A1 144A       | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4983836 | PA      | $4991137.22    | 0.05%             | 2067-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR2                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A       | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16235 | PA      | $16339.10      | 0.00%             | 2045-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| AOZORA BANK LTD                                                    | AOZORA BANK SR UNSECURED REGS 09/26 5.9                 | CUSIP: ACI2JJCB2<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | DBT              | CORP              | JP        |     1900000 | PA      | $1912048.76    | 0.02%             | 2026-09-08      | Fixed         | 5.90%                 | 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