# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007220
**Filing Date:** 2026-5
**Character Count:** 380430
**Document Hash:** a10ba1db7d4c35ecad241edf2c46b9c8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007220.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007220

**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:** 261043389

**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 CommoditiesPLUS Strategy Fund (Series ID: S000028928)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000088650 | Class A             | PCLAX           |
| C000088651 | Class C             | PCPCX           |
| C000088654 | I-2                 | PCLPX           |
| C000088655 | Institutional Class | PCLIX           |
| C000200462 | I-3                 | PCLNX           |

## 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 CommoditiesPLUS Strategy Fund

- **b. EDGAR series identifier (if any):** S000028928

- **c. LEI of Series:** J3CR7RQMQGPILZT8TV36

**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:** $7940302509.89

**Total Liabilities:** $1328793959.03

**Net Assets:** $6611508550.86

**Amount of Assets Invested in Other Investment Companies:** $1850126933.95

**Delayed Delivery Securities:** $4738985.90

**Cash Not Reported:** $667960.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 103832.202000 | **1-Year:** 95408.822700 | **5-Year:** 113123.200600 | **10-Year:** 37152.017000 | **30-Year:** 0.000000

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

- **3-Month:** 4554.376700 | **1-Year:** 2393.902900 | **5-Year:** 9772.476300 | **10-Year:** 1479.223900 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000088650 | 6.97%                | 2.60%                | 17.79%               |
| Class ID C000088651 | 6.92%                | 2.62%                | 17.63%               |
| Class ID C000088654 | 7.14%                | 2.64%                | 17.81%               |
| Class ID C000200462 | 7.01%                | 2.65%                | 17.74%               |
| Class ID C000088655 | 7.01%                | 2.59%                | 17.92%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $23474227.81             | $53416287.01                               |
| Month 2  | $15876183.10             | $91835194.19                               |
| Month 3  | $615379635.00            | $-653201262.11                             |

**Designated Index Information**

- **Index Name:** UBS Prompt Commodity Total Return Index

- **Index Identifier:** CSIXTR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FANNIE MAE 2007-75                                                      | FANNIE MAE FNR 2007 75 VF                               | CUSIP: 31396W3K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     234035 | PA      | $233061.26     | 0.00%             | 2037-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  MAR27 XNYM 20270224                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -131 | NC      | $61037.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $77441.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER OPTION     DEC26P 85 EXP 11/24/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -1 | NC      | $-95910.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR MEI                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $49666512.66   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3397                                                        | FREDDIE MAC FHR 3397 FC                                 | CUSIP: 31397PLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78964 | PA      | $78869.11      | 0.00%             | 2037-12-15      | Floating      | 4.39%                 | 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      | $5760.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IODEX IO FUT      MAY26 XSIM 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |       1380 | NC      | $917630.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/41 2.125                             | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     139595 | PA      | $135208.00     | 0.00%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR1                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A3       | CUSIP: 939336X81<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     116537 | PA      | $113939.45     | 0.00%             | 2045-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2               | GM FINANCIAL SECURITIZED TERM GMCAR 2023 2 A3           | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     543194 | PA      | $543689.64     | 0.01%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLDMAN SACHS REPO REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  125500000 | PA      | $125500000.00  | 1.90%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR CIB                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $6907609.01    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F032666<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -14500000 | PA      | $-13264150.79  | -0.20%            | 2056-06-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     NOV26 NDEX 20261029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          7 | NC      | $118291.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAOCT26 IFEU 20261030                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         27 | NC      | $-6806.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PNC BANK NA                                                             | PNC BANK NA SR UNSECURED 07/28 VAR                      | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   16600000 | PA      | $16597904.08   | 0.25%             | 2028-07-21      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT MAY26C 75 EXP 04/16/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -57 | NC      | $-1534440.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BANK OF AMERICA CORPORATION SNR S* ICE                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $22012.87      | 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      | $-3730.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-9                                      | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A        | CUSIP: 41161PSK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     220455 | PA      | $208626.20     | 0.00%             | 2035-06-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR JUL26 XLME 20260713                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         10 | NC      | $22382.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMARAN CAVU LTD 2021-2A                                               | TRIMARAN CAVU LTD CAVU 2021 2A AR 144A                  | CUSIP: 89624UAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2400000 | PA      | $2399506.99    | 0.04%             | 2034-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                   | CROWN CASTLE                                            | CUSIP: 22823QD73<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1199019.96    | 0.02%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2025-1A                                   | LENDBUZZ SECURITIZATION TRUST LBZZ 2025 1A A2 144A      | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     643807 | PA      | $645465.90     | 0.01%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER OPTION     DEC26P 65 EXP 11/24/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -111 | NC      | $-4038180.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                                             | PHILLIPS 66                                             | CUSIP: 71855BE16<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7274585.05    | 0.11%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NY HARB ULSD FUT  SEP26 XNYM 20260831                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         58 | NC      | $1812354.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H15                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 DF          | CUSIP: 38380LA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1436044 | PA      | $1446025.22    | 0.02%             | 2069-09-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4               | GM FINANCIAL SECURITIZED TERM GMCAR 2024 4 A3           | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1102896.30    | 0.02%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERT 2007-20E                                 | SMALL BUSINESS ADMINISTRATION SBAP 2007 20E 1           | CUSIP: 83162CRA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7423 | PA      | $7418.66       | 0.00%             | 2027-05-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD FUT OPT(CMX) MAY26C 4900 EXP 04/27/2026            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -120 | NC      | $-980400.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LOANCORE ISSUER LTD 2021-CRE6                                           | LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A    | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      47020 | PA      | $47121.44      | 0.00%             | 2038-11-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COM FWD SMZ6 310.35 11/20/26 BPS                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $32680.81      | 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      | $157333.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO 2024-2 DAC 24-2A                                    | GROSVENOR PLACE CLO BV GROSV 2024 2A A 144A             | CUSIP: ACI2RYX19<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2312522.02    | 0.03%             | 2039-01-15      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR4                                     | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4       | CUSIP: 94983PAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77243 | PA      | $77006.99      | 0.00%             | 2036-04-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-7                                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5           | CUSIP: 126673EG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2519032 | PA      | $2301992.04    | 0.03%             | 2034-11-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                                          | CARMAX AUTO OWNER TRUST CARMX 2022 4 A3                 | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      99898 | PA      | $100008.16     | 0.00%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-18248.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                            | BECTON DICKINSON+CO.                                    | CUSIP: 07588MD11<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6599277.30    | 0.10%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                             | PHILLIPS 66                                             | CUSIP: 71855BDT6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7178198.40    | 0.11%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCM 31 LTD                                                              | LCM LTD PARTNERSHIP LCM 31A AR 144A                     | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2002604.30    | 0.03%             | 2034-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR MAY26 XLME 20260518                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -45 | NC      | $-248312.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-8162.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2004-1                                      | MLCC MORTGAGE INVESTORS INC MLCC 2004 1 2A2             | CUSIP: 59020UNP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20339 | PA      | $19270.58      | 0.00%             | 2034-12-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                   | CROWN CASTLE 04/26 ZCP                                  | CUSIP: 22823QD99<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1997899.60    | 0.03%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.2425 11/21/16-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-5340448.58   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $42246.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-A5                                     | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A9          | CUSIP: 59020UYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      58007 | PA      | $56762.47      | 0.00%             | 2035-06-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-7                                     | PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A       | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     112675 | PA      | $113083.45     | 0.00%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                            | BECTON DICKINSON+CO.                                    | CUSIP: 07588MDH6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399242.96     | 0.01%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F052656<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -116900000 | PA      | $-117287739.77 | -1.77%            | 2056-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XII-B LTD 2018-12BA                                  | NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A          | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     799940 | PA      | $800756.93     | 0.01%             | 2031-06-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO 2025-4 DAC 25-4A                                    | GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A             | CUSIP: ACI379GR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2311643.80    | 0.03%             | 2039-08-15      | Floating      | 3.38%                 | 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        |    3800000 | PA      | $3821862.16    | 0.06%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | KC HRW WHEAT FUT  JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -447 | NC      | $-1172504.48   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC-3179                                                        | FREDDIE MAC FHR 3179 FP                                 | CUSIP: 31396UF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85096 | PA      | $84440.02      | 0.00%             | 2036-07-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-123316.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | WHEAT FUTURE(CBT) SEP26 XCBT 20260914                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         76 | NC      | $84272.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-6                                     | PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A       | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115298 | PA      | $115478.51     | 0.00%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN FUTURE    MAY26 XCBT 20260514                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         92 | NC      | $416912.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 05/45 3                                 | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2010000 | PA      | $1530269.52    | 0.02%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                    | ERAC USA FINANCE LLC                                    | CUSIP: 26882SDL7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6485162.45    | 0.10%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COCOA FUTURE      MAY26 IFUS 20260513                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         37 | NC      | $-204797.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $168105.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                      | BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75         | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1609318.40    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2418.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL BM2000 FN 05/47 FIXED VAR                     | CUSIP: 3140J6GJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15082 | PA      | $14101.58      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                              | PACIFICORP 1ST MORTGAGE 03/29 4.25                      | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $988963.12     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | ECX EMISSION      DEC26 NDEX 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |         51 | NC      | $-678236.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2006-AR15                                  | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR15 A2        | CUSIP: 456610AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     539548 | PA      | $531482.77     | 0.01%             | 2036-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-113752.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM 39A LTD                                                             | LCM LTD PARTNERSHIP LCM 39A A1R2 144A                   | CUSIP: 50204NBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2000000 | PA      | $2000300.56    | 0.03%             | 2034-10-15      | Floating      | 4.70%                 | 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        |    2000000 | PA      | $2310337.46    | 0.03%             | 2036-10-22      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 3002 SCOTIA MSC                         | CUSIP: 965ZMP908<br>LEI: N/A                  | Long             | COMM             |  | US        |         29 | NS      | $134398.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST 2025-1A                                     | FCCU AUTO RECEIVABLES TRUST FCCU 2025 1A A2 144A        | CUSIP: 31424YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     618461 | PA      | $619910.13     | 0.01%             | 2029-01-16      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  MAR27 XNYM 20270222                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -445 | NC      | $-2852286.18   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MASTR ADJUSTABLE RATE MTGES TRU 2004-13                                 | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7         | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46551 | PA      | $46435.36      | 0.00%             | 2034-11-21      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR            | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3713973.24    | 0.06%             | 2028-01-24      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      OCT31 IFED 20310926                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         74 | NC      | $25530.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR5                                   | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1        | CUSIP: 86360JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44456 | PA      | $31437.95      | 0.00%             | 2036-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  DEC28 XNYM 20281120                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -141 | NC      | $426114.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD 2019-1A                                     | FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A      | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     694342 | PA      | $695045.40     | 0.01%             | 2032-07-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  DEC27 IFEU 20271029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       1612 | NC      | $4362363.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  APR27 IFEU 20270226                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -296 | NC      | $-3199691.82   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2008-20B                                | SMALL BUSINESS ADMINISTRATION SBAP 2008 20B 1           | CUSIP: 83162CRP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4841 | PA      | $4865.75       | 0.00%             | 2028-02-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL 787993 G2 06/55 FIXED 7                    | CUSIP: 3622ADXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     311853 | PA      | $317706.01     | 0.00%             | 2055-06-20      | Fixed         | 7.00%                 | 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        |    1903552 | PA      | $1904567.80    | 0.03%             | 2039-06-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   MAY26 XLME 20260518                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -54 | NC      | $-31262.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITY-PEACE PARK CLO LTD 2022-1A                                        | UNITY PEACE PARK CLO, LTD. UNPPK 2022 1A A1R 144A       | CUSIP: 913318AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3250000 | PA      | $3250912.28    | 0.05%             | 2035-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2                     | BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A2       | CUSIP: 07386UAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     187415 | PA      | $169284.13     | 0.00%             | 2046-09-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO 2022 XVIIIA LTD                                           | JAMESTOWN CLO LTD JTWN 2022 18A AR 144A                 | CUSIP: 47047RAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3504689.37    | 0.05%             | 2035-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-1912.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | TORONTO DOMINION BANK REPO DUMMY ASSET                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |  300000000 | PA      | $215656674.57  | 3.26%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-1                                   | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 1A1         | CUSIP: 68400DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1417887 | PA      | $927488.13     | 0.01%             | 2037-01-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  APR27 XNYM 20270329                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        131 | NC      | $-295607.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-16696.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER                                        | CUSIP: 49271KDW1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1394971.62    | 0.02%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2006-2                                      | MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A              | CUSIP: 590219AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        169 | PA      | $169.71        | 0.00%             | 2036-05-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $87.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | VARS GOLDLNPM 0.033489 09/25/26 JPM                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-893503.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 4002(BRNIKS 2) MSC                      | CUSIP: 936RVL901<br>LEI: N/A                  | Long             | COMM             |  | US        |         17 | NS      | $78785.08      | 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        |    3145607 | PA      | $3163999.12    | 0.05%             | 2055-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDA MORTGAGE LOAN TR 2005-AR1                                  | INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1        | CUSIP: 45660LZM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99689 | PA      | $75621.50      | 0.00%             | 2035-11-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER FUTURE     MAY26 XCEC 20260527                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -158 | NC      | $5350811.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                            | BARCLAYS PLC SR UNSECURED 09/28 VAR                     | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2600000 | PA      | $2610578.23    | 0.04%             | 2028-09-10      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP BCOMF1NTC BPS                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-474314.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $3947.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ICE RTD MONTH COA AUG26 IFEU 20260828                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         13 | NC      | $329309.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                     | CONSTELLATION ENERGY                                    | CUSIP: 21038QD27<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   13700000 | PA      | $13696684.60   | 0.21%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1200000 | PA      | $1198189.50    | 0.02%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/40 2.125                             | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1566341 | PA      | $1534514.93    | 0.02%             | 2040-02-15      | Fixed         | 2.12%                 | 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        |     187752 | PA      | $176158.74     | 0.00%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER                                        | CUSIP: 49271KE75<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   10050000 | PA      | $10005433.28   | 0.15%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE MAY26 XLME 20260518                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         68 | NC      | $-426187.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5             | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3761134 | PA      | $3783313.05    | 0.06%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-1CON                                      | BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON A 144A     | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     567009 | PA      | $568538.58     | 0.01%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/BCOMF1TC GST                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $187896.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                         | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      89000 | PA      | $86012.35      | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                                   | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A3          | CUSIP: 17307GW95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14657 | PA      | $14653.56      | 0.00%             | 2035-11-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                                   | ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A       | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1009217.70    | 0.02%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ICG EURO CLO 2021-1 DAC 21-1A                                           | INTERMEDIATE CAPITAL MANAGERS ICGE 2021 1A A 144A       | CUSIP: ACI299J93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    8000000 | PA      | $9250450.55    | 0.14%             | 2034-10-15      | Floating      | 3.07%                 | 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        |    2754351 | PA      | $2773798.02    | 0.04%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/42 0.75                              | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2474071 | PA      | $1908131.54    | 0.03%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  DEC26 IFEU 20261119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -11 | NC      | $-47141.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                      | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/27 4.45   | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2005998.74    | 0.03%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-4                                | GLS AUTO SELECT RECEIVABLES TR GSAR 2024 4A A2 144A     | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     528907 | PA      | $530093.11     | 0.01%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ASCENT EDUCATION FUNDING TRUST 2024-A                                   | ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A      | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     311414 | PA      | $317960.96     | 0.00%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1       | CUSIP: 23246KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5229151 | PA      | $1659153.24    | 0.03%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN MEAL FUTR DEC26 XCBT 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -11 | NC      | $2819.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVSL-2021-BA                                                           | NAVIENT STUDENT LOAN TRUST NAVSL 2021 BA A 144A         | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4820956 | PA      | $4401636.44    | 0.07%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  MAR27 IFEU 20270129                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -510 | NC      | $-4462397.95   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | US 10YR ULTRA FUT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         96 | NC      | $-203253.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CITIGROUP REPO REPO                     5807            | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    5800000 | PA      | $5800000.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR3                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 A1         | CUSIP: 92922FNH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15371 | PA      | $14729.22      | 0.00%             | 2034-06-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO 2022 XXA LTD                                               | TRINITAS CLO LTD TRNTS 2022 20A A1R 144A                | CUSIP: 89640EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    2900000 | PA      | $2900573.10    | 0.04%             | 2035-07-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A                           | UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A     | CUSIP: 91680YAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60652 | PA      | $60512.39      | 0.00%             | 2030-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GANOV26 IFEU 20261130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         27 | NC      | $-6806.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-1                                          | CARMAX AUTO OWNER TRUST CARMX 2023 1 A3                 | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     218989 | PA      | $219211.12     | 0.00%             | 2027-10-15      | Fixed         | 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      | $73470.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POST CLO 2022-1 LTD                                                     | POST CLO LTD POST 2022 1A AR 144A                       | CUSIP: 73742YAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1400000 | PA      | $1400309.57    | 0.02%             | 2035-04-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  JUL26 XNYM 20260622                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -324 | NC      | $-7918234.98   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                                          | FREMONT HOME LOAN TRUST FHLT 2006 C 2A3                 | CUSIP: 35729TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4966129 | PA      | $1959784.13    | 0.03%             | 2036-10-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3                           | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 3 A3          | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     258836 | PA      | $259550.34     | 0.00%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER                                        | CUSIP: 49271KDF8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1397550.56    | 0.02%             | 2026-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOSPHORUS CLO IX DAC 9A                                                 | BOSPHORUS CLO BOPHO 9A AR 144A                          | CUSIP: ACI396444<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2311700.44    | 0.03%             | 2038-04-15      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                  | CBRE SVCS INC DISC COML PAPER 06/26 ZCP                 | CUSIP: 12610CFC9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   15100000 | PA      | $14974633.76   | 0.23%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-1                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 A2 144A      | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     672843 | PA      | $674066.21     | 0.01%             | 2032-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $5334.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      JAN31 IFED 20301227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         74 | NC      | $38480.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION                        | MORGAN STANLEY PVT BANK SR UNSECURED 07/28 VAR          | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000185.12    | 0.02%             | 2028-07-06      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COFFEE 'C' FUTURE JUL26 IFUS 20260721                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -53 | NC      | $20182.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-222917.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  902100000 | PA      | $902100000.00  | 13.64%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $925.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 07/26 0.00000                             | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     941000 | PA      | $930569.41     | 0.01%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL OPT IPE JUN26C 98 EXP 04/27/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -100 | NC      | $-1357000.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DLLAA LLC 2025-1A                                                       | DLLAA LLC DLLAA 2025 1A A2 144A                         | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3585407 | PA      | $3594294.30    | 0.05%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-79016.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      MAR31 IFED 20310226                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         74 | NC      | $17205.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $16080.35      | 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      | $65396.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8462 FR 09/54 FIXED 5.5             | CUSIP: 3132DWMK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1825063 | PA      | $1835258.09    | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                    | JACKSON NATL LIFE GLOBAL SECURED 144A 01/27 4.9         | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1405343.13    | 0.02%             | 2027-01-13      | Fixed         | 4.90%                 | 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        |    5565677 | PA      | $5588251.60    | 0.08%             | 2054-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2008-20G                                | SMALL BUSINESS ADMINISTRATION SBAP 2008 20G 1           | CUSIP: 83162CRX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3458 | PA      | $3504.25       | 0.00%             | 2028-07-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| SHACKLETON CLO LTD 2019-14A                                             | SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A             | CUSIP: 81880XAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     850000 | PA      | $851130.88     | 0.01%             | 2034-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | CITIBANK NA SR UNSECURED 08/26 4.929                    | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11729601.59   | 0.18%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $5959.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 3 DAC 3A                                              | TORO EUROPEAN CLO TCLO 3A ARRE 144A                     | CUSIP: ACI37Y6D3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2311440.37    | 0.03%             | 2034-07-15      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                     | GLOBAL PMTS INC 04/26 ZCP                               | CUSIP: 37961DD15<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4699456.68    | 0.07%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-35535.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTEGO CLO III BV 3A                                                   | CONTEGO CLO DAC CONTE 3A ARR 144A                       | CUSIP: ACI2ZDDH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |    1000000 | PA      | $1155178.67    | 0.02%             | 2038-04-15      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      AUG31 IFED 20310729                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         74 | NC      | $21090.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-3                                | GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A     | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     231459 | PA      | $233456.27     | 0.00%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN FUTURE    JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         84 | NC      | $54660.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                              | FIDELITY NATL INFORMATION SVCS                          | CUSIP: 31622GDQ7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299199.03     | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  DEC29 IFEU 20291031                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -141 | NC      | $484754.68     | 0.01%             |  |  |  | No            |                  1 | 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        |    2416169 | PA      | $2438870.46    | 0.04%             | 2053-10-25      | Floating      | 4.86%                 | 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        |    8570221 | PA      | $8671555.55    | 0.13%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-4                                          | CARMAX AUTO OWNER TRUST CARMX 2025 4 A2A                | CUSIP: 14320HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28800000 | PA      | $28773737.28   | 0.44%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $107387.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CMBX.NA.AAA.8 SP DUB                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3.79          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/BCOMTR JPM                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-15489493.39  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-A10                                    | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5         | CUSIP: 76113LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7009816 | PA      | $1986977.07    | 0.03%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                     | CONSTELLATION ENERGY                                    | CUSIP: 21038QD19<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11398621.74   | 0.17%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $2432.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   54900000 | PA      | $54900000.00   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA3182 FN 11/47 FIXED 3.5                     | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     155015 | PA      | $144127.86     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | 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        |      30694 | PA      | $21964.84      | 0.00%             | 2036-01-26      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                           | UNICREDIT SPA REGS 06/27 VAR                            | CUSIP: ACI1Y1WH1<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     600000 | PA      | $597243.71     | 0.01%             | 2027-06-03      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $186991.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                     | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A       | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5977072 | PA      | $5030015.99    | 0.08%             | 2036-12-19      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| OFSI BSL X LTD                                                          | OFSI FUND LTD OFSBS 2021 10A AR 144A                    | CUSIP: 67115PAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4005172.28    | 0.06%             | 2034-04-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER                                        | CUSIP: 49271KE18<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11855827.20   | 0.18%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33330000 | PA      | $31428113.54   | 0.48%             | 2056-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-490954.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                                                 | FREDDIE MAC FHR 5426 AF                                 | CUSIP: 3137HCXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1829291 | PA      | $1838230.15    | 0.03%             | 2050-03-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1                      | BOF URSA FUNDING BVABS 2024 SN1 A3 144A                 | CUSIP: 072926AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     136840 | PA      | $137046.26     | 0.00%             | 2028-03-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  100000000 | PA      | $100000000.00  | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P4                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P4 A2         | CUSIP: 14689AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3834000 | PA      | $3833278.82    | 0.06%             | 2029-03-12      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| WHETSTONE PARK CLO LTD 2021-1A                                          | WHETSTONE PARK CLO LTD WHTPK 2021 1A A1R 144A           | CUSIP: 96329YAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2050000 | PA      | $2048975.00    | 0.03%             | 2035-01-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                    | JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     800000 | PA      | $805552.22     | 0.01%             | 2028-07-22      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB4                                        | COUNTRYWIDE HOME LOANS CWHL 2005 HYB4 2A1               | CUSIP: 12669GM24<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     556252 | PA      | $528857.57     | 0.01%             | 2035-08-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                   | CROWN CASTLE                                            | CUSIP: 22823QDE8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   24100000 | PA      | $24060608.55   | 0.36%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD 2024-1A                                  | PALMER SQUARE LOAN FUNDING LTD PSTAT 2024 1A A1R 144A   | CUSIP: 69703NAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1999675.78    | 0.03%             | 2032-10-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q029       | FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A              | CUSIP: 3137HHH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     949514 | PA      | $949086.81     | 0.01%             | 2027-08-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                      | VICI PROPERTIES LP SR UNSECURED 04/28 4.75              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     350000 | PA      | $350422.09     | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                  | CBRE SVCS INC DISC COML PAPER                           | CUSIP: 12610CD80<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   25300000 | PA      | $25277708.17   | 0.38%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | VARS GOLDLNPM 0.06325225 04/10/26 JPM                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $3122417.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  NOV26 XNYM 20261020                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        647 | NC      | $8031052.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAAUG26 IFEU 20260831                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -46 | NC      | $338378.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/47 0.875                             | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2241807 | PA      | $1591756.22    | 0.02%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL J16732 FG 10/26 FIXED 3               | CUSIP: 3128PWPR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21802 | PA      | $21712.34      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP JMABFNJ2 JPM                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $437884.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                                  | POST ROAD EQUIPMENT FINANCE PREF 2025 1A A2 144A        | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     817806 | PA      | $823428.74     | 0.01%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-2A                                                 | REACH FINANCIAL LLC REACH 2025 2A A 144A                | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     294727 | PA      | $295975.14     | 0.00%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER OPTION     DEC26C 65 EXP 11/24/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -111 | NC      | $-10484505.00  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| NAVESINK CLO 2 LTD 2024-2A                                              | NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A             | CUSIP: 63942YAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1450000 | PA      | $1450066.76    | 0.02%             | 2036-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN MEAL FUTR MAY26 XCBT 20260514                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        301 | NC      | $549101.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882         | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3734742.08    | 0.06%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  200000000 | PA      | $200000000.02  | 3.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-88980.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                  | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A3 144A      | CUSIP: 39571XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1011790.20    | 0.02%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                           | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 3 A3          | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16900000 | PA      | $16931609.76   | 0.26%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR JPM                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $17912443.91   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $2873.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      JUL31 IFED 20310626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         74 | NC      | $19795.00      | 0.00%             |  |  |  | No            |                  1 | 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        |     431888 | PA      | $404403.56     | 0.01%             | 2037-03-19      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TORONTO DOMINION BANK REPO DUMMY ASSET                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |  160000000 | PA      | $115016893.11  | 1.74%             |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2025-2                                     | UPSTART SECURITIZATION TRUST UPST 2025 2 A2 144A        | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     920426 | PA      | $923237.18     | 0.01%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPMENT 2024-LEAF1 LLC                                            | M+T EQUIPMENT NOTES MTLRF 2024 1A A2 144A               | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     334768 | PA      | $335452.34     | 0.01%             | 2031-08-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $636746.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN FUTURE    NOV26 XCBT 20261113                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        269 | NC      | $301405.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A                          | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A4 144A     | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1030204 | PA      | $1029685.41    | 0.02%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2004-17                  | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 17 A2          | CUSIP: 863579DS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     345124 | PA      | $330210.81     | 0.00%             | 2034-11-25      | 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      | $-72083.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP SPGCINP GST                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $206476.23     | 0.00%             |  |  |  | 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        |    7500000 | PA      | $7473399.75    | 0.11%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | SOCIETE GENERALE REGS 01/28 VAR                         | CUSIP: 83368TBH0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1281530.21    | 0.02%             | 2028-01-19      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| BARINGS EURO CLO 2025-1 DAC 25-1A                                       | BARINGS EURO CLO DAC BABSE 2025 1A A 144A               | CUSIP: ACI379GS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2307268.91    | 0.03%             | 2039-08-15      | Floating      | 3.43%                 | 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        |    3200000 | PA      | $3203250.59    | 0.05%             | 2034-10-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                             | PHILLIPS 66                                             | CUSIP: 71855BD82<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   27800000 | PA      | $27775160.70   | 0.42%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                   | AIR LEASE CORP DISC COML                                | CUSIP: 00913XDG5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8883426.42    | 0.13%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2024-2A                                                 | REACH FINANCIAL LLC REACH 2024 2A A 144A                | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      55502 | PA      | $55618.25      | 0.00%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                     | NEXTERA ENERGY CAPITAL COMPANY GUAR 02/28 4.85          | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11712069.92   | 0.18%             | 2028-02-04      | Fixed         | 4.85%                 | 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        |   30328746 | PA      | $30527759.78   | 0.46%             | 2054-11-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $223882.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT JUN26C 72 EXP 05/14/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -123 | NC      | $-2822850.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2024-3                                       | FLAGSHIP CREDIT AUTO TRUST FCAT 2024 3 A 144A           | CUSIP: 33843YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     296364 | PA      | $296607.21     | 0.00%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-4                                | GLS AUTO SELECT RECEIVABLES TR GSAR 2024 4A B 144A      | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $998633.40     | 0.02%             | 2030-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE FINANCE BV                                           | JONES LANG LASALLE FIN BV                               | CUSIP: 48002BD90<br>LEI: 7245008JNMAJF7J71W93 | Long             | DBT              | CORP              | NL        |   12300000 | PA      | $12287725.83   | 0.19%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $2833945.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COCOA FUTURE      JUL26 IFUS 20260716                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        147 | NC      | $92669.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-6                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2025 6 A1 144A      | CUSIP: 69549BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     899883 | PA      | $899827.53     | 0.01%             | 2026-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/28 0.5                               | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8035892 | PA      | $7975766.13    | 0.12%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-6                                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A5           | CUSIP: 126673BR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150434 | PA      | $147312.08     | 0.00%             | 2034-11-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2026-1 DAC 26-1A                    | PALMER SQUARE EUROPEAN LOAN FU PSTET 2026 1A A 144A     | CUSIP: ACI38ZH96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2100000 | PA      | $2427285.46    | 0.04%             | 2035-10-15      | Floating      | 3.15%                 | No            |                  3 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1                | ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A    | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     128913 | PA      | $129168.49     | 0.00%             | 2037-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3381                                                        | FREDDIE MAC FHR 3381 FA                                 | CUSIP: 31397KWR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     247365 | PA      | $247230.97     | 0.00%             | 2037-10-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| PPM CLO LTD 2019-3A                                                     | PPM CLO 3 LTD. PPMC 2019 3A A1R2 144A                   | CUSIP: 69355EAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1350000 | PA      | $1351216.93    | 0.02%             | 2034-07-17      | Floating      | 4.79%                 | 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        |    4467926 | PA      | $4507998.97    | 0.07%             | 2055-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   JUL26 XLME 20260713                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         41 | NC      | $19815.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                            | BARCLAYS PLC SR UNSECURED 03/28 VAR                     | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $403828.72     | 0.01%             | 2028-03-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-467176.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK INC                                               | CUSIP: 68269FDA4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3296336.34    | 0.05%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $14816.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRT/DUBAI 1ST LN  AUG26 IFEU 20260831                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         74 | NC      | $-22047.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  300000000 | PA      | $300000000.02  | 4.54%             |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-3                                          | CARMAX AUTO OWNER TRUST CARMX 2025 3 A3                 | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10700000 | PA      | $10730923.00   | 0.16%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                | AMERICAN EXPRESS CO SR UNSECURED 04/27 VAR              | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   24900000 | PA      | $24925577.28   | 0.38%             | 2027-04-23      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                         | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/26 2.6            | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     700000 | PA      | $697711.70     | 0.01%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER                                 | CUSIP: 40412DDN6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2393736.00    | 0.04%             | 2026-04-22      | None          | 0.00%                 | 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        |     681043 | PA      | $682113.35     | 0.01%             | 2040-07-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BLACKROCK EUROPEAN CLO XI DAC 11A                                       | BLACKROCK EUROPEAN CLO DAC BECLO 11A A 144A             | CUSIP: ACI1ZCH75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   11304000 | PA      | $13063628.62   | 0.20%             | 2034-07-17      | Floating      | 3.01%                 | 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        |    4350000 | PA      | $4347169.54    | 0.07%             | 2034-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  SEP26 XNYM 20260827                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         24 | NC      | $-74346.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      APR31 IFED 20310327                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         71 | NC      | $14910.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P2                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3         | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     733700 | PA      | $738676.26     | 0.01%             | 2029-07-10      | Fixed         | 5.33%                 | 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        |     775014 | PA      | $781513.30     | 0.01%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      JUN31 IFED 20310528                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         71 | NC      | $19170.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     MAY26 NDEX 20260429                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |         -4 | NC      | $-12664.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM MASTER TRUST 2025-2A                                             | AFFIRM MASTER TRUST AFRMT 2025 2A A 144A                | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1204061.52    | 0.02%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TR 2007-1                                 | THORNBURG MORTGAGE SECURITIES TMST 2007 1 A2B           | CUSIP: 88522EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1131466 | PA      | $803788.28     | 0.01%             | 2037-03-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN OIL FUTR  DEC26 XCBT 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         54 | NC      | $187577.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERT 2006-20F                                 | SMALL BUSINESS ADMINISTRATION SBAP 2006 20F 1           | CUSIP: 83162CQH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2052 | PA      | $2056.06       | 0.00%             | 2026-06-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| LCM 36 LTD                                                              | LCM LTD PARTNERSHIP LCM 36A A1R 144A                    | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3001163.52    | 0.05%             | 2034-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME LEAD FUTURE   MAY26 XLME 20260518                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -223 | NC      | $894912.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $2048.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP JMABNIU5 JPM                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $7782.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2022-NQM1 TRUST                                                     | MFRA TRUST MFRA 2022 NQM1 A1 144A                       | CUSIP: 55284PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2373219 | PA      | $2342230.20    | 0.04%             | 2066-12-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)                       | IBM CORP SR UNSECURED 02/28 4.65                        | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   23400000 | PA      | $23556616.67   | 0.36%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER                                 | CUSIP: 40412DEJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1192953.60    | 0.02%             | 2026-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                             | PHILLIPS 66                                             | CUSIP: 71855BDQ2<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7878749.79    | 0.12%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  JUN26 IFEU 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        222 | NC      | $-186699.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9377000 | PA      | $9312530.51    | 0.14%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  JAN27 XNYM 20261221                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        228 | NC      | $2214285.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-42057.47     | -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      | $-477169.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2006-S3                                  | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S3 A4         | CUSIP: 46628VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     578441 | PA      | $571232.28     | 0.01%             | 2036-08-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8469 FR 10/54 FIXED 5.5             | CUSIP: 3132DWMS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      80910 | PA      | $81374.68      | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4                    | BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A3          | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     704209 | PA      | $705173.85     | 0.01%             | 2028-09-15      | Fixed         | 4.72%                 | 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        |    4531603 | PA      | $4563384.30    | 0.07%             | 2054-10-25      | Floating      | 4.61%                 | 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        |    2000000 | PA      | $2304737.60    | 0.03%             | 2038-08-15      | Floating      | 3.15%                 | 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        |    1000000 | PA      | $1152889.28    | 0.02%             | 2036-07-25      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2024-2                                     | DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A3            | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     596589 | PA      | $596893.84     | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                               | JABIL INC                                               | CUSIP: 46652MED3<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   14400000 | PA      | $14320948.32   | 0.22%             | 2026-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  APR27 XNYM 20270322                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -290 | NC      | $-2587168.10   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE & CO                                                    | JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305638.24     | 0.00%             | 2029-07-24      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16       | CUSIP: 02151BBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1325210 | PA      | $487586.42     | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 04/29 3.875                             | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2787368 | PA      | $3007850.51    | 0.05%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD 100 OZ FUTR  JUN26 XCEC 20260626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         40 | NC      | $224032.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $127853.49     | 0.00%             |  |  |  | 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        |    4145000 | PA      | $4153091.89    | 0.06%             | 2027-06-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | GOLDMAN SACHS GROUP INC SR UNSECURED 07/30 VAR          | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     400000 | PA      | $404882.62     | 0.01%             | 2030-07-23      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 LTD                                                        | MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A      | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     374895 | PA      | $375282.93     | 0.01%             | 2037-02-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1100000 | PA      | $1093673.75    | 0.02%             | 2026-05-28      | 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      | $782773.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2856.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A1                                     | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A1        | CUSIP: 161630AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18147 | PA      | $18305.89      | 0.00%             | 2037-02-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAMAY26 IFEU 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -92 | NC      | $1932413.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                          | MORGAN STANLEY SR UNSECURED 01/28 VAR                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     148000 | PA      | $145698.72     | 0.00%             | 2028-01-21      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2200000 | PA      | $2191997.50    | 0.03%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2024-1                                       | FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A          | CUSIP: 33843VAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70961 | PA      | $70993.66      | 0.00%             | 2028-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4906000 | PA      | $4899577.90    | 0.07%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL BL6406 FN 05/27 FIXED 1.63                    | CUSIP: 3140HYDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21800000 | PA      | $21228235.27   | 0.32%             | 2027-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 10YR NOTE (CBT)JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -1332 | NC      | $1326930.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5549                                                 | FREDDIE MAC FHR 5549 BF                                 | CUSIP: 3137HLS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4392694 | PA      | $4435443.60    | 0.07%             | 2055-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ALBACORE EURO CLO IV DAC 4A                                             | ALBACORE EURO CLO ALBAC 4A AR 144A                      | CUSIP: ACI2Q3N92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     999835 | PA      | $1157092.86    | 0.02%             | 2035-07-15      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  DEC27 XNYM 20271119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -981 | NC      | $706168.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER                                        | CUSIP: 49271KD76<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2897665.50    | 0.04%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/26 0.125                             | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5592482 | PA      | $5673393.81    | 0.09%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $28338.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  OCT26 IFEU 20260828                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        284 | NC      | $5223821.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 37 CAPITAL CLO I 2021-1A                                                | 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A                | CUSIP: 88430TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3504789.33    | 0.05%             | 2034-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-98                                                      | FANNIE MAE FNR 2006 98 FA                               | CUSIP: 31396K5N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7270 | PA      | $7225.11       | 0.00%             | 2036-10-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                            | ALIMENTATION COUCHETARD INC                             | CUSIP: 01626VD18<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    3500000 | PA      | $3499609.40    | 0.05%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5499                                                 | FREDDIE MAC FHR 5499 FH                                 | CUSIP: 3137HJWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1155843 | PA      | $1165692.86    | 0.02%             | 2055-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  611700000 | PA      | $611700000.04  | 9.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COCOA FUTURE      SEP26 IFUS 20260915                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -52 | NC      | $28817.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                                             | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                 | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |    9546171 | PA      | $93695665.44   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER                                        | CUSIP: 49271KD92<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8990651.70    | 0.14%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                                              | AMETEK INC DISC COML                                    | CUSIP: 03111CD67<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1598937.92    | 0.02%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER 05/26 ZCP                       | CUSIP: 40412DED7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   17900000 | PA      | $17806309.61   | 0.27%             | 2026-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                 | BANK OF NOVA SCOTIA SR UNSECURED 06/27 5.4              | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   15700000 | PA      | $15904040.18   | 0.24%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 4 LP 2024-2                                       | PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A               | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     653932 | PA      | $656098.20     | 0.01%             | 2039-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR JPM                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $978436.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                          | CARMAX AUTO OWNER TRUST CARMX 2024 3 A3                 | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $503521.40     | 0.01%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                                                 | FREDDIE MAC FHR 5426 CF                                 | CUSIP: 3137HCY22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     975629 | PA      | $971181.62     | 0.01%             | 2050-12-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LEAN HOGS FUTURE  JUN26 XCME 20260612                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -428 | NC      | $613166.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                  | DIAMONDBACK ENERGY INC COMPANY GUAR 04/27 5.2           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403239.55     | 0.01%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                              | LEIDOS INC                                              | CUSIP: 52533BDU3<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   12400000 | PA      | $12359681.40   | 0.19%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5                           | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3          | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     603990 | PA      | $604652.01     | 0.01%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | ELEVANCE HEALTH INC                                     | CUSIP: 28621BDD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8587498.18    | 0.13%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUNDS POINT CLO IV-R LTD 2013-3RA                                      | SOUND POINT CLO LTD SNDPT 2013 3RA A 144A               | CUSIP: 83609YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     341961 | PA      | $342300.76     | 0.01%             | 2031-04-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-43823.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CORN FUTURE       JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        493 | NC      | $93629.67      | 0.00%             |  |  |  | No            |                  1 | 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        |    2000000 | PA      | $2310793.79    | 0.03%             | 2037-10-15      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      SEP31 IFED 20310827                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         71 | NC      | $22542.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $257484.89     | 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      | $-71669.70     | -0.00%            |  |  |  | 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        |    4000000 | PA      | $4002421.76    | 0.06%             | 2034-10-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA                                                  | JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11         | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $9453824.68    | 0.14%             | 2026-12-08      | Fixed         | 5.11%                 | 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        |     129044 | PA      | $129040.42     | 0.00%             | 2038-04-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                               | ROGERS COMMUNICATIONS                                   | CUSIP: 77511MDG3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    7700000 | PA      | $7686061.46    | 0.12%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CORN FUTURE       SEP26 XCBT 20260914                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -532 | NC      | $-619878.51    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-4                                          | CARMAX AUTO OWNER TRUST CARMX 2023 4 A3                 | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     667094 | PA      | $673830.59     | 0.01%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR14                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR14 A1        | CUSIP: 939336V91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18455 | PA      | $18066.07      | 0.00%             | 2035-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA                               | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A    | CUSIP: 78449VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     135025 | PA      | $134703.28     | 0.00%             | 2054-09-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| KKR CLO 33 LTD 33A                                                      | KKR FINANCIAL CLO LTD KKR 33A AR 144A                   | CUSIP: 48254QAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     850000 | PA      | $850872.30     | 0.01%             | 2034-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-22                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 22 IO           | CUSIP: 38378BDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     564964 | PA      | $3.62          | 0.00%             | 2053-10-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | BROADCOM INC SR UNSECURED 07/27 5.05                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5798000 | PA      | $5858964.64    | 0.09%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER                                        | CUSIP: 49271KDU5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1594654.88    | 0.02%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-1A                       | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A3 144A    | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19050000 | PA      | $19181443.10   | 0.29%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL AJ7717 FN 12/26 FIXED 3                       | CUSIP: 3138E0SF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38859 | PA      | $38652.43      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                      | ORACLE CORP SR UNSECURED 08/28 4.8                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2101227.98    | 0.03%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  DEC26 XNYM 20261120                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       3008 | NC      | $18951845.09   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5557                                                 | FREDDIE MAC FHR 5557 FM                                 | CUSIP: 3137HLZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3911023 | PA      | $3933864.24    | 0.06%             | 2055-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  100000000 | PA      | $100000000.01  | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA/NEW YORK BRANCH                                  | GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR           | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1401772.39    | 0.02%             | 2027-05-21      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ST PAUL'S CLO XII DAC 12A                                               | ST PAULS CLO SPAUL 12A A 144A                           | CUSIP: ACI1MLB75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    7594401 | PA      | $8784652.53    | 0.13%             | 2033-04-15      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      NOV31 IFED 20311029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         71 | NC      | $28755.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $554410.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LONG GILT FUTURE  JUN26 IFLL 20260626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-6764.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-32926.69     | -0.00%            |  |  |  | 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        |    2829440 | PA      | $2842899.29    | 0.04%             | 2055-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  DEC26 IFEU 20261030                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        297 | NC      | $974093.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES7                                           | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A     | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     605097 | PA      | $604797.68     | 0.01%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MERRION SQUARE RESIDENTIAL 2024-1 DAC24-1A                              | MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A         | CUSIP: ACI2PXBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    2221234 | PA      | $2574874.22    | 0.04%             | 2081-03-24      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1215.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $134.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG          | CUSIP: 38380LJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2168446 | PA      | $2185519.88    | 0.03%             | 2068-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALT MTGE SEC 2005-AA2                                     | FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA2 2A1       | CUSIP: 32051GHL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83441 | PA      | $82814.15      | 0.00%             | 2035-04-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/27 0.375                             | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     201946 | PA      | $202356.90     | 0.00%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $4813300.15    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-400.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-3                    | BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A3          | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      38910 | PA      | $38924.59      | 0.00%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-112417.19    | -0.00%            |  |  |  | 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        |     400000 | PA      | $400303.62     | 0.01%             | 2026-06-10      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 4003 (BRINKS 3 MSC                      | CUSIP: 936RTU904<br>LEI: N/A                  | Long             | COMM             |  | US        |          8 | NS      | $37075.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-14749.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                     | WELLS FARGO BANK NA SR UNSECURED 12/26 5.254            | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   28200000 | PA      | $28408152.94   | 0.43%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR SOG                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $24836077.52   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     399000 | PA      | $396783.12     | 0.01%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 5.45    | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2104188.53    | 0.03%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DRYDEN 86 CLO LTD 2020-86A                                              | DRYDEN SENIOR LOAN FUND DRSLF 2020 86A A1R2 144A        | CUSIP: 26245XAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1501564.58    | 0.02%             | 2034-07-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                         | AES CORP DISC COML PAPER                                | CUSIP: 00809KD21<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1999553.40    | 0.03%             | 2026-04-02      | None          | 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      | $2532.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     600000 | PA      | $596981.26     | 0.01%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | KBCZ26C45 DEC26 45 CALL FSO                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        739 | NC      | $55425.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5473                                                 | FREDDIE MAC FHR 5473 FA                                 | CUSIP: 3137HHFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13173064 | PA      | $13217678.66   | 0.20%             | 2054-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | TORONTO DOMINION BANK SR UNSECURED 01/28 4.861          | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   10800000 | PA      | $10891379.12   | 0.16%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL J17508 FG 12/26 FIXED 3               | CUSIP: 3128PXKV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     380358 | PA      | $378714.81     | 0.01%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER OPTION     DEC26C 120 EXP 11/24/2026             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -45 | NC      | $-1264275.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                    | JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6      | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     850000 | PA      | $850200.77     | 0.01%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CLO V BV 5A                                                     | TIKEHAU TIKEH 5A AR 144A                                | CUSIP: ACI2YQ816<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2311041.14    | 0.03%             | 2038-10-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GADEC26 IFEU 20261231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -19 | NC      | $185210.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SILVER OPTION     MAY26P 80 EXP 04/27/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -10 | NC      | $-416100.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  AUG26 XNYM 20260721                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -293 | NC      | $-5593754.61   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| MF1 2022-FL9 LLC                                                        | MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A      | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1512576 | PA      | $1513065.07    | 0.02%             | 2037-06-19      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6            | CUSIP: 1266735Z1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2084789 | PA      | $2060027.74    | 0.03%             | 2035-12-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 36 LTD 2025-52A                                            | SYMPHONY CLO LTD SYMP 2025 52A AR 144A                  | CUSIP: 87170MAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2050000 | PA      | $2049845.06    | 0.03%             | 2036-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2025-3 DAC 25-3A                    | PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A     | CUSIP: ACI309N95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1500000 | PA      | $1733969.17    | 0.03%             | 2035-07-15      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | BANK OF AMERICA CORP SR UNSECURED 09/27 VAR             | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5437943.69    | 0.08%             | 2027-09-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                               | JABIL INC                                               | CUSIP: 46652MD28<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16995744.90   | 0.26%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC HOME EQUITY LOAN ABS TR 2004-B                                  | INDYMAC HOME EQUITY LOAN ASSET INHEL 2004 B M1          | CUSIP: 456606FA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     104785 | PA      | $105121.97     | 0.00%             | 2034-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL G18666 FG 11/32 FIXED 3               | CUSIP: 3128MMW41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6077244 | PA      | $5908245.21    | 0.09%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNPP AM EURO CLO 2019 BV 19-1A                                          | BNPP AM EURO CLO BNPAM 2019 1A AR 144A                  | CUSIP: ACI21M4V9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    6271146 | PA      | $7240014.81    | 0.11%             | 2032-07-22      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-257627.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAJUN26 IFEU 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         31 | NC      | $-15724.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | IODEX IO FUT      JUL26 XSIM 20260731                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |       1046 | NC      | $-38636.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AES CORPORATION                                                         | AES CORP DISC COML PAPER                                | CUSIP: 00809KDH8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4790577.60    | 0.07%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | ELEVANCE HEALTH INC                                     | CUSIP: 28621BD10<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5999334.60    | 0.09%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                               | JABIL INC                                               | CUSIP: 46652MDG7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1397196.92    | 0.02%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST MORTGAGE 11/32 5.95             | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     400000 | PA      | $420804.43     | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                                     | FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A3            | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     260136 | PA      | $260580.82     | 0.00%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | MORGAN STANLEY SR UNSECURED 02/29 VAR                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101128.39     | 0.00%             | 2029-02-01      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  JAN27 XNYM 20261229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -79 | NC      | $27355.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                                             | CITIBANK NA SR UNSECURED 12/26 5.488                    | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6148689.96    | 0.09%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-HE3                                   | MORGAN STANLEY CAPITAL INC MSAC 2005 HE3 M5             | CUSIP: 61744CSK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2514568 | PA      | $2481988.67    | 0.04%             | 2035-07-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2025-1                                     | VEROS AUTO RECEIVABLES TRUST VEROS 2025 1 A 144A        | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     215281 | PA      | $216017.37     | 0.00%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST 2006-1                                                  | CHASEFLEX TRUST CFLX 2006 1 A4                          | CUSIP: 16165LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36296 | PA      | $31268.12      | 0.00%             | 2036-06-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| RISERVA CLO LTD 2016-3A                                                 | RISERVA CLO, LTD. RSRVA 2016 3A AR3 144A                | CUSIP: 76761RBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1550000 | PA      | $1551024.46    | 0.02%             | 2034-01-18      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO X 2020-10A                                             | OCEAN TRAILS CLO OCTR 2020 10A AR2 144A                 | CUSIP: 67516CAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3003506.25    | 0.05%             | 2034-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-5                                         | BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1              | CUSIP: 07386HUM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     373238 | PA      | $225112.50     | 0.00%             | 2035-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-103949.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8494 FR 01/55 FIXED 5.5             | CUSIP: 3132DWNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16283867 | PA      | $16374831.54   | 0.25%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR8                                   | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR8 A1         | CUSIP: 86359LGE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17637 | PA      | $17040.66      | 0.00%             | 2035-05-19      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                 | NTT FINANCE CORP SR UNSECURED 144A 07/28 4.62           | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $602378.96     | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $12549.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | UK NATURAL GAS FUTJUN26 IFEU 20260528                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         11 | NC      | $916.66        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS ALLIANCE AUTO LOANS GERMANY V 2024-1                               | CARS ALLIANCE CAR 2024 G1V A REGS                       | CUSIP: ACI2NDC04<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |    1350532 | PA      | $1562840.71    | 0.02%             | 2036-01-18      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-10                                    | PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A      | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131487 | PA      | $131903.88     | 0.00%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-EC2                     | BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC2 M3        | CUSIP: 07387UDT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3806046 | PA      | $3780742.05    | 0.06%             | 2036-02-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 2022-27A LTD                                                   | AMERICAN MONEY MANAGEMENT CORP AMMC 2022 27A A1R 144A   | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1100068.30    | 0.02%             | 2037-01-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-1                                           | OPORTUN FUNDING LLC OPTN 2025 1 A 144A                  | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     128867 | PA      | $128921.30     | 0.00%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | JET CIFNWEVSLSGO  APR26 IFEU 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -15 | NC      | $549388.45     | 0.01%             |  |  |  | No            |                  1 | 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        |     200000 | PA      | $199977.63     | 0.00%             | 2026-09-06      | Fixed         | 4.40%                 | 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        |       2925 | PA      | $2822.04       | 0.00%             | 2035-09-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-1                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 1 A11 144A     | CUSIP: 17332CBX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107842 | PA      | $108416.58     | 0.00%             | 2054-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2004-HE4                                            | ACE SECURITIES CORP. ACE 2004 HE4 M1                    | CUSIP: 004421JH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     277533 | PA      | $256082.72     | 0.00%             | 2034-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                             | RIO TINTO FIN USA PLC COMPANY GUAR 03/28 4.5            | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1407138.12    | 0.02%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-32939.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     353000 | PA      | $351468.52     | 0.01%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST                              | TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 A A3            | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     305643 | PA      | $306069.32     | 0.00%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | US ULTRA BOND CBT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -262 | NC      | $1101422.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER                                        | CUSIP: 49271KDT8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $10864946.69   | 0.16%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  JUN27 XNYM 20270520                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -798 | NC      | $-5668892.83   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-4A                                          | CHASE AUTO OWNER TRUST CHAOT 2024 4A A3 144A            | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8932502 | PA      | $8989814.04    | 0.14%             | 2029-07-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PROVIDUS CLO V DAC 5A                                                   | PROVIDUS CLO PRVD 5A AR 144A                            | CUSIP: ACI3128Y1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    6000000 | PA      | $6931081.74    | 0.10%             | 2039-11-15      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CLO IX DAC 9A                                                   | TIKEHAU CLO IX DAC TIKEH 9A AR 144A                     | CUSIP: ACI2S1SP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1155702.39    | 0.02%             | 2037-01-20      | Floating      | 3.25%                 | 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        |    7000000 | PA      | $6881855.40    | 0.10%             | 2029-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  MAY27 IFEU 20270331                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -210 | NC      | $-2229003.62   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-67286.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR MAY26 XLME 20260518                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         45 | NC      | $347129.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE MAY26 XLME 20260518                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -53 | NC      | $58902.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     AUG26 NDEX 20260730                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          9 | NC      | $147913.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                              | SPACE COAST CREDIT UNION SCCU 2025 1A A2 144A           | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1108327 | PA      | $1110361.55    | 0.02%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                   | AIR LEASE CORP DISC COML                                | CUSIP: 00913XDE0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   15650000 | PA      | $15624611.01   | 0.24%             | 2026-04-14      | None          | 0.00%                 | 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        |     218455 | PA      | $218681.56     | 0.00%             | 2030-10-25      | 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      | $36543.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  135000000 | PA      | $127127839.50  | 1.92%             | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  NOV26 IFEU 20260930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        778 | NC      | $12162887.57   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  FEB27 IFEU 20261230                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        122 | NC      | $1053554.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-3928.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | KC HRW WHEAT FUT  MAY26 XCBT 20260514                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       1631 | NC      | $6131641.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $70644.01      | 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      | $-214101.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3A LTD                                  | PALMER SQUARE LOAN FUNDING LTD PSTAT 2024 3A A1R 144A   | CUSIP: 69690EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1999630.10    | 0.03%             | 2032-08-08      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                            | ALIMENTATION COUCHETARD INC                             | CUSIP: 01626VDG5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    6200000 | PA      | $6188791.02    | 0.09%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST 2025-INV1                                      | OCEANVIEW MORTGAGE TRUST BVINV 2025 1 AF1 144A          | CUSIP: 67551WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     202911 | PA      | $203079.02     | 0.00%             | 2054-11-25      | Floating      | 4.46%                 | 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      | $30019.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                      | RGA GLOBAL FUNDING SECURED 144A 01/30 5.25              | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2136977.77    | 0.03%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR           | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2108658.68    | 0.03%             | 2028-01-14      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-1                                                | FANNIE MAE FNR 2025 1 FD                                | CUSIP: 3136BUZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     901292 | PA      | $909243.27     | 0.01%             | 2055-02-25      | Floating      | 4.86%                 | 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        |   16000000 | PA      | $16032165.28   | 0.24%             | 2027-07-23      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-174471.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER 05/26 ZCP                       | CUSIP: 40412DE13<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3287684.07    | 0.05%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WHEAT FUTURE(CBT) MAY26 XCBT 20260514                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -1470 | NC      | $-5294796.80   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5                             | TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A            | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1630701 | PA      | $1634909.35    | 0.02%             | 2039-02-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                | HYATT HOTELS CORP SR UNSECURED 03/28 5.05               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403493.05     | 0.01%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5495                                                 | FREDDIE MAC FHR 5495 AF                                 | CUSIP: 3137HJ2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1646398 | PA      | $1659320.83    | 0.03%             | 2055-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2409000 | PA      | $2397356.50    | 0.04%             | 2026-05-19      | None          | 0.00%                 | 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        |     500000 | PA      | $501326.70     | 0.01%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2019-BA                                      | NAVIENT STUDENT LOAN TRUST NAVSL 2019 BA A2B 144A       | CUSIP: 63941LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2563451 | PA      | $2563030.30    | 0.04%             | 2059-12-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-75789.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     DEC26 NDEX 20261127                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          7 | NC      | $128148.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR11                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR11 A         | CUSIP: 92922FYA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11525 | PA      | $10823.07      | 0.00%             | 2034-10-25      | Floating      | 5.90%                 | 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      | $33728.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      FEB31 IFED 20310129                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         66 | NC      | $15840.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                                             | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   54724015 | PA      | $532957183.34  | 8.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                     | NEXTERA ENERGY CAP HLDGS INC                            | CUSIP: 65339NDM3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1795771.62    | 0.03%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER                                 | CUSIP: 40412DDH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7385205.18    | 0.11%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXIV LTD                                               | MARBLE POINT CLO XXIV LTD MP24 2022 1A A1R 144A         | CUSIP: 56607WAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2100000 | PA      | $2100559.52    | 0.03%             | 2035-04-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      MAY31 IFED 20310428                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         74 | NC      | $18685.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  JUL26 IFEU 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -240 | NC      | $-6002435.81   | -0.09%            |  |  |  | No            |                  1 | 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        |    4000000 | PA      | $4004879.52    | 0.06%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $110547.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-C                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A3           | CUSIP: 448976AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1807003.26    | 0.03%             | 2029-05-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAMAY26 IFEU 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         31 | NC      | $-15724.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | LIVE CATTLE FUTR  JUN26 XCME 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        230 | NC      | $749495.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-40976.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR RBC                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $18752495.84   | 0.28%             |  |  |  | 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        |    3000000 | PA      | $3003910.68    | 0.05%             | 2034-04-17      | Floating      | 4.91%                 | 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        |    1700000 | PA      | $1698904.78    | 0.03%             | 2044-08-18      | Floating      | 5.11%                 | 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        |    2829472 | PA      | $2831967.25    | 0.04%             | 2033-04-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COPPER FUTURE     MAY26 XCEC 20260527                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-8161.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BLUEMOUNTAIN CLO XXXIV LTD                                              | BLUEMOUNTAIN CLO LTD BLUEM 2022 34A AR 144A             | CUSIP: 09631JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1500358.85    | 0.02%             | 2035-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL CA1535 FN 02/48 FIXED 3.5                     | CUSIP: 3140Q8V51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29676 | PA      | $27655.30      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GANOV26 IFEU 20261130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -19 | NC      | $185210.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                     | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR    | CUSIP: ACI0ZY1X9<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |     500000 | PA      | $613640.59     | 0.01%             | 2028-01-18      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER FUTURE     DEC26 XCEC 20261229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         77 | NC      | $-7884363.21   | -0.12%            |  |  |  | No            |                  1 | 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        |    3978531 | PA      | $3980906.20    | 0.06%             | 2034-10-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-59857.59     | -0.00%            |  |  |  | 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        |    2650000 | PA      | $2653508.68    | 0.04%             | 2035-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                              | SPACE COAST CREDIT UNION SCCU 2025 1A A4 144A           | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1507883.70    | 0.02%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| LCM 30 LTD                                                              | LCM LTD PARTNERSHIP LCM 30A AR 144A                     | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     152086 | PA      | $152255.74     | 0.00%             | 2031-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA3210 FN 12/47 FIXED 3.5                     | CUSIP: 31418CR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     378244 | PA      | $351117.32     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-3AL                                                 | ACHV ABS TRUST ACHV 2024 3AL A 144A                     | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     344549 | PA      | $346742.14     | 0.01%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER                                        | CUSIP: 49271KD84<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6494009.60    | 0.10%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  JUN27 IFEU 20270430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -761 | NC      | $-8275626.80   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR MAC                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $2804930.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                    | ERAC USA FINANCE LLC                                    | CUSIP: 26882SDA1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4594840.18    | 0.07%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4500000 | PA      | $4486860.59    | 0.07%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 05/26 1.625                             | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25577000 | PA      | $25509637.60   | 0.39%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GASEP26 IFEU 20260930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -46 | NC      | $342978.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $15239.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-1CON                                      | BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON B 144A     | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     809280 | PA      | $814433.70     | 0.01%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-E                                          | FREMONT HOME LOAN TRUST FHLT 2006 E 1A1                 | CUSIP: 35729NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1332127 | PA      | $687659.83     | 0.01%             | 2037-01-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE JUL26 XLME 20260713                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         56 | NC      | $-69100.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT MAY26C 71 EXP 04/16/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -57 | NC      | $-1749330.00   | -0.03%            |  |  |  | No            |                  1 | 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        |    1223169 | PA      | $1212673.78    | 0.02%             | 2053-01-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                     | NEXTERA ENERGY CAP HLDGS INC                            | CUSIP: 65339NDL5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4889050.95    | 0.07%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER 04/26 ZCP                       | CUSIP: 40412DDG1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13900000 | PA      | $13873888.85   | 0.21%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   MAY26 XLME 20260518                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         65 | NC      | $-81732.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                    | EUROSAIL PLC ESAIL 2007 3X A3A REGS                     | CUSIP: ACI01JMT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     171368 | PA      | $226833.42     | 0.00%             | 2045-06-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-1PL                                                 | ACHV ABS TRUST ACHV 2024 1PL A 144A                     | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      36042 | PA      | $36160.83      | 0.00%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER OPTION     DEC26C 100 EXP 11/24/2026             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -56 | NC      | $-2262400.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-51926.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARROWMARK COLORADO HOLDINGS 2018-3A                                     | ELEVATION CLO LTD AWPT 2018 3A A1R2 144A                | CUSIP: 28623VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8600000 | PA      | $8604827.44    | 0.13%             | 2035-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COFFEE 'C' FUTURE SEP26 IFUS 20260918                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -35 | NC      | $-5450.55      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR           | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2651895.36    | 0.04%             | 2027-10-15      | Floating      | 4.45%                 | 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        |    2372538 | PA      | $3142258.64    | 0.05%             | 2053-07-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                    | JPMORGAN CHASE + CO SR UNSECURED 06/29 VAR              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190330.00     | 0.00%             | 2029-06-01      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| TRINITY SQUARE 2021-1 PLC A                                             | TRINITY SQUARE TRINI 2021 1A AR 144A                    | CUSIP: ACI2NNG08<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    1026625 | PA      | $1359587.02    | 0.02%             | 2059-07-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WHEAT FUTURE(CBT) JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -279 | NC      | $-290112.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | KC HRW WHEAT FUT  SEP26 XCBT 20260914                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        210 | NC      | $438201.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/BCOMF1NTC GST                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-5593367.73   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CAD SOLD USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-133.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COFFEE 'C' FUTURE MAY26 IFUS 20260518                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -13 | NC      | $-24244.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THAYER PARK CLO LTD 2017-1A                                             | THAYER PARK CLO, LTD. THAYR 2017 1A A1RR 144A           | CUSIP: 883310AW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1050000 | PA      | $1049574.39    | 0.02%             | 2034-04-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  JAN27 IFEU 20261130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        420 | NC      | $5303268.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | MORGAN STANLEY BANK NA SR UNSECURED 07/28 VAR           | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301840.34     | 0.00%             | 2028-07-14      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER                                        | CUSIP: 49271KDD3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4692898.30    | 0.07%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      DEC31 IFED 20311125                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         74 | NC      | $53835.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19737000 | PA      | $19559786.42   | 0.30%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR JUL26 XLME 20260713                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -12 | NC      | $-31931.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                 | EQUITABLE FINANCIAL LIFE SR SECURED 144A 04/27 4.6      | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   15800000 | PA      | $15822010.19   | 0.24%             | 2027-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-2PL                                                 | ACHV ABS TRUST ACHV 2024 2PL A 144A                     | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      92859 | PA      | $93207.92      | 0.00%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CORN FUTURE       MAY26 XCBT 20260514                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -454 | NC      | $-475907.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                       | EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 A2          | CUSIP: 30185EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1719603 | PA      | $1721536.19    | 0.03%             | 2029-06-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST REF MORT 03/28 3.65             | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492262.96     | 0.01%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | TARGA RES CORP                                          | CUSIP: 87613LE47<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2689485.39    | 0.04%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H20                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H20 F           | CUSIP: 38380LR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3351982 | PA      | $3387372.94    | 0.05%             | 2069-12-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | JET CIFNWEVSLSGO  JUN26 IFEU 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -3 | NC      | $-121122.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                           | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A3          | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10500000 | PA      | $10537581.60   | 0.16%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5383                                                 | FREDDIE MAC FHR 5383 AF                                 | CUSIP: 3137HBGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1817012 | PA      | $1833004.14    | 0.03%             | 2048-08-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR JPY MUTK/0.4000 12/15/21-24Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $2311.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                           | UNICREDIT SPA 144A 06/27 VAR                            | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     300000 | PA      | $298621.86     | 0.00%             | 2027-06-03      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                         | AES CORP DISC COML PAPER                                | CUSIP: 00809KDD7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1198219.08    | 0.02%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                        | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1                | CUSIP: 362341WZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26836 | PA      | $26127.16      | 0.00%             | 2035-11-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                             | PHILLIPS 66                                             | CUSIP: 71855BD25<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   17300000 | PA      | $17296171.51   | 0.26%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP PIMCODBU MAC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $26535.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | ROYAL BANK OF CANADA SR UNSECURED 01/29 VAR             | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    6600000 | PA      | $6664227.77    | 0.10%             | 2029-01-24      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-169051.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LOW SU GASOIL G   SEP26 IFEU 20260910                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         43 | NC      | $1166028.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                     | CONSTELLATION ENERGY 04/26 ZCP                          | CUSIP: 21038QD68<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6994904.70    | 0.11%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUND CORP 2000-TBC2                                  | MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1        | CUSIP: 585525ED6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1326 | PA      | $1306.92       | 0.00%             | 2030-06-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-5                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 A1 144A      | CUSIP: 69548WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     154034 | PA      | $154047.86     | 0.00%             | 2026-08-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-3                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2024 3 A 144A       | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      91433 | PA      | $91481.76      | 0.00%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2008-20H                                | SMALL BUSINESS ADMINISTRATION SBAP 2008 20H 1           | CUSIP: 83162CRY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1933 | PA      | $1955.47       | 0.00%             | 2028-08-01      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COPPER FUTURE     JUL26 XCEC 20260729                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          8 | NC      | $-58354.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260408                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $5865051.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL OPT IPE JUN26P 60 EXP 04/27/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        202 | NC      | $20200.00      | 0.00%             |  |  |  | No            |                  1 | 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        |    1288963 | PA      | $1293446.50    | 0.02%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     SEP26 NDEX 20260827                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          9 | NC      | $142827.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/44 1.375                             | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14787160 | PA      | $12230435.15   | 0.18%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2A LTD                                  | PALMER SQUARE LOAN FUNDING LTD PSTAT 2024 2A A1R 144A   | CUSIP: 69702WAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2900000 | PA      | $2896682.23    | 0.04%             | 2033-01-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | ICE RTD MONTH COA JUL26 IFEU 20260731                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         13 | NC      | $305259.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                            | ALIMENTATION COUCHETARD INC                             | CUSIP: 01626VDA8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    7100000 | PA      | $7091987.65    | 0.11%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QO6                                     | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1         | CUSIP: 75114NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99030 | PA      | $20007.79      | 0.00%             | 2046-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST 2024-1                                      | CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A         | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1501215.90    | 0.02%             | 2028-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  DEC28 IFEU 20281031                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        141 | NC      | $-512756.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $5914.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-4A                               | GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A3 144A         | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     798771 | PA      | $799680.22     | 0.01%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | VARS GOLDLNPM 0.0328515625 09/16/26 JPM                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1979433.83   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COTTON NO.2 FUTR  DEC26 IFUS 20261208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -118 | NC      | $-321056.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 5001 HSBC MSC                           | CUSIP: 966QTYII2<br>LEI: N/A                  | Long             | COMM             |  | US        |         41 | NS      | $190011.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST 2025-1A                                | FIRST INVESTORS AUTO OWNER TRU FIAOT 2025 1A A3 144A    | CUSIP: 32059WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7400000 | PA      | $7402254.04    | 0.11%             | 2030-07-15      | Fixed         | 4.25%                 | 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        |     500000 | PA      | $501495.81     | 0.01%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $80272.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-5                                     | PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A       | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      96735 | PA      | $96919.01      | 0.00%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER                                        | CUSIP: 49271KDQ4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1695165.54    | 0.03%             | 2026-04-24      | None          | 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      | $-29748.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2007-20K                                | SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1           | CUSIP: 83162CRK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4592 | PA      | $4615.35       | 0.00%             | 2027-11-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                              | HPS CORPORATE LENDING FU SR UNSECURED 01/28 5.45        | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11816107.50   | 0.18%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-HYB7                                        | COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A2               | CUSIP: 12669GBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62173 | PA      | $60091.28      | 0.00%             | 2034-11-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRT/DUBAI 1ST LN  JUN26 IFEU 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         86 | NC      | $-50404.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOYBEAN OIL FUTR  JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -91 | NC      | $-186321.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-C                                     | BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 4A3          | CUSIP: 059522BE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150340 | PA      | $133374.60     | 0.00%             | 2036-05-20      | Floating      | 4.32%                 | 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        |    1500000 | PA      | $1501582.28    | 0.02%             | 2034-07-10      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  350000000 | PA      | $349999999.98  | 5.29%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H25                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H25 SA          | CUSIP: 38375UBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58195 | PA      | $58459.16      | 0.00%             | 2063-10-20      | Floating      | 4.53%                 | 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      | $36574.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  FEB27 XNYM 20270120                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        356 | NC      | $2288679.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-159468.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST               | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 04/27 6.45        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     950000 | PA      | $968105.55     | 0.01%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | PLATINUM FUTURE   JUL26 XNYM 20260729                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         16 | NC      | $-158827.57    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-362672.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL OPT IPE JUN26C 79 EXP 04/27/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -202 | NC      | $-5304520.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | GASOLINE RBOB FUT SEP26 XNYM 20260831                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         75 | NC      | $1384858.45    | 0.02%             |  |  |  | No            |                  1 | 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        |    3327361 | PA      | $3347557.97    | 0.05%             | 2053-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  OCT26 XNYM 20260922                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -178 | NC      | $-1543042.56   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HARVEST CLO XXII DAC 22A                                                | HARVEST CLO HARVT 22A AR 144A                           | CUSIP: ACI211PS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3292279 | PA      | $3805518.81    | 0.06%             | 2032-01-15      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-10                                     | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A       | CUSIP: 41161PTN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     169511 | PA      | $107127.29     | 0.00%             | 2035-11-19      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     775000 | PA      | $774533.70     | 0.01%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | SILVER CMX WR FAC 8001 ASAHI MSC                        | CUSIP: 990ACARD8<br>LEI: N/A                  | Long             | COMM             |  | US        |     712500 | NS      | $53065669.05   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  SEP26 IFEU 20260731                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -158 | NC      | $81392.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                     | GLOBAL PMTS INC                                         | CUSIP: 37961DD64<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   21500000 | PA      | $21485094.05   | 0.32%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  JUL26 XNYM 20260626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -217 | NC      | $402372.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39700000 | PA      | $39364190.40   | 0.60%             | 2026-06-25      | None          | 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      | $-127761.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $35640.63      | 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      | $87661.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8475 FR 11/54 FIXED 5.5             | CUSIP: 3132DWMY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   74198040 | PA      | $74620467.28   | 1.13%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO 24-2A | PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A     | CUSIP: ACI2Q3MV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     996527 | PA      | $1153101.86    | 0.02%             | 2034-05-15      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| DRYDEN 60 CLO LTD                                                       | DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A           | CUSIP: 26251NAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     241183 | PA      | $241440.18     | 0.00%             | 2031-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-38                                               | FANNIE MAE FNR 2024 38 FA                               | CUSIP: 3136BR4S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1972988 | PA      | $1981158.29    | 0.03%             | 2051-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  JUN26 XNYM 20260519                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -115 | NC      | $-1580607.49   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  DEC29 XNYM 20291119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        141 | NC      | $-371493.18    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER                                        | CUSIP: 49271KDP6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1196735.28    | 0.02%             | 2026-04-23      | 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      | $-10671.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS13                                    | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A6       | CUSIP: 75115DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     265920 | PA      | $213226.77     | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-D                                | WORLD OMNI AUTO RECEIVABLES TR WOART 2022 D A3          | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     608841 | PA      | $610163.98     | 0.01%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $24183209.62   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-224272.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                     | GLOBAL PMTS INC                                         | CUSIP: 37961DD23<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $10397596.56   | 0.16%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES EUROPEAN CLO 14A                                                   | ARES EURO CLO ARESE 14A AR 144A                         | CUSIP: ACI2RNVJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     510577 | PA      | $590778.95     | 0.01%             | 2034-10-21      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     JUN26 NDEX 20260528                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |        -25 | NC      | $-32560.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $214158.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-3 LTD                                      | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A     | CUSIP: 05684NAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1650000 | PA      | $1650328.76    | 0.02%             | 2035-07-17      | Floating      | 4.83%                 | 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        |     700000 | PA      | $700350.00     | 0.01%             | 2035-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | VARS GOLDLNPM 0.043681 10/18/27 BPS                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-630127.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR           | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6575087.35    | 0.10%             | 2028-05-26      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5                                  | OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1A1D        | CUSIP: 68383NCY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2182679 | PA      | $2171370.61    | 0.03%             | 2035-12-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC          | CUSIP: 38383KYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     761389 | PA      | $762351.92     | 0.01%             | 2074-05-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-330448.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT JUN26P 56 EXP 05/14/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        123 | NC      | $39360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                 | FREDDIE MAC FHR 5500 FA                                 | CUSIP: 3137HJAP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1575640 | PA      | $1590481.36    | 0.02%             | 2055-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CCA VINTAGE 2026  DEC26 IFED 20261224                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       5014 | NC      | $-14288707.62  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST MORTGAGE 10/28 5.65             | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205030.44     | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL OPT IPE JUL26C 100 EXP 05/26/2026             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -110 | NC      | $-1238600.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     JUL26 NDEX 20260629                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          9 | NC      | $148471.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2526.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MRCD 2019-PARK MORTGAGE TRUST                                           | MRCD MORTGAGE TRUST MRCD 2019 PARK A 144A               | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $6716250.00    | 0.10%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XII DAC 12A                                      | CORDATUS CLO PLC CORDA 12A ARR 144A                     | CUSIP: ACI378M42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2308609.00    | 0.03%             | 2039-01-23      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                              | VERIZON COMMUNICATIONS SR UNSECURED 03/32 2.355         | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     379000 | PA      | $330948.56     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-2                                   | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 2 1A1         | CUSIP: 68401TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1093028 | PA      | $731011.34     | 0.01%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  MAY27 XNYM 20270420                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -114 | NC      | $-975043.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL DJ9049 G2 06/55 FIXED 7                    | CUSIP: 3618KWBS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     881938 | PA      | $898490.81     | 0.01%             | 2055-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A                          | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A3 144A     | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1517963.70    | 0.02%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)                         | S+P GLOBAL INC                                          | CUSIP: 78513LD14<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4199540.10    | 0.06%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 04/32 3.375                             | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1332002 | PA      | $1470221.31    | 0.02%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST 2024-A2                                   | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A           | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22900000 | PA      | $23141633.93   | 0.35%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-3A                               | GLS AUTO RECEIVABLES TRUST GCAR 2024 3A A3 144A         | CUSIP: 37989AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     390012 | PA      | $390240.73     | 0.01%             | 2028-04-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  SEP26 IFEU 20260819                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -22 | NC      | $-231718.01    | -0.00%            |  |  |  | No            |                  1 | 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        |    1079062 | PA      | $1122083.59    | 0.02%             | 2038-05-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797UB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $3967072.16    | 0.06%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                    | ERAC USA FINANCE LLC                                    | CUSIP: 26882SD94<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7592339.20    | 0.11%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR13                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A       | CUSIP: 92922FB72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83412 | PA      | $82113.40      | 0.00%             | 2034-11-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 50B LTD                                      | GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A | CUSIP: 38178DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1200000 | PA      | $1200374.34    | 0.02%             | 2035-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP BACVWSAV BOA                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-101185.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-5812.00      | -0.00%            |  |  |  | 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        |    1066784 | PA      | $1067355.60    | 0.02%             | 2033-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5                                 | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A2       | CUSIP: 83613FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     632243 | PA      | $499692.31     | 0.01%             | 2037-10-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15500000 | PA      | $15447076.96   | 0.23%             | 2026-05-05      | None          | 0.00%                 | 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        |    4876555 | PA      | $4913902.68    | 0.07%             | 2055-08-25      | Floating      | 4.81%                 | 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      | $487365.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR            | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405221.36     | 0.01%             | 2028-04-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR UAG                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $29218888.54   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAOCT26 IFEU 20261030                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -19 | NC      | $185210.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR            | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3174336.03    | 0.05%             | 2028-03-24      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME LEAD FUTURE   MAY26 XLME 20260518                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        169 | NC      | $-108309.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA FINANCE LLC                                                    | ERAC USA FINANCE LLC                                    | CUSIP: 26882SDH6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5090163.12    | 0.08%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAJUL26 IFEU 20260731                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -46 | NC      | $331478.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BRT/DUBAI 1ST LN  SEP26 IFEU 20260930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         74 | NC      | $-22047.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOYBEAN MEAL FUTR JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       1216 | NC      | $-244602.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/29 2.5                               | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39913399 | PA      | $41415043.25   | 0.63%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2024-A                                     | WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3            | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     432507 | PA      | $433922.11     | 0.01%             | 2030-02-15      | Fixed         | 4.98%                 | 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      | $163352.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                  | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A      | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60128 | PA      | $60200.86      | 0.00%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER                                        | CUSIP: 49271KDL5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2893175.14    | 0.04%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RVPO BANK OF NOVA SCOTIA                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |  430000000 | PA      | $309107900.22  | 4.68%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                    | GLENCORE FUNDING LLC                                    | CUSIP: 37790BDW8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6677610.61    | 0.10%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUND CORP 2002-TBC1                                  | MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A         | CUSIP: 585525FN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8181 | PA      | $5096.69       | 0.00%             | 2030-09-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3A                                                    | EUROSAIL PLC ESAIL 2007 3A A3C 144A                     | CUSIP: 29880YAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      58442 | PA      | $77357.10      | 0.00%             | 2045-06-13      | Floating      | 4.80%                 | 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        |    1400000 | PA      | $1401457.85    | 0.02%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO IV LTD                                                     | GREYWOLF CLO LTD GWOLF 2019 1A A1R2 144A                | CUSIP: 39809TAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $1602052.59    | 0.02%             | 2034-04-17      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                              | LEIDOS INC                                              | CUSIP: 52533BDP4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5784597.52    | 0.09%             | 2026-04-23      | None          | 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      | $60068.07      | 0.00%             |  |  |  | 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        |      62638 | PA      | $62654.30      | 0.00%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                             | PHILLIPS 66                                             | CUSIP: 71855BEV0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7052629.51    | 0.11%             | 2026-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2400000 | PA      | $2382998.81    | 0.04%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC HOME EQTY LN 2006-HE6                                  | ASSET BACKED SECURITIES CORP H ABSHE 2006 HE6 A5        | CUSIP: 04544NAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2391552 | PA      | $2358065.27    | 0.04%             | 2036-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                     | BANCA MONTE DEI PASCHI SIENA COMMON STOCK               | CUSIP: ACI28SXK1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |      46500 | NS      | $405736.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK INC                                                              | AMETEK INC DISC COML                                    | CUSIP: 03111CD91<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7592415.96    | 0.11%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GADEC26 IFEU 20261231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         27 | NC      | $-6806.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                       | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A           | CUSIP: 647622AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1674000 | PA      | $1657718.51    | 0.03%             | 2032-04-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 278                                                  | FREDDIEMAC STRIP FHS 278 F1                             | CUSIP: 3132HTBH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6781 | PA      | $6695.67       | 0.00%             | 2042-09-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2024-1                                     | VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A        | CUSIP: 92512WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20132 | PA      | $20154.56      | 0.00%             | 2027-11-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-1A                                                 | REACH FINANCIAL LLC REACH 2025 1A A 144A                | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     327595 | PA      | $328169.88     | 0.00%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAMAR26 IFEU 20260331                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        251 | NC      | $-157420.15    | -0.00%            |  |  |  | No            |                  1 | 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        |    2444093 | PA      | $2420763.92    | 0.04%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $861.87        | 0.00%             |  |  |  | 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        |    3859338 | PA      | $3893671.09    | 0.06%             | 2055-08-25      | Floating      | 4.84%                 | 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        |     704976 | PA      | $712075.18     | 0.01%             | 2068-11-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3         | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1947988 | PA      | $1954275.73    | 0.03%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-638242.59    | -0.01%            |  |  |  | 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      | $6065.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                             | PHILLIPS 66                                             | CUSIP: 71855BD17<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5299414.35    | 0.08%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4                           | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A3          | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1140951 | PA      | $1143090.04    | 0.02%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 5YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        345 | NC      | $-549189.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | VARS GOLDLNPM 0.04431025 10/18/27 MYC                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-382051.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KINBANE 2024-RPL 2 DAC  24-RPL2A                                        | KINBANE DAC KINBN 2024 RPL2A A 144A                     | CUSIP: ACI2S5NF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    1583862 | PA      | $1831893.73    | 0.03%             | 2063-01-24      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  SEP26 XNYM 20260820                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -112 | NC      | $110534.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | ICE RTD MONTH COA SEP26 IFEU 20260925                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         13 | NC      | $348159.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  MAY26 XNYM 20260428                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         12 | NC      | $-1155.24      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4805000 | PA      | $4795328.59    | 0.07%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     OCT26 NDEX 20260929                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          7 | NC      | $123071.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-43476.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO CLO 2021-2 DAC 21-2A                                  | BAIN CAPITAL EURO CLO BCCE 2021 2A A 144A               | CUSIP: ACI294R53<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3900000 | PA      | $4508318.03    | 0.07%             | 2034-07-17      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                     | CONSTELLATION ENERGY                                    | CUSIP: 21038QDQ4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6979261.10    | 0.11%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL AS4380 FN 02/45 FIXED 3.5                     | CUSIP: 3138WD2N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27344 | PA      | $25690.74      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                           | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A     | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     788681 | PA      | $792397.30     | 0.01%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-14.17        | -0.00%            |  |  |  | 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        |    1608602 | PA      | $1614871.49    | 0.02%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | TARGA RES CORP                                          | CUSIP: 87613LE13<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2092561.80    | 0.03%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO VI DAC 6A                                                    | ARBOUR CLO ARBR 6A AR 144A                              | CUSIP: ACI2RC930<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2312062.68    | 0.03%             | 2037-11-15      | Floating      | 3.13%                 | 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      | $-8998.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                               | ROGERS COMMUNICATIONS                                   | CUSIP: 77511MD99<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1498490.85    | 0.02%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/BCOMF1TC JPM                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $5440420.58    | 0.08%             |  |  |  | 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        |    2000000 | PA      | $2311250.58    | 0.03%             | 2034-07-25      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1A LLC                                  | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2025 1A A2 144A     | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     816951 | PA      | $820955.56     | 0.01%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA3120 FN 09/47 FIXED 3.5                     | CUSIP: 31418CPE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94667 | PA      | $88415.35      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2025-1 DAC 25-1A                    | PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A     | CUSIP: ACI2TS750<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2503466 | PA      | $2891427.97    | 0.04%             | 2034-10-15      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2018-CBM                                                    | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM A 144A    | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4300000 | PA      | $4186412.92    | 0.06%             | 2037-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   74370000 | PA      | $70187283.95   | 1.06%             | 2056-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-133288.34    | -0.00%            |  |  |  | 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        |   10118009 | PA      | $13402956.31   | 0.20%             | 2049-12-28      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRT/DUBAI 1ST LN  JUL26 IFEU 20260731                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         74 | NC      | $-22047.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROMARK CLO V LTD                                                        | ROMARK CLO LTD RMRK 2021 5A AR 144A                     | CUSIP: 77588PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2300000 | PA      | $2298545.50    | 0.03%             | 2035-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $9067.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                                  | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A      | CUSIP: 04965JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1672116 | PA      | $1651841.82    | 0.02%             | 2036-12-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ATCLO-2021-17A                                                          | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A       | CUSIP: 04942FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2999594.10    | 0.05%             | 2034-10-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $14.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER                                        | CUSIP: 49271KE83<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16922563.30   | 0.26%             | 2026-05-08      | 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      | $-293119.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-A                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3           | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1391814 | PA      | $1400141.45    | 0.02%             | 2029-02-15      | Fixed         | 4.99%                 | 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        |    1202550 | PA      | $1203787.14    | 0.02%             | 2032-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-B                                          | NISSAN AUTO LEASE TRUST NALT 2024 B A2B                 | CUSIP: 65481DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     516853 | PA      | $516955.98     | 0.01%             | 2027-06-15      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| KKR CLO 27 LTD                                                          | KKR FINANCIAL CLO LTD KKR 27A A1R2 144A                 | CUSIP: 48253YBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000276.39    | 0.02%             | 2035-01-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 2001 JPM MSC                            | CUSIP: 966QXE900<br>LEI: N/A                  | Long             | COMM             |  | US        |        184 | NS      | $852732.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-FM3                                                    | GSAMP TRUST GSAMP 2006 FM3 A2C                          | CUSIP: 36245TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     630037 | PA      | $291190.26     | 0.00%             | 2036-11-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                       | MARS INC SR UNSECURED 144A 03/28 4.6                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3925064.79    | 0.06%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $5856.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | PALLADIUM FUTURE  JUN26 XNYM 20260626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         10 | NC      | $-361112.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | WELL FARGO REPO                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   74400000 | PA      | $74400000.00   | 1.13%             |  |  |  | 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        |    1614294 | PA      | $1608061.41    | 0.02%             | 2050-12-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 3175RWRC3 INF CAP FWD EU JUN35 3 CALL                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |  -10900000 | NC      | $-142922.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $10272.14      | 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      | $35250.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2025-1A                                 | M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A3 144A    | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19300000 | PA      | $19453736.08   | 0.29%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                             | PHILLIPS 66                                             | CUSIP: 71855BDL3<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4589697.84    | 0.07%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME LEAD FUTURE   JUL26 XLME 20260713                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -211 | NC      | $142537.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                          | MORGAN STANLEY SR UNSECURED 04/28 VAR                   | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     800000 | PA      | $809685.06     | 0.01%             | 2028-04-13      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                    | JPMORGAN CHASE + CO SR UNSECURED 05/30 VAR              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     407000 | PA      | $397029.42     | 0.01%             | 2030-05-06      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                      | DTE ENERGY CO SR UNSECURED 07/27 4.95                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     500000 | PA      | $503358.39     | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 4001(BRNIKS) MSC                        | CUSIP: 935MCS909<br>LEI: N/A                  | Long             | COMM             |  | US        |         58 | NS      | $268796.15     | 0.00%             |  |  |  | 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        |      88270 | PA      | $63596.61      | 0.00%             | 2027-07-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR            | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8004991.20    | 0.12%             | 2026-07-16      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-191422.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  AUG26 IFEU 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -526 | NC      | $-5725578.06   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2A                       | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A3 144A    | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24200000 | PA      | $24284545.12   | 0.37%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  FEB27 XNYM 20270127                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         79 | NC      | $-37184.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR GST                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $24670134.21   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/29 0.25                              | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1270119 | PA      | $1235660.32    | 0.02%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.7* 9/21/23-3Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $84217.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CORN FUTURE       DEC26 XCBT 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -2265 | NC      | $193841.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-6                                | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A    | CUSIP: 161931AP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     697191 | PA      | $699060.71     | 0.01%             | 2055-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | BANK OF AMERICA CORP SR UNSECURED 04/29 VAR             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202876.97     | 0.00%             | 2029-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-C                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 C A2 144A       | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9014079 | PA      | $8957748.43    | 0.14%             | 2053-01-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 38 WF           | CUSIP: 38380V2S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1428384 | PA      | $1384271.71    | 0.02%             | 2043-10-20      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER 05/26 ZCP                       | CUSIP: 40412DEB1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   30800000 | PA      | $30646569.80   | 0.46%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2A                       | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A2 144A    | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2883760 | PA      | $2888531.19    | 0.04%             | 2028-11-20      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                 | FREDDIE MAC FHR 5500 UF                                 | CUSIP: 3137HJCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1655964 | PA      | $1663770.81    | 0.03%             | 2054-11-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                     | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 11A1       | CUSIP: 07384M3X8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47016 | PA      | $48186.44      | 0.00%             | 2035-01-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                   | CROWN CASTLE                                            | CUSIP: 22823QDG3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   38300000 | PA      | $38228440.28   | 0.58%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MTGE FUNDING CORP 2004-1A                                   | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A    | CUSIP: 16678RAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        577 | PA      | $573.28        | 0.00%             | 2035-01-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $76644.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | BANK OF AMERICA CORP SR UNSECURED 01/29 VAR             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13900000 | PA      | $14012654.50   | 0.21%             | 2029-01-24      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR2                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1B       | CUSIP: 92922FD39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     104279 | PA      | $104929.73     | 0.00%             | 2045-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| PROVIDUS CLO VII DAC 7A                                                 | PROVIDUS CLO PRVD 7A ARR 144A                           | CUSIP: ACI38JRZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1500000 | PA      | $1728567.59    | 0.03%             | 2038-07-15      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-210517.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES INC                                  | HARLEY DAVIDSON FND CP                                  | CUSIP: 41282KD70<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2797789.68    | 0.04%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-3                                     | SAXON ASSET SECURITIES TRUST SAST 2007 3 1A             | CUSIP: 80557BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     298702 | PA      | $291026.24     | 0.00%             | 2037-09-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | JET CIFNWEVSLSGO  MAY26 IFEU 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -14 | NC      | $-1121570.78   | -0.02%            |  |  |  | No            |                  1 | 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        |    1500000 | PA      | $1499409.98    | 0.02%             | 2034-04-16      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| KREF 2022-FL3 LTD                                                       | KREF 2022 FL3 LTD KREF 2022 FL3 A 144A                  | CUSIP: 48275EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     405218 | PA      | $405431.68     | 0.01%             | 2039-02-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXII LTD 2018-22A                                      | BLUEMOUNTAIN CLO LTD BLUEM 2018 22A A1 144A             | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      87677 | PA      | $87769.67      | 0.00%             | 2031-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER                                 | CUSIP: 40412DDP1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3989066.80    | 0.06%             | 2026-04-23      | None          | 0.00%                 | 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        |    1300000 | PA      | $1298322.68    | 0.02%             | 2028-01-14      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2023-A                                    | COLLEGE AVE STUDENT LOANS CASL 2023 A A1 144A           | CUSIP: 193938AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     919579 | PA      | $936570.98     | 0.01%             | 2055-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       7000 | PA      | $6980.97       | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO II DAC                                               | HAYFIN EMERALD CLO HAYEM 2A AR 144A                     | CUSIP: ACI294QX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   26672998 | PA      | $30828661.71   | 0.47%             | 2034-05-27      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     800000 | PA      | $794869.38     | 0.01%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3096                                                        | FREDDIE MAC FHR 3096 FX                                 | CUSIP: 31396GWQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     547575 | PA      | $545255.23     | 0.01%             | 2032-05-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2024-1A                                     | SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A           | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     443825 | PA      | $445958.72     | 0.01%             | 2029-06-15      | Fixed         | 5.11%                 | 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        |    2402681 | PA      | $2417946.66    | 0.04%             | 2055-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-2CON                                      | BANKERS HEALTHCARE GROUP SECUR BHG 2025 2CON A 144A     | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     788551 | PA      | $791050.15     | 0.01%             | 2036-09-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                       | DELL INT LLC / EMC CORP COMPANY GUAR 04/28 4.75         | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1410373.30    | 0.02%             | 2028-04-01      | Fixed         | 4.75%                 | 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        |     900000 | PA      | $896086.50     | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                     | NEXTERA ENERGY CAPITAL COMPANY GUAR 09/27 4.685         | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     800000 | PA      | $804111.78     | 0.01%             | 2027-09-01      | Fixed         | 4.68%                 | 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        |    1327000 | PA      | $1351951.74    | 0.02%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL BK3180 FN 03/48 FIXED 3.5                     | CUSIP: 3140HGRA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     340016 | PA      | $316999.75     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | 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      | $2533255.72    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2025-1A                                      | LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A3 144A        | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15200000 | PA      | $15258653.76   | 0.23%             | 2029-07-16      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N3                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A3 144A    | CUSIP: 14687WAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1329499 | PA      | $1330759.65    | 0.02%             | 2029-01-10      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-163900.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                     | ONCOR ELECTRIC DELIVERY SR SECURED 03/27 4.5            | CUSIP: 68233JDB7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     900000 | PA      | $900337.22     | 0.01%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q034       | FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2           | CUSIP: 3137HLY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8760372 | PA      | $8511399.20    | 0.13%             | 2054-07-25      | Floating      | 2.94%                 | 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        |     119026 | PA      | $119033.84     | 0.00%             | 2035-04-15      | 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      | $69662.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62        | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   12900000 | PA      | $12911197.59   | 0.20%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-9255231.11   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                           | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 3 A2          | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1022883 | PA      | $1024701.91    | 0.02%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MDPKE 14A                                                               | MADISON PARK EURO FUNDING MDPKE 14A A1R 144A            | CUSIP: ACI2289F9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1484972 | PA      | $1714205.35    | 0.03%             | 2032-07-15      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | KC HRW WHEAT FUT  DEC26 XCBT 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -73 | NC      | $-11438.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICG EURO CLO 2023-2 DAC 23-2A                                           | ICG EURO CLO ICGE 2023 2A A1R 144A                      | CUSIP: ACI38GWX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2311222.84    | 0.03%             | 2038-01-26      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| PROVIDUS CLO II DAC 2A                                                  | PROVIDUS CLO PRVD 2A ARR 144A                           | CUSIP: ACI2RB411<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1156105.78    | 0.02%             | 2038-10-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 25-3A                                 | GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A     | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     861502 | PA      | $862636.83     | 0.01%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAAPR26 IFEU 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          6 | NC      | $1487.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES INC                                  | HARLEY DAVIDSON FND CP                                  | CUSIP: 41282KD88<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2297921.26    | 0.03%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRT/DUBAI 1ST LN  MAY26 IFEU 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -136 | NC      | $230691.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5564                                                 | FREDDIE MAC FHR 5564 FB                                 | CUSIP: 3137HMD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2338032 | PA      | $2361487.39    | 0.04%             | 2055-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN OIL FUTR  MAY26 XCBT 20260514                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -23 | NC      | $-196705.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-53340.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-11                                    | PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A      | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     151616 | PA      | $152136.50     | 0.00%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2021-16A                                     | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 16A AR 144A       | CUSIP: 04940AAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1750000 | PA      | $1751162.33    | 0.03%             | 2034-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER OPTION     DEC26C 85 EXP 11/24/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -1 | NC      | $-55660.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2036.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                               | COREBRIDGE GLOB FUNDING SECURED 144A 01/28 4.9          | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1006782.93    | 0.02%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2010-C                                           | SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A              | CUSIP: 78445QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1051574 | PA      | $1104020.35    | 0.02%             | 2041-10-15      | Floating      | 8.54%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A                          | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 A A3 144A     | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12100000 | PA      | $12173546.22   | 0.18%             | 2028-01-18      | Fixed         | 4.83%                 | 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        |    4000000 | PA      | $4003516.84    | 0.06%             | 2027-09-10      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                    | ERAC USA FINANCE LLC                                    | CUSIP: 26882SDQ6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $8177397.52    | 0.12%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                     | NATWEST MARKETS PLC SR UNSECURED 144A 03/28 4.789       | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1107640.24    | 0.02%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                             | LETRA TESOURO NACIONAL BILLS 07/26 0.00000              | CUSIP: ACI2CRX85<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  235200000 | PA      | $43973637.87   | 0.67%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3A                           | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2A 144A   | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     157624 | PA      | $157678.17     | 0.00%             | 2027-09-15      | Fixed         | 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      | $-5959.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                   | CROWN CASTLE                                            | CUSIP: 22823QDM0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $10274727.92   | 0.16%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-A                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2018 A A2B 144A      | CUSIP: 78449PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     657415 | PA      | $657316.76     | 0.01%             | 2036-02-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  MAY26 XNYM 20260421                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        347 | NC      | $7896614.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $10726.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS13                                    | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A5       | CUSIP: 75115DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     101788 | PA      | $81617.92      | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OMFIT-2021-1A                                                           | ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2021 1A A2 144A    | CUSIP: 68269MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1200836.64    | 0.02%             | 2036-06-16      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A1                                     | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 3A1        | CUSIP: 161630AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46597 | PA      | $46402.85      | 0.00%             | 2037-02-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | MT BELV ETHAN 5DE APR26 XNYM 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         11 | NC      | $5811.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRNCL-2019-11A                                                          | CAIRN CLO BV CRNCL 2019 11A AR 144A                     | CUSIP: ACI34RX33<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2310440.80    | 0.03%             | 2040-01-15      | Floating      | 3.19%                 | 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        |    2000000 | PA      | $2004506.52    | 0.03%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | UK NATURAL GAS FUTMAY26 IFEU 20260429                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          6 | NC      | $1408.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT MAY26C 72 EXP 04/16/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -267 | NC      | $-7940580.00   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $400.48        | 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      | $16624.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                    | JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1110584.26    | 0.02%             | 2027-10-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5410                                                 | FREDDIE MAC FHR 5410 FB                                 | CUSIP: 3137HCUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3328507 | PA      | $3365553.83    | 0.05%             | 2054-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-9                                     | PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A       | CUSIP: 69546QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     101304 | PA      | $101495.34     | 0.00%             | 2032-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $37266.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                              | SPACE COAST CREDIT UNION SCCU 2025 1A A3 144A           | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3413157.32    | 0.05%             | 2031-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                                                 | FREDDIE MAC FHR 5426 BF                                 | CUSIP: 3137HCXW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000488 | PA      | $1003849.26    | 0.02%             | 2049-04-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-857.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                          | PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR           | CUSIP: 743672AG2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11903050.92   | 0.18%             | 2026-07-22      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-88164.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                    | GLENCORE FUNDING LLC                                    | CUSIP: 37790BE49<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   22600000 | PA      | $22514323.40   | 0.34%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2023-1A                               | GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A     | CUSIP: 36267FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3108184 | PA      | $3126699.30    | 0.05%             | 2028-10-16      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  200000000 | PA      | $199999999.99  | 3.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                                                 | NYSEG STORM FUNDING LLC SR SECURED 05/29 4.713          | CUSIP: 67122QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10913445 | PA      | $10988579.76   | 0.17%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3A                           | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2B 144A   | CUSIP: 96043CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     219304 | PA      | $219330.34     | 0.00%             | 2027-09-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2024-2A                                                | FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A            | CUSIP: 30336NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     196738 | PA      | $198116.70     | 0.00%             | 2030-06-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-8                                     | PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A       | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      92715 | PA      | $92960.56      | 0.00%             | 2032-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO XII DAC  12A                                           | INVESCO EURO CLO XII DAC INVSC 12A A1R 144A             | CUSIP: ACI387VH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2305361.53    | 0.03%             | 2037-07-15      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2023-1A                                      | BANK OF AMERICA AUTO TRUST BAAT 2023 1A A3 144A         | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1680601 | PA      | $1689326.13    | 0.03%             | 2028-02-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                                   | ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A       | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     720044 | PA      | $722155.12     | 0.01%             | 2027-10-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/49 1                                 | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1081739 | PA      | $766594.32     | 0.01%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                  | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A      | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      28146 | PA      | $28209.92      | 0.00%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2008-20K                                | SMALL BUSINESS ADMINISTRATION SBAP 2008 20K 1           | CUSIP: 83162CSD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9994 | PA      | $10170.77      | 0.00%             | 2028-11-01      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| GCCT-2021-1A                                                            | GOLDEN CREDIT CARD TRUST GCCT 2021 1A A 144A            | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4451278.95    | 0.07%             | 2028-08-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                          | ELECTRICITE DE FRANCE SA                                | CUSIP: 28504HD19<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    5900000 | PA      | $5899356.90    | 0.09%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                       | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125  | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   21900000 | PA      | $22137960.36   | 0.33%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                    | EDISON INTERNATIONAL                                    | CUSIP: 28103BDT6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   17200000 | PA      | $17145921.48   | 0.26%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SUGAR  11 (WORLD) OCT26 IFUS 20260930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -637 | NC      | $-1386479.14   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BRAZIL GOVT                                                             | LETRA TESOURO NACIONAL BILLS 10/26 0.00000              | CUSIP: ACI2Q7PM2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  380000000 | PA      | $68727011.21   | 1.04%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP PIMCODB CIB                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $2856998.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP CMDSKEWLS GST                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $577400.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP PIMCODB MAC                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $5536674.88    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP JMABNIC5 JPM                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $967474.82     | 0.01%             |  |  |  | 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